:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Zhang, Xu, Li, Guodong, Liu, Catherine C., Guo, Jianhua
Format:	Preprint
Published:	2022
Subjects:	Methodology
Online Access:	https://arxiv.org/abs/2206.02508
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Tucker Diffusion Model for High-dimensional Tensor Generation
by: Guo, Jianhua, et al.
Published: (2026)

An efficient tensor regression for high-dimensional data
by: Si, Yuefeng, et al.
Published: (2022)

A Markov-switching dynamic matrix factor model for the high-dimensional matrix time series
by: Yuan, Chaofeng, et al.
Published: (2025)

Modeling and Learning on High-Dimensional Matrix-Variate Sequences
by: Zhang, Xu, et al.
Published: (2022)

Dimension estimation in PCA model using high-dimensional data augmentation
by: Radojicic, Una, et al.
Published: (2025)

Statistical inference for large-dimensional tensor factor model by iterative projections
by: Barigozzi, Matteo, et al.
Published: (2022)

Debiased distributed PCA under high dimensional spiked model
by: Li, Weiming, et al.
Published: (2025)

Improving time series estimation and prediction via transfer learning
by: Lin, Yuchang, et al.
Published: (2025)

Bayesian Adaptive Tucker Decompositions for Tensor Factorization
by: Stolf, Federica, et al.
Published: (2024)

Limiting laws and consistent estimation criteria for fixed and diverging number of spiked eigenvalues
by: Hu, Jianwei, et al.
Published: (2020)

The effect of estimating prevalences on the population-wise error rate
by: Luschei, Remi, et al.
Published: (2023)

High dimensional matrix estimation through elliptical factor models
by: Xu, Xinyue, et al.
Published: (2025)

A functional tensor model for dynamic multilayer networks with common invariant subspaces and the RKHS estimation
by: Tang, Runshi, et al.
Published: (2025)

Mortality Forecasting as a Flow Field in Tucker Decomposition Space
by: Clark, Samuel J.
Published: (2026)

Tail-robust factor modelling of vector and tensor time series in high dimensions
by: Barigozzi, Matteo, et al.
Published: (2024)

Robust estimation for number of factors in high dimensional factor modeling via Spearman correlation matrix
by: Qiu, Jiaxin, et al.
Published: (2023)

Multivariate Poisson intensity estimation via low-rank tensor decomposition
by: Xu, Haotian, et al.
Published: (2025)

Detection and estimation of vertex-wise latent position shifts across networks
by: Zheng, Runbing
Published: (2025)

An efficient multivariate volatility model for many assets
by: Li, Wenyu, et al.
Published: (2024)

Linear-Phase-Type probability modelling of functional PCA with applications to resistive memories
by: Ruiz-Castro, Juan E., et al.
Published: (2024)

The Poisson tensor completion parametric estimator
by: Dunlavy, Daniel M., et al.
Published: (2025)

Linked-Tucker Factorized Individualized Regression for Paired Multivariate Categorical Outcomes
by: Roy, Arkaprava, et al.
Published: (2026)

Robust functional PCA for relative data
by: Oguamalam, Jeremy, et al.
Published: (2024)

Conditional Hierarchical Bayesian Tucker Decomposition for Genetic Data Analysis
by: Sandler, Adam, et al.
Published: (2019)

Personalized Tucker Decomposition: Modeling Commonality and Peculiarity on Tensor Data
by: Hu, Jiuyun, et al.
Published: (2023)

On combining estimated and analytic covariance matrices
by: Heavens, Alan, et al.
Published: (2026)

Efficient nonparametric estimation of Toeplitz covariance matrices
by: Klockmann, Karolina, et al.
Published: (2023)

Convex estimation of Gaussian graphical regression models with covariates
by: Liu, Ruobin, et al.
Published: (2024)

Adaptive adequacy testing of high-dimensional factor-augmented regression model
by: Shi, Yanmei, et al.
Published: (2025)

PCA score regression: the art of losing power
by: Lu, Yu, et al.
Published: (2026)

Weight-calibrated estimation for factor models of high-dimensional time series
by: Qiao, Xinghao, et al.
Published: (2025)

Bayesian Semiparametric Orthogonal Tucker Factorized Mixed Models for Multi-dimensional Longitudinal Functional Data
by: Roy, Arkaprava, et al.
Published: (2025)

Two-step estimators of high dimensional correlation matrices
by: García-Medina, Andrés, et al.
Published: (2022)

Estimation and inference of high-dimensional partially linear regression models with latent factors
by: Shi, Yanmei, et al.
Published: (2025)

PCA, SVD, and Centering of Data
by: Kim, Donggun, et al.
Published: (2023)

A unified approach to penalized likelihood estimation of covariance matrices in high dimensions
by: Cibinel, Luca, et al.
Published: (2024)

On the efficiency-loss free ordering-robustness of product-PCA
by: Hung, Hung, et al.
Published: (2023)

PCA for Point Processes
by: Picard, Franck, et al.
Published: (2024)

AdaTrans: Feature-wise and Sample-wise Adaptive Transfer Learning for High-dimensional Regression
by: He, Zelin, et al.
Published: (2024)

High-dimensional low-rank matrix regression with unknown latent structures
by: Wang, Di, et al.
Published: (2025)