Related papers: Computing the Oja Median in R: The Package OjaNP
We study the sublinear multivariate mean estimation problem in $d$-dimensional Euclidean space. Specifically, we aim to find the mean $\mu$ of a ground point set $A$, which minimizes the sum of squared Euclidean distances of the points in…
Networks are useful for representing phenomena in a broad range of domains. Although their ability to represent complexity can be a virtue, it is sometimes useful to focus on a simplified network that contains only the most important edges:…
This paper develops an R package rMultiNet to analyze multilayer network data. We provide two general frameworks from recent literature, e.g. mixture multilayer stochastic block model(MMSBM) and mixture multilayer latent space model(MMLSM)…
Linear optimization problems are investigated whose parameters are uncertain. We apply coherent distortion risk measures to capture the possible violation of a restriction. Each risk constraint induces an uncertainty set of coefficients,…
We investigate type I multiple orthogonal polynomials on $r$ intervals which have a common point at the origin and endpoints at the $r$ roots of unity $\omega^j$, $j=0,1,\ldots,r-1$, with $\omega = \exp(2\pi i/r)$. We use the weight…
This work presents a guide for the use of some of the functions of the R package "multiColl" for the detection of near multicollinearity. The main contribution, in comparison to other existing packages in R or other econometric software, is…
The geometric median, also called $L^{1}$-median, is often used in robust statistics. Moreover, it is more and more usual to deal with large samples taking values in high dimensional spaces. In this context, a fast recursive estimator has…
Statistical procedures such as Bayes factor model selection and Bayesian model averaging require the computation of normalizing constants (e.g., marginal likelihoods). These normalizing constants are notoriously difficult to obtain, as they…
In this paper we analyze the behavior of the Oja's algorithm for online/streaming principal component subspace estimation. It is proved that with high probability it performs an efficient, gap-free, global convergence rate to approximate an…
Background: Current nomogram can only be created for regression algorithm. Providing nomogram for any machine learning (ML) algorithms may accelerate model deployment in clinical settings or improve model availability. We developed an R…
A spanner of a graph is a subgraph that preserves lengths of shortest paths up to a multiplicative distortion. For every $k$, a spanner with size $O(n^{1+1/k})$ and stretch $(2k+1)$ can be constructed by a simple centralized greedy…
Multiobjective combinatorial optimization deals with problems considering more than one viewpoint or scenario. The problem of aggregating multiple criteria to obtain a globalizing objective function is of special interest when the number of…
Bayesian methods and software for spatial data analysis are generally now well established in the scientific community. Despite the wide application of spatial models, the analysis of multivariate spatial data using R-INLA has not been…
Evaluating forecasts is essential to understand and improve forecasting and make forecasts useful to decision makers. A variety of R packages provide a broad variety of scoring rules, visualisations and diagnostic tools. One particular…
Density estimation and inference methods are widely used in empirical work. When the underlying distribution has compact support, conventional kernel-based density estimators are no longer consistent near or at the boundary because of their…
Regularization techniques such as the lasso (Tibshirani 1996) and elastic net (Zou and Hastie 2005) can be used to improve regression model coefficient estimation and prediction accuracy, as well as to perform variable selection. Ordinal…
Ranking data represent a peculiar form of multivariate ordinal data taking values in the set of permutations. Despite the numerous methodological contributions to increase the flexibility of ranked data modeling, the application of more…
This article introduces the R package hermiter which facilitates estimation of univariate and bivariate probability density functions and cumulative distribution functions along with full quantile functions (univariate) and nonparametric…
We investigate the zonal polynomials, a family of symmetric polynomials that appear in many mathematical contexts, such as multivariate statistics, differential geometry, representation theory, and combinatorics. We present two computer…
In "Octonion Algebra and its Connection to Physics" [16] an algorithm on octonions is brought forward for description of physical law, the "octonion variance sieve process". This paper expresses the used algorithm in symbolic form, and…