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In this paper, we propose a scalable Bayesian method for sparse covariance matrix estimation by incorporating a continuous shrinkage prior with a screening procedure. In the first step of the procedure, the off-diagonal elements with small…

Methodology · Statistics 2023-11-22 Kyoungjae Lee , Seongil Jo , Kyeongwon Lee , Jaeyong Lee

Score matching is a popular method for estimating unnormalized statistical models. However, it has been so far limited to simple, shallow models or low-dimensional data, due to the difficulty of computing the Hessian of log-density…

Machine Learning · Computer Science 2019-06-28 Yang Song , Sahaj Garg , Jiaxin Shi , Stefano Ermon

We consider constructing model selection criteria for evaluating nonlinear mixed effects models via basis expansions. Mean functions and random functions in the mixed effects model are expressed by basis expansions, then they are estimated…

Methodology · Statistics 2014-02-25 Hidetoshi Matsui

The sparsity-restricted maximum likelihood estimator (SMLE) has received considerable attention for feature screening in ultrahigh-dimensional regression. SMLE is a computationally convenient method that naturally incorporates the joint…

Other Statistics · Statistics 2022-01-11 Qianxiang Zang , Chen Xu , Kelly Burkett

Scientists often use a paired comparison of the areas under the receiver operating characteristic curves to decide which continuous cancer screening test has the best diagnostic accuracy. In the paired design, all participants are screened…

Variable selection plays an important role in high dimensional statistical modeling which nowadays appears in many areas and is key to various scientific discoveries. For problems of large scale or dimensionality $p$, estimation accuracy…

Statistics Theory · Mathematics 2008-08-27 Jianqing Fan , Jinchi Lv

We propose a novel methodology for feature screening in clustering massive datasets, in which both the number of features and the number of observations can potentially be very large. Taking advantage of a fusion penalization based convex…

Methodology · Statistics 2017-10-05 Trambak Banerjee , Gourab Mukherjee , Peter Radchenko

Many parameter estimation problems arising in applications are best cast in the framework of Bayesian inversion. This allows not only for an estimate of the parameters, but also for the quantification of uncertainties in the estimates.…

Computation · Statistics 2020-10-28 Emmet Cleary , Alfredo Garbuno-Inigo , Shiwei Lan , Tapio Schneider , Andrew M Stuart

We propose generalized additive partial linear models for complex data which allow one to capture nonlinear patterns of some covariates, in the presence of linear components. The proposed method improves estimation efficiency and increases…

Statistics Theory · Mathematics 2014-05-26 Li Wang , Lan Xue , Annie Qu , Hua Liang

Simple exponential smoothing is widely used in forecasting economic time series. This is because it is quick to compute and it generally delivers accurate forecasts. On the other hand, its multivariate version has received little attention…

Computation · Statistics 2021-03-17 Federico Poloni , Giacomo Sbrana

Open-weight bio-foundation models present a dual-use dilemma. While holding great promise for accelerating scientific research and drug development, they could also enable bad actors to develop more deadly bioweapons. To mitigate the risk…

The analysis of data from multiple experiments, such as observations of several individuals, is commonly approached using mixed-effects models, which account for variation between individuals through hierarchical representations. This makes…

Computation · Statistics 2026-03-05 Henrik Häggström , Sebastian Persson , Marija Cvijovic , Umberto Picchini

We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size…

Statistics Theory · Mathematics 2007-12-18 Jiming Jiang , Yihui Luan , You-Gan Wang

Bayesian model selection provides a powerful framework for objectively comparing models directly from observed data, without reference to ground truth data. However, Bayesian model selection requires the computation of the marginal…

Methodology · Statistics 2024-01-17 Xiaohao Cai , Jason D. McEwen , Marcelo Pereyra

Bayesian Neural Networks (BNNs) offer a principled and natural framework for proper uncertainty quantification in the context of deep learning. They address the typical challenges associated with conventional deep learning methods, such as…

Computation · Statistics 2024-11-13 Zahra Moslemi , Yang Meng , Shiwei Lan , Babak Shahbaba

Bayesian methods have been very successful in quantifying uncertainty in physics-based problems in parameter estimation and prediction. In these cases, physical measurements y are modeled as the best fit of a physics-based model…

Data Analysis, Statistics and Probability · Physics 2015-02-06 Dave Higdon , Jordan D. McDonnell , Nicolas Schunck , Jason Sarich , Stefan M. Wild

We explore the theoretical and numerical property of a fully Bayesian model selection method in sparse ultrahigh-dimensional settings, i.e., $p\gg n$, where $p$ is the number of covariates and $n$ is the sample size. Our method consists of…

Methodology · Statistics 2013-03-13 Zuofeng Shang , Ping Li

Ultrasound imaging is widely used for real-time, noninvasive diagnosis, but speckle and related artifacts reduce image quality and can hinder interpretation. We present a diffusion-based ultrasound despeckling method built on the Image…

Computer Vision and Pattern Recognition · Computer Science 2026-02-27 Shuoqi Chen , Yujia Wu , Geoffrey P. Luke

An iterative method is derived for image reconstruction. Among other attributes, this method allows constraints unrelated to the radiation measurements to be incorporated into the reconstructed image. A comparison is made with the widely…

Computational Physics · Physics 2011-01-06 Clinton DeW. Van Siclen

Stochastic nonlinear dynamical systems are ubiquitous in modern, real-world applications. Yet, estimating the unknown parameters of stochastic, nonlinear dynamical models remains a challenging problem. The majority of existing methods…

Machine Learning · Statistics 2022-05-06 Anubhab Ghosh , Mohamed Abdalmoaty , Saikat Chatterjee , Håkan Hjalmarsson
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