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This paper develops a Bayesian procedure for estimation and forecasting of the volatility of multivariate time series. The foundation of this work is the matrix-variate dynamic linear model, for the volatility of which we adopt a…

Statistical Finance · Quantitative Finance 2008-12-02 K. Triantafyllopoulos

The integration of mobile health (mHealth) devices into behavioral health research has fundamentally changed the way researchers and interventionalists are able to collect data as well as deploy and evaluate intervention strategies. In…

Methodology · Statistics 2021-12-17 Matthew D. Koslovsky , Emily T. Hebert , Michael S. Businelle , Marina Vannucci

Foundation models are emerging as a powerful paradigm for fMRI analysis, but current approaches face a dual bottleneck of data- and training-efficiency. Atlas-based methods aggregate voxel signals into fixed regions of interest, reducing…

Computer Vision and Pattern Recognition · Computer Science 2026-02-02 Mo Wang , Junfeng Xia , Wenhao Ye , Enyu Liu , Kaining Peng , Jianfeng Feng , Quanying Liu , Hongkai Wen

Human migration exhibits complex spatiotemporal dependence driven by environmental and socioeconomic forces. Modeling such patterns at scale requires methods that accommodate many random effects while remaining feasible when raw data or…

Methodology · Statistics 2026-05-29 Lida Chalangar Jalili Dehkharghani , Li-Hsiang Lin

Voxel-based Morphometry (VBM) has emerged as a powerful approach in neuroimaging research, utilized in over 7,000 studies since the year 2000. Using Magnetic Resonance Imaging (MRI) data, VBM assesses variations in the local density of…

Bayesian models provide a framework for probabilistic modelling of complex datasets. However, many of such models are computationally demanding especially in the presence of large datasets. On the other hand, in sensor network applications,…

Machine Learning · Computer Science 2015-07-06 Behnam Babagholami-Mohamadabadi , Sejong Yoon , Vladimir Pavlovic

Variational regression methods are an increasingly popular tool for their efficient estimation of complex. Given the mixed model representation of penalized effects, additive regression models with smoothed effects and scalar-on-function…

Methodology · Statistics 2024-06-13 Mark J. Meyer , Junyi Wei

In the event-related functional magnetic resonance imaging (fMRI) data analysis, there is an extensive interest in accurately and robustly estimating the hemodynamic response function (HRF) and its associated statistics (e.g., the magnitude…

Applications · Statistics 2013-12-23 Jiaping Wang , Hongtu Zhu , Jianqing Fan , Kelly Giovanello , Weili Lin

In this work we perform a meta-analysis of neuroimaging data, consisting of locations of peak activations identified in 162 separate studies on emotion. Neuroimaging meta-analyses are typically performed using kernel-based methods. However,…

Applications · Statistics 2012-06-29 Yu Ryan Yue , Martin A. Lindquist , Ji Meng Loh

Effective connectivity analysis in functional magnetic resonance imaging (fMRI) studies directional interactions among brain regions and experimental stimuli. Dynamic causal modeling (DCM) is a widely used method to estimate effective…

Methodology · Statistics 2026-05-15 Kaitlyn R. Fales , Hyebin Song , Nicole A. Lazar

Functional magnetic resonance imaging (fMRI) time series are known to exhibit long-range temporal dependencies that challenge traditional modeling approaches. In this study, we propose a novel computational pipeline to characterize and…

Applications · Statistics 2025-08-19 Yasaman Shahhosseini , Cédric Beaulac , Farouk S. Nathoo , Michelle F. Miranda

Neuroradiologists and neurosurgeons increasingly opt to use functional magnetic resonance imaging (fMRI) to map functionally relevant brain regions for noninvasive presurgical planning and intraoperative neuronavigation. This application…

Methodology · Statistics 2023-06-07 Andrew S. Whiteman , Andreas J. Bartsch , Jian Kang , Timothy D. Johnson

Resting-state brain functional connectivity quantifies the synchrony between activity patterns of different brain regions. In functional magnetic resonance imaging (fMRI), each region comprises a set of spatially contiguous voxels at which…

Methodology · Statistics 2025-11-07 Ruobin Liu , Chao Zhang , Chau Tran , Sophie Achard , Wendy Meiring , Alexander Petersen

To visually compare ensembles of volumes, dynamic volume lines (DVLs) represent each ensemble member as a 1D polyline. To compute these, the volume cells are sorted on a space-filling curve and scaled by the ensemble's local variation. The…

Graphics · Computer Science 2023-06-21 Stefan Zellmann , Serkan Demirci , Uğur Güdükbay

Vector Error Correction Model (VECM) is a classic method to analyse cointegration relationships amongst multivariate non-stationary time series. In this paper, we focus on high dimensional setting and seek for sample-size-efficient…

Methodology · Statistics 2024-03-13 Parley R Yang , Alexander Y Shestopaloff

Time series analysis of fMRI data is an important area of medical statistics for neuroimaging data. The neuroimaging community has embraced mean-field variational Bayes (VB) approximations, which are implemented in Statistical Parametric…

Computation · Statistics 2018-03-06 Ming Teng , Timothy Johnson , Farouk Nathoo

Dynamic linear models (DLM) offer a very generic framework to analyse time series data. Many classical time series models can be formulated as DLMs, including ARMA models and standard multiple linear regression models. The models can be…

Methodology · Statistics 2019-08-20 Marko Laine

Dynamic Causal Modelling (DCM) is the predominant method for inferring effective connectivity from neuroimaging data. In the 15 years since its introduction, the neural models and statistical routines in DCM have developed in parallel,…

Quantitative Methods · Quantitative Biology 2019-07-15 Peter Zeidman , Amirhossein Jafarian , Nadège Corbin , Mohamed L. Seghier , Adeel Razi , Cathy J. Price , Karl J. Friston

We develop a variational Bayesian (VB) approach for estimating large-scale dynamic network models in the network autoregression framework. The VB approach allows for the automatic identification of the dynamic structure of such a model and…

Methodology · Statistics 2021-02-19 Wei-Ting Lai , Ray-Bing Chen , Ying Chen , Thorsten Koch

In this work, we present Voxel-SLAM: a complete, accurate, and versatile LiDAR-inertial SLAM system that fully utilizes short-term, mid-term, long-term, and multi-map data associations to achieve real-time estimation and high precision…