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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

Factor analysis or sometimes referred to as variable analysis has been extensively used in classification problems for identifying specific factors that are significant to particular classes. This type of analysis has been widely used in…

Machine Learning · Computer Science 2019-05-01 Nagdev Amruthnath , Tarun Gupta

We propose a novel framework in high-dimensional factor models to simultaneously analyse multiple tensor time series, each with potentially different tensor orders and dimensionality. The connection between different tensor time series is…

Methodology · Statistics 2025-09-19 Zetai Cen

Multivariate spatially-oriented data sets are prevalent in the environmental and physical sciences. Scientists seek to jointly model multiple variables, each indexed by a spatial location, to capture any underlying spatial association for…

Methodology · Statistics 2021-08-19 Lu Zhang , Sudipto Banerjee

Factor Analysis has traditionally been utilized across diverse disciplines to extrapolate latent traits that influence the behavior of multivariate observed variables. Historically, the focus has been on analyzing data from a single study,…

Methodology · Statistics 2026-01-22 Elena Bortolato , Antonio Canale

Functional magnetic resonance imaging (fMRI) data contain complex spatiotemporal dynamics, thus researchers have developed approaches that reduce the dimensionality of the signal while extracting relevant and interpretable dynamics. Models…

Computer Vision and Pattern Recognition · Computer Science 2022-05-30 Eloy Geenjaar , Amrit Kashyap , Noah Lewis , Robyn Miller , Vince Calhoun

Functional data clustering is to identify heterogeneous morphological patterns in the continuous functions underlying the discrete measurements/observations. Application of functional data clustering has appeared in many publications across…

Methodology · Statistics 2022-10-04 Mimi Zhang , Andrew Parnell

In this paper, we propose an algorithm that extracts spatial frequent patterns to explain the relative characteristics of a specific location from the available social data. This paper proposes a spatial social data model which includes…

Databases · Computer Science 2019-12-30 Yongmi Lee , Kwang Woo Nam , Keun Ho Ryu

Spatial classification with limited feature observations has been a challenging problem in machine learning. The problem exists in applications where only a subset of sensors are deployed at certain spots or partial responses are collected…

Machine Learning · Computer Science 2020-09-03 Arpan Man Sainju , Wenchong He , Zhe Jiang , Da Yan , Haiquan Chen

Large-scale matrix data has been widely discovered and continuously studied in various fields recently. Considering the multi-level factor structure and utilizing the matrix structure, we propose a multilevel matrix factor model with both…

Methodology · Statistics 2023-10-24 Yuteng Zhang , Yongchang Hui , Junrong Song , Shurong Zheng

Accurate estimation for extent of cross{sectional dependence in large panel data analysis is paramount to further statistical analysis on the data under study. Grouping more data with weak relations (cross{sectional dependence) together…

Econometrics · Economics 2019-04-16 Jiti Gao , Guangming Pan , Yanrong Yang , Bo Zhang

Factor analysis provides a canonical framework for imposing lower-dimensional structure such as sparse covariance in high-dimensional data. High-dimensional data on the same set of variables are often collected under different conditions,…

Methodology · Statistics 2024-08-27 Noirrit Kiran Chandra , David B. Dunson , Jason Xu

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

A standard approach for assessing the performance of partition models is to create synthetic data sets with a prespecified clustering structure, and assess how well the model reveals this structure. A common format is that subjects are…

Methodology · Statistics 2025-07-08 Michail Papathomas

We propose a new copula model that can be used with replicated spatial data. Unlike the multivariate normal copula, the proposed copula is based on the assumption that a common factor exists and affects the joint dependence of all…

Applications · Statistics 2016-12-08 Pavel Krupskii , Raphael Huser , Marc G. Genton

Clustering is one of the major tasks in data mining. In the last few years, Clustering of spatial data has received a lot of research attention. Spatial databases are components of many advanced information systems like geographic…

Databases · Computer Science 2012-06-04 Mohamed A. El-Zawawy

A given set of data-points in some feature space may be associated with a Schrodinger equation whose potential is determined by the data. This is known to lead to good clustering solutions. Here we extend this approach into a full-fledged…

Data Analysis, Statistics and Probability · Physics 2010-02-16 Marvin Weinstein , David Horn

This paper proposes a novel graphical model, termed the spatial dependence graph model, which captures the global dependence structure of different events that occur randomly in space. In the spatial dependence graph model, the edge set is…

Methodology · Statistics 2016-07-26 Matthias Eckardt

In this paper, we propose a distributed framework for reducing the dimensionality of high-dimensional, large-scale, heterogeneous matrix-variate time series data using a factor model. The data are first partitioned column-wise (or row-wise)…

Machine Learning · Statistics 2026-01-19 Hangjin Jiang , Yuzhou Li , Zhaoxing Gao

We consider spatially dependent functional data collected under a geostatistics setting, where locations are sampled from a spatial point process. The functional response is the sum of a spatially dependent functional effect and a spatially…

Methodology · Statistics 2021-06-18 Haozhe Zhang , Yehua Li