Related papers: Graph Estimation for Matrix-variate Gaussian Data
We improve upon the two-stage sparse vector autoregression (sVAR) method in Davis et al. (2016) by proposing an alternative two-stage modified sVAR method which relies on time series graphical lasso to estimate sparse inverse spectral…
Many problems encountered in science and engineering can be formulated as estimating a low-rank object (e.g., matrices and tensors) from incomplete, and possibly corrupted, linear measurements. Through the lens of matrix and tensor…
In confirmatory clinical trials, it has been proposed to use a simple iterative graphical approach to construct and perform intersection hypotheses tests with a weighted Bonferroni-type procedure to control type I errors in the strong…
Stochastic processes are a flexible and widely used family of models for statistical modeling. While stochastic processes offer attractive properties such as inclusion of uncertainty properties, their inference is typically intractable,…
We discuss the Gaussian graphical model (GGM; an undirected network of partial correlation coefficients) and detail its utility as an exploratory data analysis tool. The GGM shows which variables predict one-another, allows for sparse…
State-space models (SSMs) are a common tool for modeling multi-variate discrete-time signals. The linear-Gaussian (LG) SSM is widely applied as it allows for a closed-form solution at inference, if the model parameters are known. However,…
This paper deals with the grouped variable selection problem. A widely used strategy is to augment the negative log-likelihood function with a sparsity-promoting penalty. Existing methods include the group Lasso, group SCAD, and group MCP.…
False discovery rate (FDR) is a common way to control the number of false discoveries in multiple testing. There are a number of approaches available for controlling FDR. However, for functional test statistics, which are discretized into…
Reconstructing an infinite-dimensional signal from a finite set of measurements is a fundamental problem in approximation theory and signal processing. While the generalized sampling (GS) framework provides a robust methodology for…
To find interesting items in genome-wide association studies or next generation sequencing data, a crucial point is to design powerful false discovery rate (FDR) controlling procedures that suitably combine discrete tests (typically…
The false discovery rate (FDR)---the expected fraction of spurious discoveries among all the discoveries---provides a popular statistical assessment of the reproducibility of scientific studies in various disciplines. In this work, we…
Applying Benjamini and Hochberg (B-H) method to multiple Student's $t$ tests is a popular technique in gene selection in microarray data analysis. Because of the non-normality of the population, the true p-values of the hypothesis tests are…
Given a nonparametric Hidden Markov Model (HMM) with two states, the question of constructing efficient multiple testing procedures is considered, treating one of the states as an unknown null hypothesis. A procedure is introduced, based on…
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…
Multivariate density estimation and graphical models play important roles in statistical learning. The estimated density can be used to construct a graphical model that reveals conditional relationships whereas a graphical structure can be…
Controlling false discovery rate (FDR) while leveraging the side information of multiple hypothesis testing is an emerging research topic in modern data science. Existing methods rely on the test-level covariates while ignoring possible…
Mendelian randomization (MR) is a pivotal tool in genetics, genomics, and epidemiology, leveraging genetic variants as instrumental variables to infer causal relationships between exposures and outcomes. Traditional MR methods, while…
In many real-world problems, recovering sparse signals from underdetermined linear systems remains a fundamental challenge. Although $\ell_1$ norm minimization is widely used, it suffers from estimation bias that prevents it from reaching…
This analysis report presents an in-depth exploration of multiple hypothesis testing in the context of Genomics RNA-seq differential expression (DE) analysis, with a primary focus on techniques designed to control the false discovery rate…
Identifying signals that replicate across multiple studies is essential for establishing robust scientific evidence, yet existing methods for high-dimensional replicability analysis either rely on restrictive modeling assumptions, are…