From Good Starts to Optimal Inference: Generalized Latent Factor Models with Missingness and Implicit Regularization
缺失数据下广义潜因子模型的初始化、隐式正则化与推断
Generalized latent factor models provide a flexible framework for analyzing high-dimensional non-Gaussian data, but principled estimation and uncertainty quantification under missingness remain substantially less developed. We develop a theory that connects a computationally tractable nonconvex procedure directly to statistical inference for nonlinear latent factor models with exponential-family links and partially observed entries. Our procedure combines a link-aware…