Cover Image

Modeling and Learning on High-Dimensional Matrix-Variate Sequences

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Zhang, Xu, Liu, Catherine C., Guo, Jianhua, Yuen, K. C., Welsh, A. H.
Format:	Preprint
Published:	2022
Subjects:	Methodology
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Regularized Estimation of High-Dimensional Matrix-Variate Autoregressive Models
by: Jiang, Hangjin, et al.
Published: (2024)

Tucker tensor factor models: matricization and mode-wise PCA estimation
by: Zhang, Xu, et al.
Published: (2022)

Simultaneous Inference in Multiple Matrix-Variate Graphs for High-Dimensional Neural Recordings
by: Liu, Zongge, et al.
Published: (2024)

High-dimensional sliced inverse regression with endogeneity
by: Nghiem, Linh H., et al.
Published: (2024)

Robust Linear Mixed Models using Hierarchical Gamma-Divergence
by: Sugasawa, Shonosuke, et al.
Published: (2024)

Matrix Healy Plot: A Practical Tool for Visual Assessment of Matrix-Variate Normality
by: Jiang, Fen, et al.
Published: (2025)

Denoising and Multilinear Projected-Estimation of High-Dimensional Matrix-Variate Factor Time Series
by: Gao, Zhaoxing, et al.
Published: (2023)

High-Dimensional Regularized Additive Matrix Autoregressive Model
by: Ghosh, Debika, et al.
Published: (2025)

Regularized Estimation of the Loading Matrix in Factor Models for High-Dimensional Time Series
by: Liu, Xialu, et al.
Published: (2025)

Small Area Estimation using EBLUPs under the Nested Error Regression Model
by: Lyu, Ziyang, et al.
Published: (2022)

Random Effects Misspecification and its Consequences for Prediction in Generalized Linear Mixed Models
by: Vu, Quan, et al.
Published: (2024)

Matrix-Variate Regression Model for Multivariate Spatio-Temporal Data
by: Diniz, Carlos A. Ribeiro, et al.
Published: (2025)

Covariance Matrix Estimation for High-Dimensional Interval-Valued Data with Positive Definiteness
by: Tian, Wan, et al.
Published: (2026)

High-Dimensional Overdispersed Generalized Factor Model with Application to Single-Cell Sequencing Data Analysis
by: Nie, Jinyu, et al.
Published: (2024)

Dynamic Matrix Factor Models for High Dimensional Time Series
by: Yu, Ruofan, et al.
Published: (2024)

Determining The Number of Factors in Two-Way Factor Model of High-Dimensional Matrix-Variate Time Series: A White-Noise based Method for Serial Correlation Models
by: Xia, Qiang
Published: (2025)

Adjusted Random Effect Block Bootstraps for Highly Unbalanced Clustered Data
by: Tho, Zhi Yang, et al.
Published: (2025)

Restricted maximum likelihood estimation in generalized linear mixed models
by: Maestrini, Luca, et al.
Published: (2024)

Asymptotics for EBLUPs within crossed mixed effect models
by: Lyu, Ziyang, et al.
Published: (2025)

Variational Bayesian Multiple Imputation in High-Dimensional Regression Models With Missing Responses
by: Li, Qiushuang, et al.
Published: (2025)

Difference-Based High-Dimensional Long-Run Covariance Matrix Estimation for Mean-shift Time Series
by: Liu, Yanhong, et al.
Published: (2026)

Spectral Deconfounding for High-Dimensional Sparse Additive Models
by: Scheidegger, Cyrill, et al.
Published: (2023)

Simultaneous Change Point Detection and Identification for High Dimensional Linear Models
by: Liu, Bin, et al.
Published: (2024)

Lasso-Ridge Refitting: A Two-Stage Estimator for High-Dimensional Linear Regression
by: Liu, Guo
Published: (2025)

A Matrix-Variate Log-Normal Model for Covariance Matrices
by: Otranto, Edoardo
Published: (2026)

Application of Random Matrix Theory in High-Dimensional Statistics
by: Bhattacharyya, Swapnaneel, et al.
Published: (2024)

High-Dimensional Precision Matrix Quadratic Forms: Estimation Framework for $p > n$
by: Hong, Shizhe, et al.
Published: (2026)

Model Form Identification in High-Dimensional Functional Linear Regressions
by: Guo, Xingche, et al.
Published: (2026)

Statistical Inference for High-dimensional Matrix-variate Factor Models with Missing Observations
by: Zhang, Yongxia, et al.
Published: (2025)

Double-Estimation-Friendly Inference for High-Dimensional Measurement Error Models with Non-Sparse Adaptability
by: Cui, Shijie, et al.
Published: (2024)

Spatio-Temporal Autoregressions for High Dimensional Matrix-Valued Time Series
by: Dou, Baojun, et al.
Published: (2025)

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

Variational Bayes for Mixture of Gaussian Structural Equation Models
by: Dang, Khue-Dung, et al.
Published: (2024)

Gradient Boosted Mixed Models: Flexible Joint Estimation of Mean and Variance Components for Clustered Data
by: Prevett, Mitchell L., et al.
Published: (2025)

High-Dimensional Covariate-Augmented Overdispersed Poisson Factor Model
by: Liu, Wei, et al.
Published: (2024)

Increasing dimension asymptotics for two-way crossed mixed effect models
by: Lyu, Ziyang, et al.
Published: (2024)

On the inverse of covariance matrices for unbalanced crossed designs
by: Lyu, Ziyang, et al.
Published: (2025)

Estimation and Inference in Ultrahigh Dimensional Partially Linear Single-Index Models
by: Cui, Shijie, et al.
Published: (2024)

Hypothesis Testing for High-Dimensional Matrix-Valued Data
by: Cui, Shijie, et al.
Published: (2024)

Transfer Learning for Moderate-Dimensional Ridge-Regularized Robust Linear Regression
by: Lyu, Lingfeng, et al.
Published: (2026)