scientific article; zbMATH DE number 7415120

MaRDI QIDQ5159462FDOQ5159462

Authors Xin Bing, Florentina Bunea, Seth Strimas-Mackey, Marten H. Wegkamp 

Publication date 27 October 2021

Full work available at URL https://arxiv.org/abs/2007.10050

zbMATH Keywords

model selectionhigh-dimensional regressionlatent factor modelprincipal component regressioninterpolating predictor

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05)

Cites work

• Adaptive estimation in structured factor models with applications to overlapping clustering
• Adaptive estimation of the rank of the coefficient matrix in high-dimensional multivariate response regression models
• Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
• Determining the Number of Factors in Approximate Factor Models
• Eigenvalue ratio test for the number of factors
• Factor modeling for high-dimensional time series: inference for the number of factors
• Forecasting Using Principal Components From a Large Number of Predictors
• Forecasting economic time series using targeted predictors
• Inferential Theory for Factor Models of Large Dimensions
• Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors' reply
• Model selection in nonparametric regression
• On the sample covariance matrix estimator of reduced effective rank population matrices, with applications to fPCA
• Prediction by Supervised Principal Components
• Random design analysis of ridge regression
• Reconciling modern machine-learning practice and the classical bias-variance trade-off
• Sufficient forecasting using factor models
• The three-pass regression filter: a new approach to forecasting using many predictors

Cited in

(8)

• Are Latent Factor Regression and Sparse Regression Adequate?
• Prediction in latent factor regression: Adaptive PCR and beyond
• Inference in latent factor regression with clusterable features
• A precise high-dimensional asymptotic theory for boosting and minimum-\(\ell_1\)-norm interpolated classifiers
• scientific article; zbMATH DE number 7625163 (Why is no real title available?)
• Surprises in high-dimensional ridgeless least squares interpolation
• Adaptive estimation in multivariate response regression with hidden variables
• Optimal discriminant analysis in high-dimensional latent factor models

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