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In this paper, we propose a randomized generalized multiscale finite element method (Randomized GMsFEM) for flow problems with parameterized inputs and high-contrast heterogeneous media. The method employs a data-driven predictor to…
We propose graph-based predictable feature analysis (GPFA), a new method for unsupervised learning of predictable features from high-dimensional time series, where high predictability is understood very generically as low variance in the…
Gaussian process regression is a frequently used statistical method for flexible yet fully probabilistic non-linear regression modeling. A common obstacle is its computational complexity which scales poorly with the number of observations.…
This paper addresses the challenges of data privacy and collaborative modeling in cross-institution financial risk analysis. It proposes a risk assessment framework based on federated learning. Without sharing raw data, the method enables…
Latent factor models are the canonical statistical tool for exploratory analyses of low-dimensional linear structure for an observation matrix with p features across n samples. We develop a structured Bayesian group factor analysis model…
The wide variety of brain imaging technologies allows us to exploit information inherent to different data modalities. The richness of multimodal datasets may increase predictive power and reveal latent variables that otherwise would have…
In neuroimaging, extensive post-processing of resting-state functional MRI (rfMRI) data is necessary for its application and investigation in relation to brain-behavior associations. Such post-processing is used to derive brain…
Estimating causal effects in quasi-experiments with spatio-temporal panel data often requires adjusting for unmeasured confounding that varies across space and time. Gaussian Processes (GPs) offer a flexible, nonparametric modeling approach…
Bayesian whole-brain functional magnetic resonance imaging (fMRI) analysis with three-dimensional spatial smoothing priors has been shown to produce state-of-the-art activity maps without pre-smoothing the data. The proposed inference…
Federated learning (FL) facilitates the secure utilization of decentralized images, advancing applications in medical image recognition and autonomous driving. However, conventional FL faces two critical challenges in real-world deployment:…
We propose a scalable semiparametric Bayesian model to capture dependencies among multiple neurons by detecting their co-firing (possibly with some lag time) patterns over time. After discretizing time so there is at most one spike at each…
The semiparametric accelerated failure time model is not as widely used as the Cox relative risk model mainly due to computational difficulties. Recent developments in least squares estimation and induced smoothing estimating equations…
We propose a novel framework in high-dimensional factor models to simultaneously analyse multiple tensor time series, each with potentially different tensor orders and dimensionality. The connection between different tensor time series is…
Bayesian estimation of Gaussian graphical models has proven to be challenging because the conjugate prior distribution on the Gaussian precision matrix, the G-Wishart distribution, has a doubly intractable partition function. Recent…
Gaussian process regression networks (GPRN) are powerful Bayesian models for multi-output regression, but their inference is intractable. To address this issue, existing methods use a fully factorized structure (or a mixture of such…
Spatio-temporal point process models play a central role in the analysis of spatially distributed systems in several disciplines. Yet, scalable inference remains computa- tionally challenging both due to the high resolution modelling…
Computer experiments involving both qualitative and quantitative (QQ) factors have attracted increasing attention. Gaussian process (GP) models have proven effective in this context by choosing specialized covariance functions for QQ…
Deciphering visual content from functional Magnetic Resonance Imaging (fMRI) helps illuminate the human vision system. However, the scarcity of fMRI data and noise hamper brain decoding model performance. Previous approaches primarily…
Continuous-time state estimation is gaining in popularity due to its abilities to provide smooth solutions, handle asynchronous sensors, and interpolate between data points. While there are two main paradigms, parametric (e.g., temporal…
Motivation: Modelling methods that find structure in data are necessary with the current large volumes of genomic data, and there have been various efforts to find subsets of genes exhibiting consistent patterns over subsets of treatments.…