Related papers: Adaptive partition Factor Analysis
Recently, considerable interest has focused on variable selection methods in regression situations where the number of predictors, $p$, is large relative to the number of observations, $n$. Two commonly applied variable selection approaches…
Factor analysis provides linear factors that describe relationships between individual variables of a data set. We extend this classical formulation into linear factors that describe relationships between groups of variables, where each…
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…
Multifactorial experimental designs allow us to assess the contribution of several factors, and potentially their interactions, to one or several responses of interests. Following the principles of the partition of the variance advocated by…
Estimations and applications of factor models often rely on the crucial condition that the number of latent factors is consistently estimated, which in turn also requires that factors be relatively strong, data are stationary and weak…
The cumulative shrinkage process is an increasing shrinkage prior that can be employed within models in which additional terms are supposed to play a progressively negligible role. A natural application is to Gaussian factor models, where…
Dimensionality reduction techniques play an essential role in data analytics, signal processing and machine learning. Dimensionality reduction is usually performed in a preprocessing stage that is separate from subsequent data analysis,…
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…
Ever since the seminal work of R. A. Fisher and F. Yates, factorial designs have been an important experimental tool to simultaneously estimate the effects of multiple treatment factors. In factorial designs, the number of treatment…
Recent work on overfitting Bayesian mixtures of distributions offers a powerful framework for clustering multivariate data using a latent Gaussian model which resembles the factor analysis model. The flexibility provided by overfitting…
Factor models are widely used for dimension reduction. Bayesian approaches to these models often place a prior on the factor loadings that allows for infinitely many factors, with loadings increasingly shrunk toward zero as the column index…
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…
Generalized latent factor analysis not only provides a useful latent embedding approach in statistics and machine learning, but also serves as a widely used tool across various scientific fields, such as psychometrics, econometrics, and…
There is a wide variety of models in which the dimension of the parameter space is unknown. For example, in factor analysis the number of latent factors is typically not known and has to be inferred from the observed data. Although…
This paper presents a new modeling strategy for joint unsupervised analysis of multiple high-throughput biological studies. As in Multi-study Factor Analysis, our goals are to identify both common factors shared across studies and…
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…
Researchers often have datasets measuring features $x_{ij}$ of samples, such as test scores of students. In factor analysis and PCA, these features are thought to be influenced by unobserved factors, such as skills. Can we determine how…
The high dimensional nature of genomics data complicates feature selection, in particular in low sample size studies - not uncommon in clinical prediction settings. It is widely recognized that complementary data on the features, `co-data',…
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…
Factor analysis is a statistical technique that explains correlations among observed random variables with the help of a smaller number of unobserved factors. In traditional full factor analysis, each observed variable is influenced by…