High-Dimensional Multi-Study Multi-Modality Covariate-Augmented Generalized Factor Model
高维多研究、多模态协变量增强广义因子模型
Latent factor models that integrate data from multiple sources/studies or modalities have garnered considerable attention across various disciplines. However, existing methods predominantly focus either on multi-study integration or multi-modality integration, rendering them insufficient for analyzing the diverse modalities measured across multiple studies. To address this limitation and cater to practical needs, we introduce a high-dimensional generalized factor model that…