Saved in:
| Main Authors: | Yoon, Dongsun, Jung, Sungkyu |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2411.15899 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Asymptotic Behavior of Principal Component Projections for Multivariate Extremes
by: Drees, Holger
Published: (2025)
by: Drees, Holger
Published: (2025)
HeteroJIVE: Joint Subspace Estimation for Heterogeneous Multi-View Data
by: Li, Jingyang, et al.
Published: (2025)
by: Li, Jingyang, et al.
Published: (2025)
Controlling the False Discovery Rate in Subspace Selection
by: Díaz, Mateo, et al.
Published: (2024)
by: Díaz, Mateo, et al.
Published: (2024)
Optimal Spectral Algorithms for Correlated Two-view Models in High Dimensions
by: Du, Hang, et al.
Published: (2026)
by: Du, Hang, et al.
Published: (2026)
Estimators for multivariate allometric regression model
by: Tsukuda, Koji, et al.
Published: (2024)
by: Tsukuda, Koji, et al.
Published: (2024)
Estimation of Algebraic Sets: Extending PCA Beyond Linearity
by: González-Sanz, Alberto, et al.
Published: (2025)
by: González-Sanz, Alberto, et al.
Published: (2025)
Sparse PCA: Phase Transitions in the Critical Regime
by: Feldman, Michael J., et al.
Published: (2024)
by: Feldman, Michael J., et al.
Published: (2024)
On spectral clustering under non-isotropic Gaussian mixture models
by: Kawamoto, Kohei, et al.
Published: (2026)
by: Kawamoto, Kohei, et al.
Published: (2026)
Structure-Preserving Nonlinear Sufficient Dimension Reduction for Tensors
by: Lin, Dianjun, et al.
Published: (2025)
by: Lin, Dianjun, et al.
Published: (2025)
Cumulant Tensors in Partitioned Independent Component Analysis
by: Garrote-López, Marina, et al.
Published: (2024)
by: Garrote-López, Marina, et al.
Published: (2024)
Spectral clustering algorithm for the allometric extension model
by: Kawamoto, Kohei, et al.
Published: (2023)
by: Kawamoto, Kohei, et al.
Published: (2023)
Identification and Estimation of Multi-order Tensor Factor Models
by: Cen, Zetai
Published: (2025)
by: Cen, Zetai
Published: (2025)
A note on the prediction error of principal component regression in high dimensions
by: Hucker, Laura, et al.
Published: (2022)
by: Hucker, Laura, et al.
Published: (2022)
Tensor Factor Model Estimation by Iterative Projection
by: Han, Yuefeng, et al.
Published: (2020)
by: Han, Yuefeng, et al.
Published: (2020)
Tensor Time Series Imputation through Tensor Factor Modelling
by: Cen, Zetai, et al.
Published: (2024)
by: Cen, Zetai, et al.
Published: (2024)
Matrix-valued Factor Model with Time-varying Main Effects
by: Lam, Clifford, et al.
Published: (2024)
by: Lam, Clifford, et al.
Published: (2024)
Sparsity of the Main Effect Matrix Factor Model
by: Cen, Zetai, et al.
Published: (2025)
by: Cen, Zetai, et al.
Published: (2025)
On varimax asymptotics in network models and spectral methods for dimensionality reduction
by: Cape, Joshua
Published: (2024)
by: Cape, Joshua
Published: (2024)
Factor Adjusted Spectral Clustering for Mixture Models
by: Tang, Shange, et al.
Published: (2024)
by: Tang, Shange, et al.
Published: (2024)
Estimation of trace functionals and spectral measures of covariance operators in Gaussian models
by: Koltchinskii, Vladimir
Published: (2024)
by: Koltchinskii, Vladimir
Published: (2024)
Hidden Clique Inference in Random Ising Model II: the planted Sherrington-Kirkpatrick model
by: He, Yihan, et al.
Published: (2023)
by: He, Yihan, et al.
Published: (2023)
Hidden Clique Inference in Random Ising Model I: the planted random field Curie-Weiss model
by: He, Yihan, et al.
Published: (2023)
by: He, Yihan, et al.
Published: (2023)
Uniform error bound for PCA matrix denoising
by: Tong, Xin T., et al.
Published: (2023)
by: Tong, Xin T., et al.
Published: (2023)
Structured linear factor models for tail dependence
by: Boulin, Alexis, et al.
Published: (2025)
by: Boulin, Alexis, et al.
Published: (2025)
Central subspace data depth
by: Francisci, Giacomo, et al.
Published: (2026)
by: Francisci, Giacomo, et al.
Published: (2026)
Approximate Factor Model with S-vine Copula Structure
by: Han, Jialing, et al.
Published: (2025)
by: Han, Jialing, et al.
Published: (2025)
On Testing Kronecker Product Structure in Tensor Factor Models
by: Cen, Zetai, et al.
Published: (2025)
by: Cen, Zetai, et al.
Published: (2025)
Large-dimensional Factor Analysis with Weighted PCA
by: Lyu, Zhongyuan, et al.
Published: (2025)
by: Lyu, Zhongyuan, et al.
Published: (2025)
Shrinkage for Extreme Partial Least-Squares
by: Arbel, Julyan, et al.
Published: (2024)
by: Arbel, Julyan, et al.
Published: (2024)
Admissibility of Adaptive Monotone Step-Down Multiple Testing Procedures Under Arbitrary Covariance Dependence
by: Ghosh, Prasenjit, et al.
Published: (2026)
by: Ghosh, Prasenjit, et al.
Published: (2026)
Clustering, factor discovery and optimal transport
by: Yang, Hongkang, et al.
Published: (2019)
by: Yang, Hongkang, et al.
Published: (2019)
Nearly Optimal Stochastic Approximation for Online Principal Subspace Estimation
by: Liang, Xin, et al.
Published: (2017)
by: Liang, Xin, et al.
Published: (2017)
Sparse factor models of high dimension
by: Poignard, Benjamin, et al.
Published: (2023)
by: Poignard, Benjamin, et al.
Published: (2023)
Extreme value theory for singular subspace estimation in the matrix denoising model
by: Chang, Junhyung, et al.
Published: (2025)
by: Chang, Junhyung, et al.
Published: (2025)
Statistical Inference for Low-Rank Tensor Models
by: Xu, Ke, et al.
Published: (2025)
by: Xu, Ke, et al.
Published: (2025)
Extreme-PLS with missing data under weak dependence
by: Girard, Stéphane, et al.
Published: (2025)
by: Girard, Stéphane, et al.
Published: (2025)
The evolving categories multinomial distribution: introduction with applications to movement ecology and vote transfer
by: Vergara, Ricardo Carrizo, et al.
Published: (2025)
by: Vergara, Ricardo Carrizo, et al.
Published: (2025)
General M-estimators of location on Riemannian manifolds: existence and uniqueness
by: Lee, Jongmin, et al.
Published: (2025)
by: Lee, Jongmin, et al.
Published: (2025)
Bayesian Analysis of Spiked Covariance Models: Correcting Eigenvalue Bias and Determining the Number of Spikes
by: Lee, Kwangmin, et al.
Published: (2024)
by: Lee, Kwangmin, et al.
Published: (2024)
Optimal linear prediction with functional observations: Why you can use a simple post-dimension reduction estimator
by: Seo, Won-Ki
Published: (2024)
by: Seo, Won-Ki
Published: (2024)
Similar Items
-
Asymptotic Behavior of Principal Component Projections for Multivariate Extremes
by: Drees, Holger
Published: (2025) -
HeteroJIVE: Joint Subspace Estimation for Heterogeneous Multi-View Data
by: Li, Jingyang, et al.
Published: (2025) -
Controlling the False Discovery Rate in Subspace Selection
by: Díaz, Mateo, et al.
Published: (2024) -
Optimal Spectral Algorithms for Correlated Two-view Models in High Dimensions
by: Du, Hang, et al.
Published: (2026) -
Estimators for multivariate allometric regression model
by: Tsukuda, Koji, et al.
Published: (2024)