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A wide class of machine learning algorithms can be reduced to variable elimination on factor graphs. While factor graphs provide a unifying notation for these algorithms, they do not provide a compact way to express repeated structure when…

Machine Learning · Statistics 2019-05-20 Fritz Obermeyer , Eli Bingham , Martin Jankowiak , Justin Chiu , Neeraj Pradhan , Alexander Rush , Noah Goodman

The conditional logit model is a standard workhorse approach to estimating customers' product feature preferences using choice data. Using these models at scale, however, can result in numerical imprecision and optimization failure due to a…

Econometrics · Economics 2020-12-16 Philip Erickson

Score Predictor Factor Analysis (SPFA) was introduced as a method that allows to compute factor score predictors that are -- under some conditions -- more highly correlated with the common factors resulting from factor analysis than the…

Applications · Statistics 2020-04-07 André Beauducel , Norbert Hilger

Identifying the number of factors in a high-dimensional factor model has attracted much attention in recent years and a general solution to the problem is still lacking. A promising ratio estimator based on the singular values of the lagged…

Methodology · Statistics 2018-01-23 Zeng Li , Qinwen Wang , Jianfeng Yao

Factor analysis is a statistical technique employed to evaluate how observed variables correlate through common factors and unique variables. While it is often used to analyze price movement in the unstable stock market, it does not always…

Statistical Finance · Quantitative Finance 2014-08-13 Angela Gu , Patrick Zeng

Rule-based models, such as decision trees, appeal to practitioners due to their interpretable nature. However, the learning algorithms that produce such models are often vulnerable to spurious associations and thus, they are not guaranteed…

Machine Learning · Computer Science 2025-03-25 Thibaud Godon , Baptiste Bauvin , Pascal Germain , Jacques Corbeil , Alexandre Drouin

In the algorithm Intersort, Chevalley et al. (2024) proposed a score-based method to discover the causal order of variables in a Directed Acyclic Graph (DAG) model, leveraging interventional data to outperform existing methods. However, as…

Machine Learning · Computer Science 2024-10-14 Mathieu Chevalley , Arash Mehrjou , Patrick Schwab

Traditional approaches for learning on categorical data underexploit the dependencies between columns (\aka fields) in a dataset because they rely on the embedding of data points driven alone by the classification/regression loss. In…

Machine Learning · Computer Science 2023-07-19 Zhibin Li , Piotr Koniusz , Lu Zhang , Daniel Edward Pagendam , Peyman Moghadam

For latent class models where the class weights depend on individual covariates, we derive a simple expression for computing the score vector and a convenient hybrid between the observed and the expected information matrices which is always…

Computation · Statistics 2015-11-13 Antonio Forcina

The success of machine learning has resulted from its structured representation of data. Similar data have close internal representations as compressed codes for classification or emerged labels for clustering. We observe that the frequency…

Machine Learning · Computer Science 2022-04-13 Sungyeop Lee , Junghyo Jo

Factorial designs are widely used due to their ability to accommodate multiple factors simultaneously. The factor-based regression with main effects and some interactions is the dominant strategy for downstream data analysis, delivering…

Methodology · Statistics 2021-12-09 Anqi Zhao , Peng Ding

Systems whose variable are constrained to be positive allow computationally efficient control design. We generalize these results to linear systems which leave a cone invariant. This is a wider class of systems than positive systems. We…

Systems and Control · Electrical Eng. & Systems 2020-01-28 Yu Kawano , Fulvio Forni

In models like axion monodromy, temporal features during inflation which are not associated with its ending can produce scalar, and to a lesser extent, tensor power spectra where deviations from scale-free power law spectra can be as large…

Cosmology and Nongalactic Astrophysics · Physics 2015-08-31 Hayato Motohashi , Wayne Hu

Causal discovery from observational data is a fundamental task in artificial intelligence, with far-reaching implications for decision-making, predictions, and interventions. Despite significant advances, existing methods can be broadly…

Machine Learning · Computer Science 2026-02-06 Jincheng Zhou , Mengbo Wang , Anqi He , Yumeng Zhou , Hessam Olya , Murat Kocaoglu , Bruno Ribeiro

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…

Methodology · Statistics 2025-08-11 Chengyu Cui , Gongjun Xu

Singular statistical models arise whenever different parameter values induce the same distribution, leading to non-identifiability and a breakdown of classical asymptotic theory. While existing approaches analyze these phenomena in…

Statistics Theory · Mathematics 2026-04-03 Sean Plummer

Algorithms that exploit factored Markov decision processes are far more sample-efficient than factor-agnostic methods, yet they assume a factored representation is known a priori -- a requirement that breaks down when the agent sees only…

Machine Learning · Computer Science 2025-10-06 Rafael Rodriguez-Sanchez , Cameron Allen , George Konidaris

This paper extends quantile factor analysis to a probabilistic variant that incorporates regularization and computationally efficient variational approximations. We establish through synthetic and real data experiments that the proposed…

Econometrics · Economics 2024-08-16 Dimitris Korobilis , Maximilian Schröder

Covariance steering (CS) synthesizes a control policy which drives the state's mean and covariance matrix towards desired values. Offering tractable computation of a closed-loop policy which can obey chance constraints in uncertain…

Optimization and Control · Mathematics 2026-02-02 Naoya Kumagai , Kenshiro Oguri

Consequential decisions are increasingly informed by sophisticated data-driven predictive models. However, to consistently learn accurate predictive models, one needs access to ground truth labels. Unfortunately, in practice, labels may…

Machine Learning · Computer Science 2020-10-19 Niki Kilbertus , Manuel Gomez-Rodriguez , Bernhard Schölkopf , Krikamol Muandet , Isabel Valera