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This paper analyzes Structural Vector Autoregressions (SVARs) where identification of structural parameters holds locally but not globally. In this case there exists a set of isolated structural parameter points that are observationally…

Econometrics · Economics 2026-03-10 Emanuele Bacchiocchi , Toru Kitagawa

Graphical models are an important tool in exploring relationships between variables in complex, multivariate data. Methods for learning such graphical models are well developed in the case where all variables are either continuous or…

Machine Learning · Statistics 2024-02-15 Konstantin Göbler , Anne Miloschewski , Mathias Drton , Sach Mukherjee

This paper introduces a matrix-variate regression model for analyzing multivariate data observed across spatial locations and over time. The model's design incorporates a mean structure that links covariates to the response matrix and a…

Integrating multiple observational studies to make unconfounded causal or descriptive comparisons of group potential outcomes in a large natural population is challenging. Moreover, retrospective cohorts, being convenience samples, are…

Methodology · Statistics 2024-07-19 Subharup Guha , Yi Li

Multivariate density estimation is a popular technique in statistics with wide applications including regression models allowing for heteroskedasticity in conditional variances. The estimation problems become more challenging when…

Methodology · Statistics 2018-08-15 Zhen Li , Lili Wu , Weilian Zhou , Sujit Ghosh

Multiple-scale and broad-scale assessments often require rescaling the original data to a consistent grain size for analysis. Rescaling categorical raster data by spatial aggregation is common in large area ecological assessments. However,…

Quantitative Methods · Quantitative Biology 2014-08-04 J. W. Coulston , N. Zaccarelli , K. H. Riitters , F. H. Koch , G. Zurlini

Correlation and similarity measures are widely used in all the areas of sciences and social sciences. Often the variables are not numbers but are instead qualitative descriptors called categorical data. We define and study similarity…

Data Analysis, Statistics and Probability · Physics 2015-10-08 Aashay Patil , M. S. Santhanam

The Gaussian process is an indispensable tool for spatial data analysts. The onset of the "big data" era, however, has lead to the traditional Gaussian process being computationally infeasible for modern spatial data. As such, various…

Spatial models for areal data are often constructed such that all pairs of adjacent regions are assumed to have near-identical spatial autocorrelation. In practice, data can exhibit dependence structures more complicated than can be…

Methodology · Statistics 2024-07-04 Michael F. Christensen , Peter D. Hoff

Microarray is a technology to quantitatively monitor the expression of large number of genes in parallel. It has become one of the main tools for global gene expression analysis in molecular biology research in recent years. The large…

Quantitative Methods · Quantitative Biology 2015-06-18 Min Xu

Understanding how local environments influence individual behaviors, such as voting patterns or suicidal tendencies, is crucial in social science to reveal and reduce spatial disparities and promote social well-being. With the increasing…

Human-Computer Interaction · Computer Science 2023-09-21 Yue Yu , Yifang Wang , Qisen Yang , Di Weng , Yongjun Zhang , Xiaogang Wu , Yingcai Wu , Huamin Qu

Statistical multispecies models of multiarea marine ecosystems use a variety of data sources to estimate parameters using composite or weighted likelihood functions with associated weighting issues and questions on how to obtain variance…

Applications · Statistics 2012-02-16 Lorna Taylor , Verena M. Trenkel , Vojtech Kupca , Gunnar Stefansson

Measurement system analysis aims to quantify the variability in data attributable to the measurement system and evaluate its contribution to overall data variability. This paper conducts a rigorous theoretical investigation of the…

Applications · Statistics 2025-01-31 Banafsheh Lashkari , Shojaeddin Chenouri

Multivariate spatial modeling is key to understanding the behavior of materials downstream in a mining operation. The ore recovery depends on the mineralogical composition, which needs to be properly captured by the model to allow for good…

Applications · Statistics 2023-10-03 Alvaro I. Riquelme , Julian M. Ortiz

The prevalence of spatially referenced multivariate data has impelled researchers to develop a procedure for the joint modeling of multiple spatial processes. This ordinarily involves modeling marginal and cross-process dependence for any…

Methodology · Statistics 2020-07-10 Ghulam A. Qadir , Ying Sun

A generalization of expectiles for d-dimensional multivariate distribution functions is introduced. The resulting geometric expectiles are unique solutions to a convex risk minimization problem and are given by d-dimensional vectors. They…

Risk Management · Quantitative Finance 2018-01-19 Klaus Herrmann , Marius Hofert , Melina Mailhot

How best to model structurally heterogeneous processes is a foundational question in the social, health and behavioral sciences. Recently, Fisher et al., (2022) introduced the multi-VAR approach for simultaneously estimating…

Climate science produces a wealth of complex, high-dimensional, multivariate data from observations and numerical models. These data are critical for understanding climate changes and their socioeconomic impacts. Climate scientists are…

Human-Computer Interaction · Computer Science 2024-08-01 Abdullah-Al-Raihan Nayeem , Dongyun Han , Huikyo Lee , Donghoon Kim , Daniel Feldman , William J. Tolone , Daniel Crichton , Isaac Cho

Complex systems are fascinating because their rich macroscopic properties emerge from the interaction of many simple parts. Understanding the building principles of these emergent phenomena in nature requires assessing natural complex…

Neurons and Cognition · Quantitative Biology 2022-11-17 Anna Levina , Viola Priesemann , Johannes Zierenberg

Multivariate meta-analysis can be adapted to a wide range of situations for multiple outcomes and multiple treatment groups when combining studies together. The within-study correlation between effect sizes is often assumed known in…

Methodology · Statistics 2020-03-12 Xiaohuan Xue