Related papers: An Elegant Method for Generating Multivariate Pois…
We observe $n$ inhomogeneous Poisson processes with covariates and aim at estimating their intensities. We assume that the intensity of each Poisson process is of the form $s (\cdot, x)$ where $x$ is the covariate and where $s$ is an…
We employ stabilization methods and second order Poincar\'e inequalities to establish rates of multivariate normal convergence for a large class of vectors $(H_s^{(1)},...,H_s^{(m)})$, $s \geq 1$, of statistics of marked Poisson processes…
Being in the era of big data, modeling and prediction of count data have become significantly important in many fields including health, finance, social, etc. Although linear Poisson regression has been widely used to model count and rate…
This paper proposes a novel Machine Learning-based approach to solve a Poisson problem with mixed boundary conditions. Leveraging Graph Neural Networks, we develop a model able to process unstructured grids with the advantage of enforcing…
To overcome the computational bottleneck of various data perturbation procedures such as the bootstrap and cross validations, we propose the Generative Multiple-purpose Sampler (GMS), which constructs a generator function to produce…
A weighted likelihood technique for robust estimation of a multivariate Wrapped Normal distribution for data points scattered on a p-dimensional torus is proposed. The occurrence of outliers in the sample at hand can badly compromise…
In this work, we introduce an efficient generation procedure to produce synthetic multi-modal datasets of fluid simulations. The procedure can reproduce the dynamics of fluid flows and allows for exploring and learning various properties of…
We propose in this paper a random intercept Poisson model in which the random effect distribution is assumed to follow a generalized log-gamma (GLG) distribution. We derive the first two moments for the marginal distribution as well as the…
In a Cox model, the partial likelihood, as the product of a series of conditional probabilities, is used to estimate the regression coefficients. In practice, those conditional probabilities are approximated by risk score ratios based on a…
Mixup and its variants form a popular class of data augmentation techniques.Using a random sample pair, it generates a new sample by linear interpolation of the inputs and labels. However, generating only one single interpolation may limit…
We introduce a new way to sample inhomogeneous random graphs designed to have a lot of flexibility in the assignment of the degree sequence and the individual edge probabilities while remaining tractable. To achieve this we run a Poisson…
We propose a novel statistical inference methodology for multiway count data that is corrupted by false zeros that are indistinguishable from true zero counts. Our approach consists of zero-truncating the Poisson distribution to neglect all…
A computer simulation has to be fast to be helpful, if it is employed to study the behavior of a multicomponent dynamic system. This paper discusses modeling concepts and algorithmic techniques useful for creating such fast simulations.…
The Poisson model is frequently employed to describe count data, but in a Bayesian context it leads to an analytically intractable posterior probability distribution. In this work, we analyze a variational Gaussian approximation to the…
We propose an extension to multivariate time series of the phase-randomized Fourier-transform algorithm for generating surrogate data. Such surrogate data sets must mimic not only the autocorrelations of each of the variables in the…
We study the problem of multivariate regression where the data are naturally grouped, and a regression matrix is to be estimated for each group. We propose an approach in which a dictionary of low rank parameter matrices is estimated across…
Synthetically generated data can improve privacy, fairness, and data accessibility; however, it can be challenging in specialized scenarios such as survival analysis. One key challenge in this setting is censoring, i.e., the timing of an…
Multivariate time series data for real-world applications typically contain a significant amount of missing values. The dominant approach for classification with such missing values is to impute them heuristically with specific values…
Random projections (RP) are a popular tool for reducing dimensionality while preserving local geometry. In many applications the data set to be projected is given to us in advance, yet the current RP techniques do not make use of…
We propose a new method for generating random correlation matrices that makes it simple to control both location and dispersion. The method is based on a vector parameterization, gamma = g(C), which maps any distribution on R^d, d =…