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20162026
most citedPoisson PCA: Poisson Measurement Error corrected PCA, with Application to Microbiome Data

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stat.AP2026

Factor State Space Modelling of the Ornstein-Uhlenbeck Process with Measurement Error and its Application

Shanglun Li, Toby Kenney, Hong Gu

Standard Ornstein-Uhlenbeck (OU) models often yield biased parameter estimates when measurement error is ignored. While the Ornstein-Uhlenbeck State Space Model (OUSSM) addresses t…