5 citations · 10 across the 3 of their papers we have counts for
4 papers · 1 filter
Optimal Personalized Subspace Learning for Multi-view Tensor Observations
Kangxiang Qin, Zeyu Li, Xinbing Kong +1
In this work, we model the observed multi-view tensors by decomposing the underlying signal in each view into two components: (i) the shared component that captures common dynamics…
Manifold Principle Component Analysis for Large-Dimensional Matrix Elliptical Factor Model
ZeYu Li, Yong He, Xinbing Kong +1
Matrix factor model has been growing popular in scientific fields such as econometrics, which serves as a two-way dimension reduction tool for matrix sequences. In this article, we…
Matrix Factor Analysis: From Least Squares to Iterative Projection
Yong He, Xinbing Kong, Long Yu +2
In this article, we study large-dimensional matrix factor models and estimate the factor loading matrices and factor score matrix by minimizing square loss function. Interestingly,…
Quantile factor analysis for large-dimensional time series with statistical guarantee
He Yong, Kong Xin-Bing, Yu Long +1
Quantile is an important measure in finance and quality assessment in service industry. In this paper, we model the temporal and cross-sectional interactive effect of the quantiles…