Related papers: Data-driven neighborhood selection of a Gaussian f…
In real-time trajectory planning for unmanned vehicles, on-board sensors, radars and other instruments are used to collect information on possible obstacles to be avoided and pathways to be followed. Since, in practice, observations of the…
We introduce a novel class of non-stationary covariance functions for random fields on linear networks that allows both the variance and the correlation range of the random field to vary spatially. The proposed covariance functions are…
This paper addresses the problem of neighborhood selection for Gaussian graphical models. We present two heuristic algorithms: a forward-backward greedy algorithm for general Gaussian graphical models based on mutual information test, and a…
Gaussian conditional random fields (GCRF) are a well-known used structured model for continuous outputs that uses multiple unstructured predictors to form its features and at the same time exploits dependence structure among outputs, which…
A nonparametric procedure to estimate the conditional probability that a nonstationary geostatistical process exceeds a certain threshold value is proposed. The method consists of a bootstrap algorithm that combines conditional simulation…
Feature subset selection arises in many high-dimensional applications of statistics, such as compressed sensing and genomics. The $\ell_0$ penalty is ideal for this task, the caveat being it requires the NP-hard combinatorial evaluation of…
We consider monotonic, multiple regression for a set of contiguous regions (lattice data). The regression functions permissibly vary between regions and exhibit geographical structure. We develop new Bayesian non-parametric methodology…
We consider the problem of estimating differences in two multi-attribute Gaussian graphical models (GGMs) which are known to have similar structure, using a penalized D-trace loss function with non-convex penalties. The GGM structure is…
This paper is concerned with the selection of fixed effects along with the estimation of fixed effects, random effects and variance components in the linear mixed-effects model. We introduce a selection procedure based on an adaptive ridge…
We construct a Gaussian random field (GRF) that combines fractional smoothness with spatially varying anisotropy. The GRF is defined through a stochastic partial differential equation (SPDE), where the range, marginal variance, and…
Gaussian Processes (GPs) are powerful non-parametric Bayesian models for regression of scalar fields, formulated under the assumption that measurement locations are perfectly known and the corresponding field measurements have Gaussian…
Penalization procedures often suffer from their dependence on multiplying factors, whose optimal values are either unknown or hard to estimate from the data. We propose a completely data-driven calibration algorithm for this parameter in…
Low-rank matrix completion has achieved great success in many real-world data applications. A matrix factorization model that learns latent features is usually employed and, to improve prediction performance, the similarities between latent…
I consider the use of Markov random fields (MRFs) on a fine grid to represent latent spatial processes when modeling point-level and areal data, including situations with spatial misalignment. Point observations are related to the grid cell…
Local regression is widely used to explore spatial heterogeneity, but anisotropic or effectively low-dimensional neighborhoods can produce ill-conditioned local solves, causing coefficient variation driven by numerical artifacts rather than…
We develop a set of variable selection methods for the Cox model under interval censoring, in the ultra-high dimensional setting where the dimensionality can grow exponentially with the sample size. The methods select covariates via a…
Machine learning methods on graphs have proven useful in many applications due to their ability to handle generally structured data. The framework of Gaussian Markov Random Fields (GMRFs) provides a principled way to define Gaussian models…
We consider the problem of learning a conditional Gaussian graphical model in the presence of latent variables. Building on recent advances in this field, we suggest a method that decomposes the parameters of a conditional Markov random…
Consider a random vector with finite second moments. If its precision matrix is an M-matrix, then all partial correlations are non-negative. If that random vector is additionally Gaussian, the corresponding Markov random field (GMRF) is…
Modeling data with non-stationary covariance structure is important to represent heterogeneity in geophysical and other environmental spatial processes. In this work, we investigate a multistage approach to modeling non-stationary…