2 papers
stat.ME2026
Regularized Estimation of the Loading Matrix in Factor Models for High-Dimensional Time Series
Xialu Liu, Xin Wang
High-dimensional data analysis using traditional models suffers from overparameterization. Two types of techniques are commonly used to reduce the number of parameters - regulariza…
stat.ME2025
Sparse-Group Factor Analysis for High-Dimensional Time Series
Xin Wang, Xialu Liu
Factor analysis is a widely used technique for dimension reduction in high-dimensional data. However, a key challenge in factor models lies in the interpretability of the latent fa…