WebFactor and sparse models are two widely used methods to impose a low-dimensional structure in high-dimensions. However, they are seemingly mutually exclusive. We … WebApr 12, 2024 · Bridging Factor and Sparse Models Abstract: Factor and sparse models are two widely used methods to impose a low-dimensional structure in high-dimensions. However, they are seemingly mutually exclusive.
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WebOct 4, 2024 · This paper introduces a Factor Augmented Sparse Throughput (FAST) model that utilizes both latent factors and sparse idiosyncratic components for nonparametric regression. The FAST model bridges ... WebFactor and sparse models are two widely used methods to impose a low-dimensional structure in high-dimensions. However, they are seemingly mutually exclusive. We propose a lifting method that combines the merits of these two models in a supervised learning methodology that allows for efficiently exploring all the information in high-dimensional … hpk prefix bcbs
Bridging factor and sparse models - Princeton University
WebFactor and sparse models are two widely used methods to impose a low-dimensional structure in high-dimension. They are seemingly mutually exclusive. In this paper, we propose a simple lifting method that combines the merits of these two models in a supervised learning methodology that allows to efficiently explore all the information in … WebMar 14, 2024 · Bridging Factor and Sparse Models. Monday, March 14, 2024 - 4:30pm - Monday, March 14, 2024 - 6:00pm. Econometrics Seminar PCPSE 101 United States … WebMay 16, 2024 · This paper studies the estimation of network connectedness with focally sparse structure. We try to uncover the network effect with a flexible sparse deviation from a predetermined adjacency matrix. To be more specific, the sparse deviation structure can be regarded as latent or misspecified linkages. hpk roots organic