Related papers: Multivariate spatio-temporal models for high-dimen…
We discuss efficient Bayesian estimation of dynamic covariance matrices in multivariate time series through a factor stochastic volatility model. In particular, we propose two interweaving strategies (Yu and Meng, Journal of Computational…
The analysis of population-wide datasets can provide insight on the health status of large populations so that public health officials can make data-driven decisions. The analysis of such datasets often requires highly parameterized models…
In clinical trials, mixed effects models for repeated measures (MMRM) and pattern mixture models (PMM) are often used to analyze longitudinal continuous outcomes. We describe a simple missing data imputation algorithm for the MMRM that can…
A new dynamic latent space eigenmodel (LSM) is proposed for weighted temporal networks. The model accommodates integer-valued weights, excess of zeros, time-varying node positions (features), and time-varying network sparsity. The latent…
Understanding the how the distribution of an economic outcome, such as income, changes with respect to space and covariates is a key concern for policy makers. To address this, we develop a Bayesian nonparametric model, the Normalised…
This paper has two interrelated foci: (i) obtaining stable and efficient data-driven closure models by using a multivariate time series of partial observations from a large-dimensional system; and (ii) comparing these closure models with…
The last two decades have seen intense scientific and regulatory interest in the health effects of particulate matter (PM). Influential epidemiological studies that characterize chronic exposure of individuals rely on monitoring data that…
Statistical analysis of high-dimensional functional times series arises in various applications. Under this scenario, in addition to the intrinsic infinite-dimensionality of functional data, the number of functional variables can grow with…
The aim of this paper is to develop a class of spatial transformation models (STM) to spatially model the varying association between imaging measures in a three-dimensional (3D) volume (or 2D surface) and a set of covariates. Our STMs…
State-space models (SSMs) have emerged as a powerful foundation for long-range sequence modeling, with the HiPPO framework showing that continuous-time projection operators can be used to derive stable, memory-efficient dynamical systems…
Time series modeling is a well-established problem, which often requires that methods (1) expressively represent complicated dependencies, (2) forecast long horizons, and (3) efficiently train over long sequences. State-space models (SSMs)…
With the proliferation of modern high-resolution measuring instruments mounted on satellites, planes, ground-based vehicles and monitoring stations, a need has arisen for statistical methods suitable for the analysis of large spatial…
In the event-related functional magnetic resonance imaging (fMRI) data analysis, there is an extensive interest in accurately and robustly estimating the hemodynamic response function (HRF) and its associated statistics (e.g., the magnitude…
This paper proposes a class of parametric multiple-index time series models that involve linear combinations of time trends, stationary variables and unit root processes as regressors. The inclusion of the three different types of time…
Behavioral risk factors, i.e., smoking, poor nutrition, alcohol misuse, and physical inactivity (SNAP), are leading contributors to chronic diseases and healthcare costs worldwide. Their prevalence is shaped %not only by demographic…
Linear mixed-effects models are widely used in analyzing clustered or repeated measures data. We propose a quasi-likelihood approach for estimation and inference of the unknown parameters in linear mixed-effects models with high-dimensional…
Modeling the time-varying covariance structures of high-dimensional variables is critical across diverse scientific and industrial applications; however, existing approaches exhibit notable limitations in either modeling flexibility or…
Despite the amount of research on disease mapping in recent years, the use of multivariate models for areal spatial data remains limited due to difficulties in implementation and computational burden. These problems are exacerbated when the…
Spatiotemporal (ST) data collected by sensors can be represented as multi-variate time series, which is a sequence of data points listed in an order of time. Despite the vast amount of useful information, the ST data usually suffer from the…
Multi Task Learning (MTL) efficiently leverages useful information contained in multiple related tasks to help improve the generalization performance of all tasks. This article conducts a large dimensional analysis of a simple but, as we…