3 papers
stat.ML2020
Prediction in latent factor regression: Adaptive PCR and beyond
Xin Bing, Florentina Bunea, Seth Strimas-Mackey +1
This work is devoted to the finite sample prediction risk analysis of a class of linear predictors of a response from a high-dimensional random vector $X\in \math…
stat.ML2020
Interpolating Predictors in High-Dimensional Factor Regression
Florentina Bunea, Seth Strimas-Mackey, Marten Wegkamp
This work studies finite-sample properties of the risk of the minimum-norm interpolating predictor in high-dimensional regression models. If the effective rank of the covariance ma…
stat.ME2019
Inference in latent factor regression with clusterable features
Xin Bing, Florentina Bunea, Marten Wegkamp
Regression models, in which the observed features and the response depend, jointly, on a lower dimensional, unobserved, latent vector , with $K<…