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This paper addresses the fundamental task of estimating covariance matrix functions for high-dimensional functional data/functional time series. We consider two functional factor structures encompassing either functional factors with scalar…

Methodology · Statistics 2025-10-28 Dong Li , Xinghao Qiao , Zihan Wang

In this paper, we investigate the impact of high-dimensional Principal Component (PC) adjustments on inferring the effects of variables on outcomes, with a focus on applications in genetic association studies where PC adjustment is commonly…

Statistics Theory · Mathematics 2025-06-30 Sohom Bhattacharya , Rounak Dey , Rajarshi Mukherjee

Ascertaining causal direction from observational data is a fundamental challenge in scientific inquiry. Of particular interest is the problem of covariate-adjusted bivariate causal discovery, i.e., determining the causal direction between X…

Methodology · Statistics 2025-07-30 Soumik Purkayastha , Peter X. -K. Song

Confounding bias, missing data, and selection bias are three common obstacles to valid causal inference in the data sciences. Covariate adjustment is the most pervasive technique for recovering casual effects from confounding bias. In this…

Machine Learning · Computer Science 2019-09-17 Mojdeh Saadati , Jin Tian

This paper investigates the cross-correlations across multiple climate model errors. We build a Bayesian hierarchical model that accounts for the spatial dependence of individual models as well as cross-covariances across different climate…

Applications · Statistics 2012-03-02 Huiyan Sang , Mikyoung Jun , Jianhua Z. Huang

Motivated by differential co-expression analysis in genomics, we consider in this paper estimation and testing of high-dimensional differential correlation matrices. An adaptive thresholding procedure is introduced and theoretical…

Methodology · Statistics 2015-10-22 T. Tony Cai , Anru Zhang

This paper provides the relevant literature with a complete toolkit for conducting robust estimation and inference about the parameters of interest involved in a high-dimensional panel data framework. Specifically, (1) we allow for…

Econometrics · Economics 2025-02-13 Jiti Gao , Fei Liu , Bin Peng , Yayi Yan

Causal inference from observational datasets often relies on measuring and adjusting for covariates. In practice, measurements of the covariates can often be noisy and/or biased, or only measurements of their proxies may be available.…

Machine Learning · Computer Science 2022-02-23 Wenshuo Guo , Mingzhang Yin , Yixin Wang , Michael I. Jordan

Nonsingular estimation of high dimensional covariance matrices is an important step in many statistical procedures like classification, clustering, variable selection an future extraction. After a review of the essential background…

Statistics Theory · Mathematics 2015-03-19 Deniz Akdemir

Metagenomics sequencing is routinely applied to quantify bacterial abundances in microbiome studies, where the bacterial composition is estimated based on the sequencing read counts. Due to limited sequencing depth and DNA dropouts, many…

Methodology · Statistics 2019-04-26 Yuanpei Cao , Anru Zhang , Hongzhe Li

In clinical trials, there is potential to improve precision and reduce the required sample size by appropriately adjusting for baseline variables in the statistical analysis. This is called covariate adjustment. Despite recommendations by…

Methodology · Statistics 2022-06-20 Kelly Van Lancker , Joshua Betz , Michael Rosenblum

This paper considers the problem of estimating a change point in the covariance matrix in a sequence of high-dimensional vectors, where the dimension is substantially larger than the sample size. A two-stage approach is proposed to…

Methodology · Statistics 2018-07-31 H. Dette , G. M. Pan , Q. Yang

In observational studies, the causal effect of a treatment may be confounded with variables that are related to both the treatment and the outcome of interest. In order to identify a causal effect, such studies often rely on the…

Methodology · Statistics 2017-10-17 Emma Persson , Jenny Häggström , Ingeborg Waernbaum , Xavier de Luna

A prevalent feature of high-dimensional data is the dependence among covariates, and model selection is known to be challenging when covariates are highly correlated. To perform model selection for the high-dimensional Cox proportional…

Methodology · Statistics 2022-10-04 Pierre Bayle , Jianqing Fan

Matrix-covariate is now frequently encountered in many biomedical researches. It is common to fit conventional statistical models by vectorizing matrix-covariate. This strategy, however, results in a large number of parameters, while the…

Applications · Statistics 2016-07-12 Hung Hung , Zhi-Yu Jou

In observational causal inference, domain knowledge often leaves multiple covariate adjustments plausible, yet which sets satisfy ignorability is untestable. Different adjustment sets can yield conflicting estimates of the average treatment…

Methodology · Statistics 2026-03-23 Aditya Ghosh , Dominik Rothenhäusler

Factor analysis for high-dimensional data is a canonical problem in statistics and has a wide range of applications. However, there is currently no factor model tailored to effectively analyze high-dimensional count responses with…

Methodology · Statistics 2024-08-21 Wei Liu , Qingzhi Zhong

For factor model, the involved covariance matrix often has no row sparse structure because the common factors may lead some variables to strongly associate with many others. Under the ultra-high dimensional paradigm, this feature causes…

Methodology · Statistics 2014-09-22 Junlong Zhao , Hongyu Zhao , Lixing Zhu

Datasets containing both categorical and continuous variables are frequently encountered in many areas, and with the rapid development of modern measurement technologies, the dimensions of these variables can be very high. Despite the…

Methodology · Statistics 2024-01-03 Binyan Jiang , Chenlei Leng , Cheng Wang , Zhongqing Yang , Xinyang Yu

Food authenticity studies are concerned with determining if food samples have been correctly labeled or not. Discriminant analysis methods are an integral part of the methodology for food authentication. Motivated by food authenticity…

Methodology · Statistics 2010-10-08 Thomas Brendan Murphy , Nema Dean , Adrian E. Raftery
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