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20172022
most citedHelping Effects Against Curse of Dimensionality in Threshold Factor Models for Matrix Time Series

8 citations · 23 across the 8 of their papers we have counts for

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stat.ML2019

Low-Rank Principal Eigenmatrix Analysis

Krishna Balasubramanian, Elynn Y. Chen, Jianqing Fan +1

Sparse PCA is a widely used technique for high-dimensional data analysis. In this paper, we propose a new method called low-rank principal eigenmatrix analysis. Different from spar…