Bridging factor and sparse models
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Publication:6183755
DOI10.1214/23-aos2304arXiv2102.11341OpenAlexW3129793980MaRDI QIDQ6183755
Ricardo P. Masini, Jianqing Fan, Marcelo C. Medeiros
Publication date: 4 January 2024
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2102.11341
predictionsupervised learningmachine learningfactor modelshigh-dimensional inferencepenalized least-squares(partial) covariance structure
Factor analysis and principal components; correspondence analysis (62H25) Parametric hypothesis testing (62F03)
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