相关论文: A non-parametric conditional factor regression mod…

We propose a nonparametric Bayesian factor regression model that accounts for uncertainty in the number of factors, and the relationship between factors. To accomplish this, we propose a sparse variant of the Indian Buffet Process and…

This paper presents a Bayesian nonparametric latent feature model specially suitable for exploratory analysis of high-dimensional count data. We perform a non-negative doubly sparse matrix factorization that has two main advantages: not…

High-dimensional covariates often admit linear factor structure. To effectively screen correlated covariates in high-dimension, we propose a conditional variable screening test based on non-parametric regression using neural networks due to…

In this paper, we introduce a novel high-dimensional Factor-Adjusted sparse Partially Linear regression Model (FAPLM), to integrate the linear effects of high-dimensional latent factors with the nonparametric effects of low-dimensional…

We tackle the challenges of modeling high-dimensional data sets, particularly those with latent low-dimensional structures hidden within complex, non-linear, and noisy relationships. Our approach enables a seamless integration of concepts…

We propose a non-linear, Bayesian non-parametric latent variable model where the latent space is assumed to be sparse and infinite dimensional a priori using an Indian buffet process prior. A posteriori, the number of instantiated…

This paper introduces a Factor Augmented Sparse Throughput (FAST) model that utilizes both latent factors and sparse idiosyncratic components for nonparametric regression. The FAST model bridges factor models on one end and sparse…

We build upon probabilistic models for Boolean Matrix and Boolean Tensor factorisation that have recently been shown to solve these problems with unprecedented accuracy and to enable posterior inference to scale to Billions of observation.…

In this paper, we develop a new and effective approach to nonparametric quantile regression that accommodates ultrahigh-dimensional data arising from spatio-temporal processes. This approach proves advantageous in staving off computational…

We propose an approach to multivariate nonparametric regression that generalizes reduced rank regression for linear models. An additive model is estimated for each dimension of a $q$-dimensional response, with a shared $p$-dimensional…

A nonparametric Bayesian extension of Factor Analysis (FA) is proposed where observed data $\mathbf{Y}$ is modeled as a linear superposition, $\mathbf{G}$, of a potentially infinite number of hidden factors, $\mathbf{X}$. The Indian Buffet…

We are often interested in explaining data through a set of hidden factors or features. When the number of hidden features is unknown, the Indian Buffet Process (IBP) is a nonparametric latent feature model that does not bound the number of…

We combine high-dimensional factor models with fractional integration methods and derive models where nonstationary, potentially cointegrated data of different persistence is modelled as a function of common fractionally integrated factors.…

Latent feature models are a powerful tool for modeling data with globally-shared features. Nonparametric exchangeable models such as the Indian Buffet Process offer modeling flexibility by letting the number of latent features be unbounded.…

Modern recording techniques enable neuroscientists to simultaneously study neural activity across large populations of neurons, with capturing predictor-dependent correlations being a fundamental challenge in neuroscience. Moreover, the…

This paper introduces the Deep Functional Factor Model (DF2M), a Bayesian nonparametric model designed for analysis of high-dimensional functional time series. DF2M is built upon the Indian Buffet Process and the multi-task Gaussian…

Along with the widespread adoption of high-dimensional data, traditional statistical methods face significant challenges in handling problems with high correlation of variables, heavy-tailed distribution, and coexistence of sparse and dense…

In this paper, we propose a novel factor-augmented forecasting regression model with a binary response variable. We develop a maximum likelihood estimation method for the regression parameters and establish the asymptotic properties of the…

Models with latent factors recently attract a lot of attention. However, most investigations focus on linear regression models and thus cannot capture nonlinearity. To address this issue, we propose a novel Factor Augmented Single-Index…

Non-negative Matrix Factorization (NMF) is an intensively used technique for obtaining parts-based, lower dimensional and non-negative representation. Researchers in biology, medicine, pharmacy and other fields often prefer NMF over other…