Deviance matrix factorization
From MaRDI portal
Publication:6184929
DOI10.1214/23-ejs2174arXiv2110.05674OpenAlexW4389565604MaRDI QIDQ6184929
No author found.
Publication date: 5 January 2024
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2110.05674
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Bi-cross-validation of the SVD and the nonnegative matrix factorization
- Strong consistency of least squares estimates in multiple regression II
- Nonparametric model checks for regression
- Strong consistency of maximum quasi-likelihood estimators in generalized linear models with fixed and adaptive designs
- Factor analysis with (mixed) observed and latent variables in the exponential family
- A Logistic Factorization Model for Recommender Systems With Multinomial Responses
- Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
- Generalised linear model selection by the predictive least quasi-deviance criterion
- Goodness of fit tests for the multiple logistic regression model
- Model Checks for Generalized Linear Models
- Latent Space Approaches to Social Network Analysis
- Dealing With Label Switching in Mixture Models
- Community structure in social and biological networks
- A Generalized Least-Square Matrix Decomposition
- Rejoinder
- Linear Model Selection by Cross-Validation
- Learning the parts of objects by non-negative matrix factorization
- Random Dot Product Graph Models for Social Networks
- Estimating Number of Factors by Adjusted Eigenvalues Thresholding
- A simple generalisation of the area under the ROC curve for multiple class classification problems
This page was built for publication: Deviance matrix factorization
