Related papers: cgam: An R Package for the Constrained Generalized…
This paper presents the R package gRapHD for efficient selection of high-dimensional undirected graphical models. The package provides tools for selecting trees, forests and decomposable models minimizing information criteria such as AIC or…
The generalized Ridge penalty is a powerful tool for dealing with overfitting and for high-dimensional regressions. The generalized Ridge regression can be derived as the mean of a posterior distribution with a Normal prior and a given…
The R package knnwtsim provides functions to implement k nearest neighbors (KNN) forecasting using a similarity metric tailored to the forecasting problem of predicting future observations of a response series where recent observations,…
The rstap package implements Bayesian spatial temporal aggregated predictor models in R using the probabilistic programming language Stan. A variety of distributions and link functions are supported, allowing users to fit this extension to…
Multiplicative mixed models can be applied in a wide range of scientific disciplines, since they are relevant in every situation where an interaction between a fixed effect and a random effect is present. Until now, no R package has been…
We study the problem of learning a directed acyclic graph from data generated according to an additive, non-linear structural equation model with Gaussian noise. We express each non-linear function through a basis expansion, and derive a…
An approximate formulation of a robust geometric program (RGP) as a convex program is proposed. Interest in using geometric programs (GPs) to model complex engineering systems has been growing, and this has motivated explicitly modeling the…
Graphical models provide powerful tools to uncover complicated patterns in multivariate data and are commonly used in Bayesian statistics and machine learning. In this paper, we introduce the R package BDgraph which performs Bayesian…
We introduce a framework, which we denote as the augmented estimate sequence, for deriving fast algorithms with provable convergence guarantees. We use this framework to construct a new first-order scheme, the Accelerated Composite Gradient…
Regularization has become a primary tool for developing reliable estimators of the covariance matrix in high-dimensional settings. To curb the curse of dimensionality, numerous methods assume that the population covariance (or inverse…
CensSpatial is an R package for analyzing spatial censored data through linear models. It offers a set of tools for simulating, estimating, making predictions, and performing local influence diagnostics for outlier detection. The package…
The parallel alternating direction method of multipliers (ADMM) algorithm is widely recognized for its effectiveness in handling large-scale datasets stored in a distributed manner, making it a popular choice for solving statistical…
The R package abn is designed to fit additive Bayesian models to observational datasets. It contains routines to score Bayesian networks based on Bayesian or information theoretic formulations of generalized linear models. It is equipped…
This article introduces the pammtools package, which facilitates data transformation, estimation and interpretation of Piece-wise exponential Additive Mixed Models. A special focus is on time-varying effects and cumulative effects of…
Projection-based model reduction is among the most widely adopted methods for constructing parametric Reduced-Order Models (ROM). Utilizing the snapshot data from solving full-order governing equations, the Proper Orthogonal Decomposition…
Astronomical data is often uncertain with errors that are heteroscedastic (different for each data point) and covariant between different dimensions. Assuming that a set of D-dimensional data points can be described by a (D - 1)-dimensional…
Background. The bootComb R package allows researchers to derive confidence intervals with correct target coverage for arbitrary combinations of arbitrary numbers of independently estimated parameters. Previous versions (< 1.1.0) of bootComb…
Regularized regression models are well studied and, under appropriate conditions, offer fast and statistically interpretable results. However, large data in many applications are heterogeneous in the sense of harboring distributional…
We develop an encompassing framework for matching, covariate balancing, and doubly-robust methods for causal inference from observational data called generalized optimal matching (GOM). The framework is given by generalizing a new…
Conditional Generative Adversarial Networks (cGANs) are implicit generative models which allow to sample from class-conditional distributions. Existing cGANs are based on a wide range of different discriminator designs and training…