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Factor Fitting, Rank Allocation, and Partitioning in Multilevel Low Rank Matrices - MaRDI portal

Factor Fitting, Rank Allocation, and Partitioning in Multilevel Low Rank Matrices

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Publication:6457157

arXiv2310.19214MaRDI QIDQ6457157

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Publication date: 29 October 2023




Has companion code repository: https://github.com/cvxgrp/multilevel_factor_model








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