相关论文: When it counts -- Econometric identification of th…

We propose a generative model for robust tensor factorization in the presence of both missing data and outliers. The objective is to explicitly infer the underlying low-CP-rank tensor capturing the global information and a sparse tensor…

Sparse modelling or model selection with categorical data is challenging even for a moderate number of variables, because one parameter is roughly needed to encode one category or level. The Group Lasso is a well known efficient algorithm…

Nowadays, several data analysis problems require for complexity reduction, mainly meaning that they target at removing the non-influential covariates from the model and at delivering a sparse model. When categorical covariates are present,…

This paper considers a restriction to non-negative matrix factorization in which at least one matrix factor is stochastic. That is, the elements of the matrix factors are non-negative and the columns of one matrix factor sum to 1. This…

This paper develops an econometric framework and tools for the identification and inference of a structural parameter in general bunching designs. We present point and partial identification results, which generalize previous approaches in…

Consider a regression model with fixed design and Gaussian noise where the regression function can potentially be well approximated by a function that admits a sparse representation in a given dictionary. This paper resorts to exponential…

Sparse latent multi-factor models have been used in many exploratory and predictive problems with high-dimensional multivariate observations. Because of concerns with identifiability, the latent factors are almost always assumed to be…

Gaussian Graphical Models (GGMs) have wide-ranging applications in machine learning and the natural and social sciences. In most of the settings in which they are applied, the number of observed samples is much smaller than the dimension…

Gaussian processes (GPs) are a powerful tool for probabilistic inference over functions. They have been applied to both regression and non-linear dimensionality reduction, and offer desirable properties such as uncertainty estimates,…

Methods based on partial least squares (PLS) regression, which has recently gained much attention in the analysis of high-dimensional genomic datasets, have been developed since the early 2000s for performing variable selection. Most of…

Feature selection is important for modeling high-dimensional data, where the number of variables can be much larger than the sample size. In this paper, we develop a support detection and root finding procedure to learn the high dimensional…

Sparse prediction with categorical data is challenging even for a moderate number of variables, because one parameter is roughly needed to encode one category or level. The Group Lasso is a well known efficient algorithm for selection…

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…

This paper investigates the intrinsic group structures within the framework of large-dimensional approximate factor models, which portrays homogeneous effects of the common factors on the individuals that fall into the same group. To this…

Neural information retrieval architectures based on transformers such as BERT are able to significantly improve system effectiveness over traditional sparse models such as BM25. Though highly effective, these neural approaches are very…

Gaussian mixture models are a popular tool for model-based clustering, and mixtures of factor analyzers are Gaussian mixture models having parsimonious factor covariance structure for mixture components. There are several recent extensions…

Single-cell sequencing technologies have significantly advanced molecular and cellular biology, offering unprecedented insights into cellular heterogeneity by allowing for the measurement of gene expression at an individual cell level.…

Model explainability is crucial for human users to be able to interpret how a proposed classifier assigns labels to data based on its feature values. We study generalized linear models constructed using sets of feature value rules, which…

Factor Analysis has traditionally been utilized across diverse disciplines to extrapolate latent traits that influence the behavior of multivariate observed variables. Historically, the focus has been on analyzing data from a single study,…

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…