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The modal factor model represents a new factor model for dimension reduction in high dimensional panel data. Unlike the approximate factor model that targets for the mean factors, it captures factors that influence the conditional mode of…

Econometrics · Economics 2024-10-01 Zhe Sun , Yundong Tu

We consider statistical inference in factor analysis for ergodic and non-ergodic diffusion processes from discrete observations. Factor model based on high frequency time series data has been mainly discussed in the field of high…

Statistics Theory · Mathematics 2022-02-04 Shogo Kusano , Masayuki Uchida

Unsupervised learning aims at the discovery of hidden structure that drives the observations in the real world. It is essential for success in modern machine learning. Latent variable models are versatile in unsupervised learning and have…

Machine Learning · Computer Science 2016-06-13 Furong Huang

We consider analysis of relational data (a matrix), in which the rows correspond to subjects (e.g., people) and the columns correspond to attributes. The elements of the matrix may be a mix of real and categorical. Each subject and…

Machine Learning · Computer Science 2012-07-03 Esther Salazar , Matthew Cain , Elise Darling , Stephen Mitroff , Lawrence Carin

In data analysis, latent variables play a central role because they help provide powerful insights into a wide variety of phenomena, ranging from biological to human sciences. The latent tree model, a particular type of probabilistic…

Machine Learning · Computer Science 2014-02-05 Raphaël Mourad , Christine Sinoquet , Nevin L. Zhang , Tengfei Liu , Philippe Leray

Matrix factor model is drawing growing attention for simultaneous two-way dimension reduction of well-structured matrix-valued observations. This paper focuses on robust statistical inference for matrix factor model in the ``diverging…

Methodology · Statistics 2023-06-07 Yong He , Xin-Bing Kong , Dong Liu , Ran Zhao

Joint models for longitudinal biomarkers and time-to-event data are widely used in longitudinal studies. Many joint modeling approaches have been proposed to deal with different types of longitudinal biomarkers and survival outcomes.…

Methodology · Statistics 2016-09-27 Molei Liu , Jiehuan Sun , Jose D. Herazo-Maya , Naftali Kaminski , Hongyu Zhao

High-dimensional and sparse (HiDS) matrices are omnipresent in a variety of big data-related applications. Latent factor analysis (LFA) is a typical representation learning method that extracts useful yet latent knowledge from HiDS matrices…

Machine Learning · Computer Science 2022-04-19 Di Wu , Peng Zhang , Yi He , Xin Luo

Multimodal data, where different types of data are collected from the same subjects, are fast emerging in a large variety of scientific applications. Factor analysis is commonly used in integrative analysis of multimodal data, and is…

Statistics Theory · Mathematics 2021-03-31 Quefeng Li , Lexin Li

Latent factor models are increasingly popular for modeling multi-relational knowledge graphs. By their vectorial nature, it is not only hard to interpret why this class of models works so well, but also to understand where they fail and how…

Machine Learning · Computer Science 2017-09-19 Théo Trouillon , Éric Gaussier , Christopher R. Dance , Guillaume Bouchard

Latent factor models are the canonical statistical tool for exploratory analyses of low-dimensional linear structure for an observation matrix with p features across n samples. We develop a structured Bayesian group factor analysis model…

Methodology · Statistics 2015-11-12 Shiwen Zhao , Chuan Gao , Sayan Mukherjee , Barbara E Engelhardt

Existing high-dimensional statistical methods are largely established for analyzing individual-level data. In this work, we study estimation and inference for high-dimensional linear models where we only observe "proxy data", which include…

Methodology · Statistics 2022-01-12 Sai Li , T. Tony Cai , Hongzhe Li

A semi-parametric, non-linear regression model in the presence of latent variables is introduced. These latent variables can correspond to unmodeled phenomena or unmeasured agents in a complex networked system. This new formulation allows…

Machine Learning · Statistics 2018-06-29 Jonathan Mei , José M. F. Moura

We consider the problem of parameter estimation using weakly supervised datasets, where a training sample consists of the input and a partially specified annotation, which we refer to as the output. The missing information in the annotation…

Machine Learning · Computer Science 2012-06-22 M. Pawan Kumar , Ben Packer , Daphne Koller

We propose a method for obtaining maximum likelihood estimates in a model with continuous and binary outcomes. Combinations of left and right censored observations are also naturally modeled in this framework. The model and estimation…

Methodology · Statistics 2015-07-07 Klaus K. Holst , Esben Budtz-Jørgensen , Gitte Moos Knudsen

We consider change-point latent factor models for high-dimensional time series, where a structural break may exist in the underlying factor structure. In particular, we propose consistent estimators for factor loading spaces before and…

Methodology · Statistics 2019-07-24 Xialu Liu , Ting Zhang

Personality traits are latent variables, and as such, are impossible to measure without the use of an assessment. Responses on the assessments can be influenced by both transient (state-related) error and measurement error, obscuring the…

Applications · Statistics 2017-06-02 Amy E. Nussbaum , Cornelis J. Potgieter , Michael Chmielewski

Modern network data analysis often involves analyzing network structures alongside covariate features to gain deeper insights into underlying patterns. However, traditional covariate-assisted statistical network models may not adequately…

Methodology · Statistics 2025-05-07 Peng Zhao , Yabo Niu

Providing diagnostic feedback about growth is crucial to formative decisions such as targeted remedial instructions or interventions. This paper proposed a longitudinal higher-order diagnostic classification modeling approach for measuring…

Methodology · Statistics 2018-09-19 Peida Zhan , Hong Jiao , Dandan Liao

We propose a structural equation model, which reduces to a multidimensional latent class item response theory model, for the analysis of binary item responses with non-ignorable missingness. The missingness mechanism is driven by two sets…

Methodology · Statistics 2014-10-21 Silvia Bacci , Francesco Bartolucci
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