Dynamic Factor Analysis of High-dimensional Recurrent Events
高维重复事件的动态因子分析
Recurrent event time data arise in many studies, including biomedicine, public health, marketing, and social media analysis. High-dimensional recurrent event data involving many event types and observations have become prevalent with advances in information technology. This paper proposes a semiparametric dynamic factor model for the dimension reduction of high-dimensional recurrent event data. The proposed model imposes a low-dimensional structure on the mean intensity…