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

DOI10.1360/SSM-2020-0041zbMATH Open1499.62197OpenAlexW3015408224MaRDI QIDQ5064181FDOQ5064181

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

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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)

Cited In (8)

• Matrix-variate data analysis by two-way factor model with replicated observations
• A Factorized High Dimensional Model Representation on the Partitioned Random Discrete Data
• High-Dimensional Data Analysis with Low-Dimensional Models
• MILFM: Multiple index latent factor model based on high-dimensional features
• 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
• Universal Features for High-Dimensional Learning and Inference

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