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Factor models are widely applied to the analysis of multivariate data across disparate fields of research. However, modern scientific data are often incomplete, and estimating a factor model from partially observed data can be very…

Methodology · Statistics 2026-02-24 Giuseppe Vinci

Factor Analysis (FA) is a technique of fundamental importance that is widely used in classical and modern multivariate statistics, psychometrics and econometrics. In this paper, we revisit the classical rank-constrained FA problem, which…

Methodology · Statistics 2017-04-25 Dimitris Bertsimas , Martin S. Copenhaver , Rahul Mazumder

Regression models, in which the observed features $X \in \R^p$ and the response $Y \in \R$ depend, jointly, on a lower dimensional, unobserved, latent vector $Z \in \R^K$, with $K< p$, are popular in a large array of applications, and…

Methodology · Statistics 2021-03-04 Xin Bing , Florentina Bunea , Marten Wegkamp

The paper considers the problem of distributed adaptive linear parameter estimation in multi-agent inference networks. Local sensing model information is only partially available at the agents and inter-agent communication is assumed to be…

Optimization and Control · Mathematics 2012-08-07 Soummya Kar , Jose' M. F. Moura , H. Vincent Poor

We consider the problem of detecting the presence of a spatially correlated multichannel signal corrupted by additive Gaussian noise (i.i.d across sensors). No prior knowledge is assumed about the system parameters such as the noise…

Information Theory · Computer Science 2013-04-19 Vidyadhar Upadhya , Devendra Jalihal

Latent variable models can be used to probabilistically "fill-in" missing data entries. The variational autoencoder architecture (Kingma and Welling, 2014; Rezende et al., 2014) includes a "recognition" or "encoder" network that infers the…

Machine Learning · Computer Science 2019-02-20 Christopher K. I. Williams , Charlie Nash , Alfredo Nazábal

The asymptotic mutual information (MI) analysis for multiple-input multiple-output (MIMO) systems over double-scattering channels has achieved engaging results, but the convergence rates of the mean, variance, and the distribution of the MI…

Information Theory · Computer Science 2023-01-18 Xin Zhang , Shenghui Song

Obtaining channel covariance knowledge is of great importance in various Multiple-Input Multiple-Output MIMO communication applications, including channel estimation and covariance-based user grouping. In a massive MIMO system, covariance…

Information Theory · Computer Science 2019-11-01 Mahdi Barzegar Khalilsarai , Tianyu Yang , Saeid Haghighatshoar , Giuseppe Caire

This paper uses Factored Latent Analysis (FLA) to learn a factorized, segmental representation for observations of tracked objects over time. Factored Latent Analysis is latent class analysis in which the observation space is subdivided and…

Machine Learning · Computer Science 2012-07-19 Chris Stauffer

Datasets from the fields of bioinformatics, chemometrics, and face recognition are typically characterized by small samples of high-dimensional data. Among the many variants of linear discriminant analysis that have been proposed in order…

Machine Learning · Statistics 2020-04-20 Lama B. Niyazi , Abla Kammoun , Hayssam Dahrouj , Mohamed-Slim Alouini , Tareq Y. Al-Naffouri

Factor-analytic Gaussian mixture models are often employed as a model-based approach to clustering high-dimensional data. Typically, the numbers of clusters and latent factors must be specified in advance of model fitting, and remain fixed.…

Methodology · Statistics 2021-07-15 Keefe Murphy , Cinzia Viroli , Isobel Claire Gormley

Latent factor collaborative filtering (CF) has been a widely used technique for recommender system by learning the semantic representations of users and items. Recently, explainable recommendation has attracted much attention from research…

Machine Learning · Computer Science 2020-07-14 Deng Pan , Xiangrui Li , Xin Li , Dongxiao Zhu

We present a unifying framework that bridges Bayesian asymptotics and information theory to analyze the asymptotic Shannon capacity of general large-scale MIMO channels including ones with nonlinearities or imperfect hardware. We derive…

Information Theory · Computer Science 2026-02-24 Sheng Yang , Richard Combes

Factor analysis aims to determine latent factors, or traits, which summarize a given data set. Inter-battery factor analysis extends this notion to multiple views of the data. In this paper we show how a nonlinear, nonparametric version of…

Machine Learning · Statistics 2016-04-19 Andreas Damianou , Neil D. Lawrence , Carl Henrik Ek

Factors models are routinely used to analyze high-dimensional data in both single-study and multi-study settings. Bayesian inference for such models relies on Markov Chain Monte Carlo (MCMC) methods which scale poorly as the number of…

Methodology · Statistics 2025-04-29 Blake Hansen , Alejandra Avalos-Pacheco , Massimiliano Russo , Roberta De Vito

Identification of multinomial choice models is often established by using special covariates that have full support. This paper shows how these identification results can be extended to a large class of multinomial choice models when all…

Econometrics · Economics 2022-03-23 Nail Kashaev

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 develop a factor analysis for mixed continuous and binary observed variables. To this end, we utilized a recently developed multivariate probability distribution for mixed-type random variables, the Gaussian-Grassmann distribution. In…

Methodology · Statistics 2025-12-12 Takashi Arai

Mixture of factor analyzer (MFA) model is an efficient model for the analysis of high dimensional data through which the factor-analyzer technique based on the covariance matrices reducing the number of free parameters. The model also…

Methodology · Statistics 2022-12-05 Hamid Reza Safaeyan , Karim Zare , Mohamad R. Mahmoudi , Amir Mosavi

Consider a situation with two treatments, the first of which is randomized but the second is not, and the multifactor version of this. Interest is in treatment effects, defined using standard factorial notation. We define estimators for the…