Identifiable Variational Dynamic Factor Model
Identifiable Variational Dynamic Factor Model
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A variational dynamic factor model that ensures the learned latent factors are identifiable up to permutation and component-wise affine transformations by conditioning the innovation process.
Why It Matters
This is the novel model architecture proposed that explicitly incorporates identifiability guarantees into the VDFM framework via iVAE-style conditioning.
Evidence
We propose the Identifiable Variational Dynamic Factor Model (iVDFM)
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Metadata & Links
- created_at
- 2026-03-27T15:43:34Z