Proposes BCD algorithm with regularization for joint recovery of low-rank factors, loadings, and monotone RKHS link from incomplete noisy observations, with convergence guarantees under incoherence conditions.
Nonlinear Factor Models for Network and Panel Data
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Derives asymptotic theory for interactive fixed effects in unbalanced panels with conditionally random attrition, proposes alternating projections algorithm for inference, and confirms significant democratization effects on growth.
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Learning Nonlinear Factor Models with Unknown Monotone Links from Incomplete and Noisy Data
Proposes BCD algorithm with regularization for joint recovery of low-rank factors, loadings, and monotone RKHS link from incomplete noisy observations, with convergence guarantees under incoherence conditions.