3 papers
stat.ME2026
Robust Matrix Estimation with Side Information
Anish Agarwal, Jungjun Choi, Ming Yuan
We introduce a flexible framework for high-dimensional matrix estimation to incorporate side information for both rows and columns. Existing approaches, such as inductive matrix co…
econ.EM2025
Inferential Theory for Pricing Errors with Latent Factors and Firm Characteristics
Jungjun Choi, Ming Yuan
We study factor models that combine latent factors with firm characteristics and propose a new framework for modeling, estimating, and inferring pricing errors. Following Zhang (20…
econ.EM2024
Inference for Low-rank Models without Estimating the Rank
Jungjun Choi, Hyukjun Kwon, Yuan Liao
This paper studies the inference about linear functionals of high-dimensional low-rank matrices. While most existing inference methods would require consistent estimation of the tr…