Posterior consistency of factor dimensionality in high-dimensional sparse factor models (Q6202918): Difference between revisions

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+Eigenvalue Ratio Test for the Number of Factors
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+Determining the Number of Factors in Approximate Factor Models
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+Sparse Bayesian infinite factor models
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+Model assisted variable clustering: minimax-optimal recovery and algorithms
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+Optimal estimation and rank detection for sparse spiked covariance matrices
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+High-Dimensional Sparse Factor Modeling: Applications in Gene Expression Genomics
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+Bayesian linear regression with sparse priors
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+Needles and straw in a haystack: posterior concentration for possibly sparse sequences
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+High dimensional covariance matrix estimation using a factor model
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+Estimating False Discovery Proportion Under Arbitrary Covariance Dependence
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+FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control
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+High-dimensional covariance matrix estimation in approximate factor models
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+Large Covariance Estimation by Thresholding Principal Orthogonal Complements
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+Large covariance estimation through elliptical factor models
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+Sufficient forecasting using factor models
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+Rate-optimal posterior contraction for sparse PCA
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+Factor models and variable selection in high-dimensional regression analysis
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+Nonparametric Bayesian sparse factor models with application to gene expression modeling
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+Factor modeling for high-dimensional time series: inference for the number of factors
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+Some estimates of norms of random matrices
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+A general framework for multiple testing dependence
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+Identifying the number of factors from singular values of a large sample auto-covariance matrix
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+Empirical Bayes posterior concentration in sparse high-dimensional linear models
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+Posterior contraction in sparse Bayesian factor models for massive covariance matrices
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+Asymptotic behaviour of the empirical Bayes posteriors associated to maximum marginal likelihood estimator
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+Two-group classification with high-dimensional correlated data: a factor model approach
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+Expandable factor analysis
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+Forecasting Using Principal Components From a Large Number of Predictors
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