在一般化因子模型中进行入口分化交叉验证:从样本分化到入口分化
1Department of Statistics, Shanghai Jiao Tong University, Shanghai 200240, China.
Biometrics
|November 28, 2025
概括
我们引入了一种新的交叉验证 (CV) 方法,使用入口式分割 (ES) 来确定一般化因子模型中的因子数量. 这种方法,加上一个惩罚期限,有效地解决了低估问题,并在高维设置中工作.
科学领域:
- 多变量统计学 多变量统计学
- 机器学习 机器学习
- 生物信息学是一种生物信息学.
背景情况:
- 一般化的因子模型对于各种数据类型的维度缩小至关重要.
- 在这些模型中,确定最佳因素数量仍然是一个重大挑战.
- 现有的方法经常与高维数据和缺失值作斗争.
研究的目的:
- 提出一个强大的交叉验证 (CV) 方法来准确确定因子数.
- 为了应对在通用因子模型中低估因素的挑战.
- 扩展处理随机丢失数据的方法.
主要方法:
- 开发了一种新的交叉验证 (CV) 方法,利用入口分类 (ES).
- 引入了处罚入口,将CV标准分成CV标准,并整合了信息理论标准.
- 在高维设置下建立了理论一致性.
- 扩展了该方法,以适应随机缺失的数据.
主要成果:
- 提出的ES-CV方法有效地防止低估了因素的数量.
- 对于样本大小和特征无限增长的高维数据,理论一致性得到证明.
- 该方法在各种缺失数据场景的模拟中展示了强大的性能.
- 成功应用于现实世界单细胞RNA测序数据集.
结论:
- 按条目划分的交叉验证为一般化因子模型中的因子数选择提供了可靠的解决方案.
- 被处罚的标准提供了更高的准确性,特别是在高维的环境中.
- 该方法对缺少数据的适应性扩大了其在复杂的生物数据集中的适用性.
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