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Inference for Low-Rank Models

Victor Chernozhukov, Christian Hansen, Yuan Liao, Yinchu Zhu

arXiv 6 Jul 2021 · Mathematics — Statistics Theory · publishedThe Annals of Statistics (2023) · 26 citations (OpenAlex)

arXiv:2107.02602 · PDF · DOI · OpenAlex · Extracted main text

Abstract

This paper studies inference in linear models with a high-dimensional parameter matrix that can be well-approximated by a “spiked low-rank matrix.” A spiked low-rank matrix has rank that grows slowly compared to its dimensions and nonzero singular values that diverge to infinity. We show that this framework covers a broad class of models of latent-variables which can accommodate matrix completion problems, factor models, varying coefficient models, and heterogeneous treatment effects. For inference, we apply a procedure that relies on an initial nuclear-norm penalized estimation step followed by two ordinary least squares regressions. We consider the framework of estimating incoherent eigenvectors and use a rotation argument to argue that the eigenspace estimation is asymptotically unbiased. Using this framework we show that our procedure provides asymptotically normal inference and achieves the semiparametric efficiency bound. We illustrate our framework by providing low-level conditions for its application in a treatment effects context where treatment assignment might be strongly dependent.

Citation extraction

33
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54
in-text mentions
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distinct cited
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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Chen, Y., Fan, J., Ma, C. and Yan, Y (2019) Inference and uncertainty quantification for noisy matrix completion0.81142100%
2Chernozhukov, V., Hansen, C., Liao, Y. and Zhu, Y (2018) Inference for heterogeneous effects using low-rank estimations self0.81142100%
3Jankova, J. and Van De Geer, S (2018) Semiparametric efficiency bounds for high-dimensional models0.81142100%
4Keshavan, R. H., Montanari, A. and Oh, S (2010) Matrix completion from a few entries0.73732100%
5Koltchinskii, V., Lounici, K. and Tsybakov, A. B (2011) Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion0.73732100%
6Belloni, A. and Chernozhukov, V (2013) Least squares after model selection in high-dimensional sparse models self0.64422100%
7Hastie, T., Mazumder, R., Lee, J. D. and Zadeh, R (2015) Matrix completion and low-rank svd via fast alternating least squares0.64422100%
8Negahban, S. and Wainwright, M. J (2011) Estimation of (near) low-rank matrices with noise and high-dimensional scaling0.64422100%
9Zhu, Z., Wang, T. and Samworth, R. J (2019) High-dimensional principal component analysis with heterogeneous missingness0.64422100%
10Xia, D. and Yuan, M (2019) Statistical inferences of linear forms for noisy matrix completion0.58531100%

Showing the top 10 of 33 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Inference for Low-rank Completion without Sample Splitting with Application to Treatment Effect Estimation1.00054
20.5cmLow-Rank Estimation of Nonlinear Panel Data Models1.00053
3Inference for Low-rank Models without Estimating the Rank0.92843
4Clustered Covariate Regression0.87462
5Nuclear Norm Regularized Estimation of Panel Regression Models0.73732
6Matrix Completion When Missing Is Not at Random and Its Applications in Causal Panel Data Models0.73732
7Inferential Theory for Pricing Errors with Latent Factors and Firm Characteristics0.51121
8Low-Rank Approximations of Nonseparable Panel Models0.40511
9Linear Panel Regressions with Two-Way Unobserved Heterogeneity0.40511
10A Unified Framework for Estimation of High-dimensional Conditional Factor Models0.40511