Related papers: Matrix factorization and prediction for high dimen…
In this article, we present a model for analyzing the cooccurrence count data derived from practical fields such as user-item or item-item data from online shopping platform, cooccurring word-word pairs in sequences of texts. Such data…
Factor models are a very efficient way to describe high dimensional vectors of data in terms of a small number of common relevant factors. This problem, which is of fundamental importance in many disciplines, is usually reformulated in…
This paper describes a compound Poisson-based random effects structure for modeling zero-inflated data. Data with large proportion of zeros are found in many fields of applied statistics, for example in ecology when trying to model and…
Matrix factorization exploits the idea that, in complex high-dimensional data, the actual signal typically lies in lower-dimensional structures. These lower dimensional objects provide useful insight, with interpretability favored by sparse…
Factor analysis aims to describe high dimensional random vectors by means of a small number of unknown common factors. In mathematical terms, it is required to decompose the covariance matrix $\Sigma$ of the random vector as the sum of a…
Data-fusion involves the integration of multiple related datasets. The statistical file-matching problem is a canonical data-fusion problem in multivariate analysis, where the objective is to characterise the joint distribution of a set of…
As the first step in automated natural language processing, representing words and sentences is of central importance and has attracted significant research attention. Different approaches, from the early one-hot and bag-of-words…
We propose to learn latent graphical models when data have mixed variables and missing values. This model could be used for further data analysis, including regression, classification, ranking etc. It also could be used for imputing missing…
Matrix factorization (MF) is one of the most efficient methods for rating predictions. MF learns user and item representations by factorizing the user-item rating matrix. Further, textual contents are integrated to conventional MF to…
I present a hybrid matrix factorisation model representing users and items as linear combinations of their content features' latent factors. The model outperforms both collaborative and content-based models in cold-start or sparse…
We consider the estimation of a sparse factor model where the factor loading matrix is assumed sparse. The estimation problem is reformulated as a penalized M-estimation criterion, while the restrictions for identifying the factor loading…
This paper proposes a new generalized linear model with the fractional binomial distribution. Zero-inflated Poisson/negative binomial distributions are used for count data with many zeros. To analyze the association of such a count variable…
In recent years, neural networks and other complex models have dominated recommender systems, often setting new benchmarks for state-of-the-art performance. Yet, despite these advancements, award-winning research has demonstrated that…
High-dimensional time series data exist in numerous areas such as finance, genomics, healthcare, and neuroscience. An unavoidable aspect of all such datasets is missing data, and dealing with this issue has been an important focus in…
Matrix factorization is a simple and effective solution to the recommendation problem. It has been extensively employed in the industry and has attracted much attention from the academia. However, it is unclear what the low-dimensional…
Economists are blessed with a wealth of data for analysis, but more often than not, values in some entries of the data matrix are missing. Various methods have been proposed to handle missing observations in a few variables. We exploit the…
Factor and sparse models are two widely used methods to impose a low-dimensional structure in high-dimensions. However, they are seemingly mutually exclusive. We propose a lifting method that combines the merits of these two models in a…
Pattern-mixture models provide a transparent approach for handling missing data, where the full-data distribution is factorized in a way that explicitly shows the parts that can be estimated from observed data alone, and the parts that…
One of the most efficient methods in collaborative filtering is matrix factorization, which finds the latent vector representations of users and items based on the ratings of users to items. However, a matrix factorization based algorithm…
This paper addresses the problem of identifying a lower dimensional space where observed data can be sparsely represented. This under-complete dictionary learning task can be formulated as a blind separation problem of sparse sources…