Statistical Seminar

Organizer：

Yunan Wu 吴宇楠 (YMSC)

Speaker：

Tao Wang 王涛

上海交通大学

Time：

Fri., 9:30-10:30 am, Nov. 28, 2025

Venue：

C654, Shuangqing Complex Building A

Title:

Factor Models for High-dimensional Count Data

Abstract:

This talk presents recent advances in factor modeling for multivariate count data. We propose a maximum variational likelihood approach for estimation and inference under a multinomial factor-augmented inverse regression model, with asymptotic properties established in high-dimensional settings. For Poisson factor models, we introduce a data-driven criterion for determining the number of factors and prove its consistency as both sample size and dimensionality diverge. Extensions to zero-inflated models are also briefly discussed.