3 papers
stat.ME2025
Penalized Principal Component Analysis for Large-dimension Factor Model with Group Pursuit
Yong He, Dong Liu, Guangming Pan +1
This paper investigates the intrinsic group structures within the framework of large-dimensional approximate factor models, which portrays homogeneous effects of the common factors…
math.ST2025
TransPCA for Large-dimensional Factor Analysis with Weak Factors: Power Enhancement via Knowledge Transfer
Yong He, Dong Liu, Yunjing Sun +1
Early work established convergence of the principal component estimators of the factors and loadings up to a rotation for large dimensional approximate factor models with weak fact…
stat.ML2024
Representational Transfer Learning for Matrix Completion
Yong He, Zeyu Li, Dong Liu +2
We propose to transfer representational knowledge from multiple sources to a target noisy matrix completion task by aggregating singular subspaces information. Under our representa…