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Exploratory factor analysis is often used in the social sciences to estimate potential measurement models. To do this, several important issues need to be addressed: (1) determining the number of factors, (2) learning constraints in the…

Methodology · Statistics 2025-05-28 Dale S. Kim , Audrey Lu , Qing Zhou

We consider a statistical model for matrix factorization in a regime where the rank of the two hidden matrix factors grows linearly with their dimension and their product is corrupted by additive noise. Despite various approaches,…

Information Theory · Computer Science 2023-06-08 Farzad Pourkamali , Nicolas Macris

Vintage factor analysis is one important type of factor analysis that aims to first find a low-dimensional representation of the original data, and then to seek a rotation such that the rotated low-dimensional representation is…

Machine Learning · Statistics 2025-04-01 Xin Bing , Xin He , Dian Jin , Yuqian Zhang

Cluster-weighted factor analyzers (CWFA) are a versatile class of mixture models designed to estimate the joint distribution of a random vector that includes a response variable along with a set of explanatory variables. They are…

Methodology · Statistics 2024-11-07 Xiaoke Qin , Francesca Martella , Sanjeena Subedi

Phylogenetic comparative methods explore the relationships between quantitative traits adjusting for shared evolutionary history. This adjustment often occurs through a Brownian diffusion process along the branches of the phylogeny that…

Methodology · Statistics 2017-01-27 Max R. Tolkoff , Michael L. Alfaro , Guy Baele , Philippe Lemey , Marc A. Suchard

One of the most common pitfalls often found in high dimensional biological data sets are correlations between the features. This may lead to statistical and machine learning methodologies overvaluing or undervaluing these correlated…

Machine Learning · Computer Science 2021-11-18 Troy Maaslandand , João Pereira , Diogo Bastos , Marcus de Goffau , Max Nieuwdorp , Aeilko H. Zwinderman , Evgeni Levin

Bayesian sparse factor models have proven useful for characterizing dependence in multivariate data, but scaling computation to large numbers of samples and dimensions is problematic. We propose expandable factor analysis for scalable…

Methodology · Statistics 2018-06-21 Sanvesh Srivastava , Barbara E. Engelhardt , David B. Dunson

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

Confirmatory factor analysis (CFA) is a statistical method for identifying and confirming the presence of latent factors among observed variables through the analysis of their covariance structure. Compared to alternative factor models, CFA…

Methodology · Statistics 2024-10-08 Yifan Yang , Tianzhou Ma , Chuan Bi , Shuo Chen

We consider the problem of learning a linear factor model. We propose a regularized form of principal component analysis (PCA) and demonstrate through experiments with synthetic and real data the superiority of resulting estimates to those…

Machine Learning · Computer Science 2013-05-31 Yi-Hao Kao , Benjamin Van Roy

Latent factor models (LFMs) such as matrix factorization achieve the state-of-the-art performance among various Collaborative Filtering (CF) approaches for recommendation. Despite the high recommendation accuracy of LFMs, a critical issue…

Machine Learning · Computer Science 2019-09-10 Weiyu Cheng , Yanyan Shen , Yanmin Zhu , Linpeng Huang

In (exploratory) factor analysis, the loading matrix is identified only up to orthogonal rotation. For identifiability, one thus often takes the loading matrix to be lower triangular with positive diagonal entries. In Bayesian inference, a…

Methodology · Statistics 2014-09-29 Dennis Leung , Mathias Drton

Factor analysis models explain dependence among observed variables by a smaller number of unobserved factors. A main challenge in confirmatory factor analysis is determining whether the factor loading matrix is identifiable from the…

Statistics Theory · Mathematics 2026-01-21 Nils Sturma , Miriam Kranzlmueller , Irem Portakal , Mathias Drton

We show that, for a certain class of scaling matrices including the commonly used inverse square-root of the conditional Fisher Information, score-driven factor models are identifiable up to a multiplicative scalar constant under very mild…

Econometrics · Economics 2024-12-03 Giuseppe Buccheri , Fulvio Corsi , Emilija Dzuverovic

Factor modeling is an essential tool for exploring intrinsic dependence structures among high-dimensional random variables. Much progress has been made for estimating the covariance matrix from a high-dimensional factor model. However, the…

Statistics Theory · Mathematics 2016-10-26 Quefeng Li , Guang Cheng , Jianqing Fan , Yuyan Wang

Data analysis focuses on harnessing advanced statistics, programming, and machine learning techniques to extract valuable insights from vast datasets. An increasing volume and variety of research emerged, addressing datasets of diverse…

Databases · Computer Science 2025-01-06 Chen Liang , Donghua Yang , Zheng Liang , Zhiyu Liang , Tianle Zhang , Boyu Xiao , Yuqing Yang , Wenqi Wang , Hongzhi Wang

Factorization machines (FM) are a popular model class to learn pairwise interactions by a low-rank approximation. Different from existing FM-based approaches which use a fixed rank for all features, this paper proposes a Rank-Aware FM…

Machine Learning · Computer Science 2019-05-21 Xiaoshuang Chen , Yin Zheng , Jiaxing Wang , Wenye Ma , Junzhou Huang

Data on high-dimensional spheres arise frequently in many disciplines either naturally or as a consequence of preliminary processing and can have intricate dependence structure that needs to be understood. We develop exploratory factor…

Methodology · Statistics 2021-11-10 Fan Dai , Karin S. Dorman , Somak Dutta , Ranjan Maitra

Tensor factorizations have been widely used for the task of uncovering patterns in various domains. Often, the input is time-evolving, shifting the goal to tracking the evolution of the underlying patterns instead. To adapt to this more…

Machine Learning · Computer Science 2025-09-18 Christos Chatzis , Carla Schenker , Max Pfeffer , Evrim Acar

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