2 papers
stat.ME2025
Factor Modelling for Biclustering Large-dimensional Matrix-valued Time Series
Yong He, Xiaoyang Ma, Xingheng Wang +1
A novel unsupervised learning method is proposed in this paper for biclustering large-dimensional matrix-valued time series based on an entirely new latent two-way factor structure…
stat.ME2024
Large-dimensional Robust Factor Analysis with Group Structure
Yong He, Xiaoyang Ma, Xingheng Wang +1
In this paper, we focus on exploiting the group structure for large-dimensional factor models, which captures the homogeneous effects of common factors on individuals within the sa…