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stat.ME2023★ 1 cited
General Spatio-Temporal Factor Models for High-Dimensional Random Fields on a Lattice
Matteo Barigozzi, Davide La Vecchia, Hang Liu
Motivated by the need for analysing large spatio-temporal panel data, we introduce a novel dimensionality reduction methodology for -dimensional random fields observed across a…
math.ST2023★ 1 cited
Inference via robust optimal transportation: theory and methods
Yiming Ma, Hang Liu, Davide La Vecchia +1
Optimal transportation theory and the related -Wasserstein distance (, ) are widely-applied in statistics and machine learning. In spite of their popularity, infer…