High-dimensional factor model and its applications to statistical machine learning

DOI10.1360/SSM-2020-0041MaRDI QIDQ5064181zbMATH OpenOpenAlexFDO

Authors Zhao Chen, Dan Christina Wang, Jianqing Fan

Publication date 21 March 2022

Published in SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1360/ssm-2020-0041

zbMATH Keywords

model selectionfactor modelprincipal component analysismultiple testingfactor-adjusted methodstructural covariance matrix

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Learning and adaptive systems in artificial intelligence (68T05)

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Cited in

(8)

• Universal Features for High-Dimensional Learning and Inference
• Matrix-variate data analysis by two-way factor model with replicated observations
• A Factorized High Dimensional Model Representation on the Partitioned Random Discrete Data
• MILFM: Multiple index latent factor model based on high-dimensional features
• High-Dimensional Data Analysis with Low-Dimensional Models
• Double instrumental variable estimation of interaction models with big data
• Advantages of Using Factorisation Machines as a Statistical Modelling Technique
• Statistical Inference for High-Dimensional Matrix-Variate Factor Models

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