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We develop an estimation methodology for a factor model for high-dimensional matrix-valued time series, where common stochastic trends and common stationary factors can be present. We study, in particular, the estimation of (row and column)…

Methodology · Statistics 2025-01-06 Rong Chen , Simone Giannerini , Greta Goracci , Lorenzo Trapani

Predicting click-through rates (CTR) is a fundamental task for Web applications, where a key issue is to devise effective models for feature interactions. Current methodologies predominantly concentrate on modeling feature interactions…

Information Retrieval · Computer Science 2024-04-08 Yushen Li , Jinpeng Wang , Tao Dai , Jieming Zhu , Jun Yuan , Rui Zhang , Shu-Tao Xia

This paper investigates a change-point estimation problem in the context of high-dimensional Markov Random Field models. Change-points represent a key feature in many dynamically evolving network structures. The change-point estimate is…

Methodology · Statistics 2018-02-13 Sandipan Roy , Yves Atchade , George Michailidis

The goal of this paper is to develop a theory of graphon-valued stochastic processes, and to construct and analyse a natural class of such processes arising from population genetics. We consider finite populations where individuals change…

Probability · Mathematics 2019-08-20 Siva Athreya , Frank den Hollander , Adrian Röllin

Estimation of low-rank matrices is of significant interest in a range of contemporary applications. In this paper, we introduce a rank-one projection model for low-rank matrix recovery and propose a constrained nuclear norm minimization…

Statistics Theory · Mathematics 2014-12-10 T. Tony Cai , Anru Zhang

This paper is concerned with the estimation of time-varying networks for high-dimensional nonstationary time series. Two types of dynamic behaviors are considered: structural breaks (i.e., abrupt change points) and smooth changes. To…

Statistics Theory · Mathematics 2020-02-19 Mengyu Xu , Xiaohui Chen , Wei Biao Wu

Correlation matrices are a major type of multivariate data. To examine properties of a given correlation matrix, a common practice is to compare the same quantity between the original correlation matrix and reference correlation matrices,…

Physics and Society · Physics 2018-07-25 Naoki Masuda , Sadamori Kojaku , Yukie Sano

This paper considers an approximate dynamic matrix factor model that accounts for the time series nature of the data by explicitly modelling the time evolution of the factors. We study estimation of the model parameters based on the…

Methodology · Statistics 2026-01-08 Matteo Barigozzi , Luca Trapin

Evolutionary branching is analysed in a stochastic, individual-based population model under mutation and selection. In such models, the common assumption is that individual reproduction and life career are characterised by values of a…

Populations and Evolution · Quantitative Biology 2025-10-01 S. Sagitov , B. Mehlig , P. Jagers , V. Vatutin

Markov chains are fundamental models for stochastic dynamics, with applications in a wide range of areas such as population dynamics, queueing systems, reinforcement learning, and Monte Carlo methods. Estimating the transition matrix and…

Statistics Theory · Mathematics 2026-01-26 Lasse Leskelä , Maximilien Dreveton

We study the problem of estimating the mutation rate between two sequences from noisy sequencing reads. Existing alignment-free methods typically assume direct access to the full sequences. We extend these methods to the sequencing…

Information Theory · Computer Science 2026-01-13 Shiv Pratap Singh Rathore , Navin Kashyap

Phylogenetic trait evolution models allow for the estimation of evolutionary correlations between a set of traits observed in a sample of related organisms. By directly modeling the evolution of the traits along an estimable phylogenetic…

The stationary distribution of allele frequencies under a variety of Wright--Fisher $k$-allele models with selection and parent independent mutation is well studied. However, the statistical properties of maximum likelihood estimates of…

Applications · Statistics 2009-10-12 Erkan Ozge Buzbas , Paul Joyce

We consider the estimation of the transition matrix in the high-dimensional time-varying vector autoregression (TV-VAR) models. Our model builds on a general class of locally stationary VAR processes that evolve smoothly in time. We propose…

Statistics Theory · Mathematics 2017-10-03 Xin Ding , Ziyi Qiu , Xiaohui Chen

We use traveling-wave theory to derive expressions for the rate of accumulation of deleterious mutations under Muller's ratchet and the speed of adaptation under positive selection in asexual populations. Traveling-wave theory is a…

Populations and Evolution · Quantitative Biology 2007-12-19 Igor M. Rouzine , Eric Brunet , Claus O. Wilke

The operating status of power systems is influenced by growing varieties of factors, resulting from the developing sizes and complexity of power systems; in this situation, the modelbased methods need be revisited. A data-driven method, as…

Methodology · Statistics 2016-07-07 Xinyi Xu , Xing He , Qian Ai , Robert C. Qiu

The Wright-Fisher model, originating in Wright (1931) is one of the canonical probabilistic models used in mathematical population genetics to study how genetic type frequencies evolve in time. In this paper we bound the rate of convergence…

Probability · Mathematics 2023-12-19 Anton Braverman , Han L. Gan

We study complex networks under random matrix theory (RMT) framework. Using nearest-neighbor and next-nearest-neighbor spacing distributions we analyze the eigenvalues of adjacency matrix of various model networks, namely, random,…

Statistical Mechanics · Physics 2009-11-13 Sarika Jalan , Jayendra N. Bandyopadhyay

The increasing availability of population-level allele frequency data across one or more related populations necessitates the development of methods that can efficiently estimate population genetics parameters, such as the strength of…

Computation · Statistics 2017-11-09 Jeffrey J. Gory , Radu Herbei , Laura S. Kubatko

We present a theory and accompanying importance sampling method for computing rate constants in spatially inhomogenious systems. Using the relationship between rate constants and path space partition functions, we illustrate that the…

Statistical Mechanics · Physics 2019-06-05 Addison J. Schile , David T. Limmer