Katherine Liao

Unveiling Invariant and Transferable Latent Factors Across Heterogeneous Environments via ATLAS

Yihong Gu, Katherine Liao, Tianxi Cai

This paper considers a multi-environment factor model in which high-dimensional covariates are collected from heterogeneous environments, with auxiliary labels available in a subset of these environments. The joint distribution of the covariates may vary across environments, wher…Read more