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A current strand of research in high-dimensional statistics deals with robustifying the available methodology with respect to deviations from the pervasive light-tail assumptions. In this paper we consider a linear mean regression model…

The ability to generate samples of the random effects from their conditional distributions is fundamental for inference in mixed effects models. Random walk Metropolis is widely used to perform such sampling, but this method is known to…

Dynamic linear regression models forecast the values of a time series based on a linear combination of a set of exogenous time series while incorporating a time series process for the error term. This error process is often assumed to…

We consider the problem of inference for non-stationary time series with heavy-tailed error distribution. Under a time-varying linear process framework we show that there exists a suitable local approximation by a stationary process with…

As a special infinite-order vector autoregressive (VAR) model, the vector autoregressive moving average (VARMA) model can capture much richer temporal patterns than the widely used finite-order VAR model. However, its practicality has long…

We introduce a new nonparametric framework for classification problems in the presence of missing data. The key aspect of our framework is that the regression function decomposes into an anova-type sum of orthogonal functions, of which some…

Data subject to heavy-tailed errors are commonly encountered in various scientific fields, especially in the modern era with explosion of massive data. To address this problem, procedures based on quantile regression and Least Absolute…

The stochastic approximation EM algorithm (SAEM) is described for the estimation of item and person parameters given test data coded as dichotomous or ordinal variables. The method hinges upon the eigenanalysis of missing variables sampled…

One of the challenges in model-based control of stochastic dynamical systems is that the state transition dynamics are involved, and it is not easy or efficient to make good-quality predictions of the states. Moreover, there are not many…

High-dimensional auto-regressive models provide a natural way to model influence between $M$ actors given multi-variate time series data for $T$ time intervals. While there has been considerable work on network estimation, there is limited…

In data-mining applications, we are frequently faced with a large fraction of missing entries in the data matrix, which is problematic for most discriminant machine learning algorithms. A solution that we explore in this paper is the use of…

As one of the most commonly seen data challenges, missing data, in particular, multiple, non-monotone missing patterns, complicates estimation and inference due to the fact that missingness mechanisms are often not missing at random, and…

We consider a class of doubly weighted rank-based estimating methods for the transformation (or accelerated failure time) model with missing data as arise, for example, in case-cohort studies. The weights considered may not be predictable…

The vector autoregressive (VAR) model is a powerful tool in modeling complex time series and has been exploited in many fields. However, fitting high dimensional VAR model poses some unique challenges: On one hand, the dimensionality,…

Audio generation has achieved remarkable progress with the advance of sophisticated generative models, such as diffusion models (DMs) and autoregressive (AR) models. However, due to the naturally significant sequence length of audio, the…

Since with massive data growth, the need for autonomous and generic anomaly detection system is increased. However, developing one stand-alone generic anomaly detection system that is accurate and fast is still a challenge. In this paper,…

Missing data imputation forms the first critical step of many data analysis pipelines. The challenge is greatest for mixed data sets, including real, Boolean, and ordinal data, where standard techniques for imputation fail basic sanity…

The missing data issue often complicates the task of estimating generalized linear models (GLMs). We describe why the pseudo-marginal Metropolis-Hastings algorithm, used in this setting, is an effective strategy for parameter estimation.…

We propose Significance-Offset Convolutional Neural Network, a deep convolutional network architecture for regression of multivariate asynchronous time series. The model is inspired by standard autoregressive (AR) models and gating…

The prediction of high-resolution hourly traffic volumes of a given roadway is essential for transportation planning. Traditionally, Automatic Traffic Recorders (ATR) are used to collect this hourly volume data. These large datasets are…