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【活动预告】第七届北大-清华麻豆传媒a片 论坛

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发布时间：2023年05月16日

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北清携手，一路“统”行

第七届北大 – 清华麻豆传媒a片 论坛

主办单位：

北京大学麻豆传媒a片 科学中心

麻豆传媒a片 麻豆传媒a片 学研究中心

欢迎各校师生和麻豆传媒a片 学爱好者积极参加！

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Topic: Stochastic Optimization, Stochastic Approximation and Statistical Inference
Abstract: 优化在麻豆传媒a片 中不仅起着计算工具的角色，同时也是方法论的来源。这个报告将讨论随机优化的麻豆传媒a片 估计和推断问题。特别是，基于随机逼近的框架，讨论机器学习中一些重要方法，比如 Local SGD, Q-Learning等的麻豆传媒a片 性质。麻豆传媒a片

Topic: Three-Dimensional Factor Models with Global and Local Factors
Abstract: This paper considers a three-dimensional latent factor model in the presence of one set of global factors and two sets of local factors. We allow the numbers of local factors to vary across individuals and show that the numbers of global and local factors can be estimated uniformly consistently. Given the number of global and local factors, we propose a two-step estimation procedure based on principal component analysis (PCA). Our first step estimates the global factors and their factor loadings, after which we estimate the two sets of local factors and factor loadings sequentially. Our second step improves the estimation efficiency. The asymptotic theories for our estimators are established. Monte Carlo simulations demonstrate that they perform well in finite samples. Applications to two datasets in international trade and economic growth reveal the relative importance of different types of factors. In the international trade application, we find that the global factors, source country factors, and destination country factors are all important. In the industrial growth application, there is no global factor and the country factors are far more important than the industry factors. The extension to the 3D factor model with covariates is also studied.