Related papers: Fast computation of latent correlations

This paper presents a significant advancement in the estimation of the Composite Link Model within a penalized likelihood framework, specifically designed to address indirect observations of grouped count data. While the model is effective…

We develop adaptive estimation and inference methods for high-dimensional Gaussian copula regression that achieve the same performance without the knowledge of the marginal transformations as that for high-dimensional linear regression.…

This work considers estimation and forecasting in a multivariate, possibly high-dimensional count time series model constructed from a transformation of a latent Gaussian dynamic factor series. The estimation of the latent model parameters…

We introduce a Bayesian Gaussian process latent variable model that explicitly captures spatial correlations in data using a parameterized spatial kernel and leveraging structure-exploiting algebra on the model covariance matrices for…

Instance-wise feature selection and ranking methods can achieve a good selection of task-friendly features for each sample in the context of neural networks. However, existing approaches that assume feature subsets to be independent are…

We introduce a new copula-based correction for generalized linear mixed models (GLMMs) within the integrated nested Laplace approximation (INLA) approach for approximate Bayesian inference for latent Gaussian models. While INLA is usually…

Zero-inflated continuous data ubiquitously appear in many fields, in which lots of exactly zero-valued data are observed while others distribute continuously. Due to the mixed structure of discreteness and continuity in its distribution,…

This paper is concerned with the problem of how to speed up computation for Gaussian process models trained on autocorrelated data. The Gaussian process model is a powerful tool commonly used in nonlinear regression applications. Standard…

A mixture of Gaussians fit to a single curved or heavy-tailed cluster will report that the data contains many clusters. To produce more appropriate clusterings, we introduce a model which warps a latent mixture of Gaussians to produce…

A mixture of Gaussians fit to a single curved or heavy-tailed cluster will report that the data contains many clusters. To produce more appropriate clusterings, we introduce a model which warps a latent mixture of Gaussians to produce…

This article proposes a graphical model that handles mixed-type, multi-group data. The motivation for such a model originates from real-world observational data, which often contain groups of samples obtained under heterogeneous conditions…

We generalize the log Gaussian Cox process (LGCP) framework to model multiple correlated point data jointly. The observations are treated as realizations of multiple LGCPs, whose log intensities are given by linear combinations of latent…

Estimating copulas with discrete marginal distributions is challenging, especially in high dimensions, because computing the likelihood contribution of each observation requires evaluating $2^{J}$ terms, with $J$ the number of discrete…

Multi-fidelity modeling and calibration are data fusion tasks that ubiquitously arise in engineering design. In this paper, we introduce a novel approach based on latent-map Gaussian processes (LMGPs) that enables efficient and accurate…

The INLA package provides a tool for computationally efficient Bayesian modeling and inference for various widely used models, more formally the class of latent Gaussian models. It is a non-sampling based framework which provides…

Finite mixture models have become a popular tool for clustering. Amongst other uses, they have been applied for clustering longitudinal data and clustering high-dimensional data. In the latter case, a latent Gaussian mixture model is…

Latent Gaussian process (GP) models are flexible probabilistic non-parametric function models. Vecchia approximations are accurate approximations for GPs to overcome computational bottlenecks for large data, and the Laplace approximation is…

It is well-known that the statistical performance of Lasso can suffer significantly when the covariates of interest have strong correlations. In particular, the prediction error of Lasso becomes much worse than computationally inefficient…

Canonical Correlation Analysis, CCA, is a widely used multivariate method in omics research for integrating high dimensional datasets. CCA identifies hidden links by deriving linear projections of features maximally correlating datasets.…

Copula models have become one of the most widely used tools in the applied modelling of multivariate data. Similarly, Bayesian methods are increasingly used to obtain efficient likelihood-based inference. However, to date, there has been…