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

Matrix-variate data of high dimensions are frequently observed in finance and economics, spanning extended time periods, such as the long-term data on international trade flows among numerous countries. To address potential structural…

Single-cell gene expression data are often characterized by large matrices, where the number of cells may be lower than the number of genes of interest. Factorization models have emerged as powerful tools to condense the available…

Recovery of low-rank matrices has recently seen significant activity in many areas of science and engineering, motivated by recent theoretical results for exact reconstruction guarantees and interesting practical applications. A number of…

We investigate a general matrix factorization for deviance-based data losses, extending the ubiquitous singular value decomposition beyond squared error loss. While similar approaches have been explored before, our method leverages…

In many applications, particularly in the natural sciences, the available high-dimensional set of features may contain variables that are not correlated with the response under consideration. Such irrelevant features can, in certain cases,…

In this paper we consider sparse and identifiable linear latent variable (factor) and linear Bayesian network models for parsimonious analysis of multivariate data. We propose a computationally efficient method for joint parameter and model…

Quantitative genetic studies that model complex, multivariate phenotypes are important for both evolutionary prediction and artificial selection. For example, changes in gene expression can provide insight into developmental and…

We propose a mixture of latent trait models with common slope parameters (MCLT) for model-based clustering of high-dimensional binary data, a data type for which few established methods exist. Recent work on clustering of binary data, based…

Contingency table analysis routinely relies on log linear models, with latent structure analysis providing a common alternative. Latent structure models lead to a low rank tensor factorization of the probability mass function for…

The Johnson--Lindenstrauss (JL) lemma is a powerful tool for dimensionality reduction in modern algorithm design. The lemma states that any set of high-dimensional points in a Euclidean space can be flattened to lower dimensions while…

Connectivity estimation is challenging in the context of high-dimensional data. A useful preprocessing step is to group variables into clusters, however, it is not always clear how to do so from the perspective of connectivity estimation.…

Matrix factorization is a well-studied task in machine learning for compactly representing large, noisy data. In our approach, instead of using the traditional concept of matrix rank, we define a new notion of link-rank based on a…

This paper provides a comprehensive estimation framework via nuclear norm plus $l_1$ norm penalization for high-dimensional approximate factor models with a sparse residual covariance. The underlying assumptions allow for non-pervasive…

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…

Large Language Models (LLMs) are powerful but often too slow and costly for real-world use during inference. Looped transformers save on parameters by reusing the same weights for multiple computational steps, or "loops." However, this…

Linear Mixed Models (LMMs) are important tools in statistical genetics. When used for feature selection, they allow to find a sparse set of genetic traits that best predict a continuous phenotype of interest, while simultaneously correcting…

Estimating the covariance of asset returns, i.e., the risk model, is a key component of financial portfolio construction and evaluation. Most risk modeling approaches produce a factor model that decomposes the asset variability into two…

Recently it has become popular to learn sparse Gaussian graphical models (GGMs) by imposing l1 or group l1,2 penalties on the elements of the precision matrix. Thispenalized likelihood approach results in a tractable convex optimization…

In this paper, we consider a new variant for principal component analysis (PCA), aiming to capture the grouping and/or sparse structures of factor loadings simultaneously. To achieve these goals, we employ a non-convex truncated…

Gaussian graphical models (GGM) have been widely used in many high-dimensional applications ranging from biological and financial data to recommender systems. Sparsity in GGM plays a central role both statistically and computationally.…