相关论文: Determining the Number of Factors in High-dimensio…

This paper proposes new estimators of the number of factors for a generalised factor model with more relaxed assumptions than the strict factor model. Under the framework of large cross-sections $N$ and large time dimensions $T$, we first…

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…

In this study, we develop a latent factor model for analysing high-dimensional binary data. Specifically, a standard probit model is used to describe the regression relationship between the observed binary data and the continuous latent…

Factor analysis is a widely used statistical tool in many scientific disciplines, such as psychology, economics, and sociology. As observations linked by networks become increasingly common, incorporating network structures into factor…

High-dimensional multivariate longitudinal data, which arise when many outcome variables are measured repeatedly over time, are becoming increasingly common in social, behavioral and health sciences. We propose a latent variable model for…

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…

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…

Latent variable models are popularly used to measure latent factors (e.g., abilities and personalities) from large-scale assessment data. Beyond understanding these latent factors, the covariate effect on responses controlling for latent…

Latent factor models are widely used to discover and adjust for hidden variation in modern applications. However, most methods do not fully account for uncertainty in the latent factors, which can lead to miscalibrated inferences such as…

The paper proposes a latent variable model for binary data coming from an unobserved heterogeneous population. The heterogeneity is taken into account by replacing the traditional assumption of Gaussian distributed factors by a finite…

This work considers estimation and forecasting in a multivariate, possibly high-dimensional count time series model constructed from a transformation of a latent Gaussian dynamic factor series. The estimation of the latent model parameters…

Latent factor models are widely used to measure unobserved latent traits in social and behavioral sciences, including psychology, education, and marketing. When used in a confirmatory manner, design information is incorporated, yielding…

Latent factor models that integrate data from multiple sources/studies or modalities have garnered considerable attention across various disciplines. However, existing methods predominantly focus either on multi-study integration or…

The bifactor model and its extensions are multidimensional latent variable models, under which each item measures up to one subdimension on top of the primary dimension(s). Despite their wide applications to educational and psychological…

Unmeasured or latent variables are often the cause of correlations between multivariate measurements, which are studied in a variety of fields such as psychology, ecology, and medicine. For Gaussian measurements, there are classical tools…

Factor analysis for high-dimensional data is a canonical problem in statistics and has a wide range of applications. However, there is currently no factor model tailored to effectively analyze high-dimensional count responses with…

In scientific inference problems, the underlying statistical modeling assumptions have a crucial impact on the end results. There exist, however, only a few automatic means for validating these fundamental modelling assumptions. The…

The paper considers linear regression problems where the number of predictor variables is possibly larger than the sample size. The basic motivation of the study is to combine the points of view of model selection and functional regression…

Regression models with both high-dimensional responses and covariates have attracted growing attention. Standard multivariate regression models become inadequate when the response variables depend not only on observed covariates but also on…

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…