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We introduce a stochastic process with Wishart marginals: the generalised Wishart process (GWP). It is a collection of positive semi-definite random matrices indexed by any arbitrary dependent variable. We use it to model dynamic (e.g. time…

Methodology · Statistics 2011-01-04 Andrew Gordon Wilson , Zoubin Ghahramani

High resolution microarrays and second-generation sequencing platforms are powerful tools to investigate genome-wide alterations in DNA copy number, methylation and gene expression associated with a disease. An integrated genomic profiling…

Applications · Statistics 2013-04-22 Ronglai Shen , Sijian Wang , Qianxing Mo

Probabilistic machine learning models are distinguished by their ability to integrate prior knowledge of noise statistics, smoothness parameters, and training data uncertainty. A common approach involves modeling data with Gaussian…

Computation · Statistics 2025-07-31 Cristian A. Galvis-Florez , Ahmad Farooq , Simo Särkkä

We propose to learn latent graphical models when data have mixed variables and missing values. This model could be used for further data analysis, including regression, classification, ranking etc. It also could be used for imputing missing…

Methodology · Statistics 2015-11-17 Xiao Li , Jinzhu Jia , Yuan Yao

The major sources of abundant data are constantly expanding with the available data collection methodologies in various applications - medical, insurance, scientific, bio-informatics and business. These data sets may be distributed…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-06-24 Aruna Govada , Sanjay K. Sahay

Multivariate partial fractioning is a powerful tool for simplifying rational function coefficients in scattering amplitude computations. Since current research problems lead to large sets of complicated rational functions, performance of…

High Energy Physics - Phenomenology · Physics 2022-12-19 Dominik Bendle , Janko Boehm , Murray Heymann , Rourou Ma , Mirko Rahn , Lukas Ristau , Marcel Wittmann , Zihao Wu , Yang Zhang

Sparse prediction with categorical data is challenging even for a moderate number of variables, because one parameter is roughly needed to encode one category or level. The Group Lasso is a well known efficient algorithm for selection…

Methodology · Statistics 2021-12-22 Szymon Nowakowski , Piotr Pokarowski , Wojciech Rejchel

Package spar for R builds ensembles of predictive generalized linear models with high-dimensional predictors. It employs an algorithm utilizing variable screening and random projection tools to efficiently handle the computational…

Computation · Statistics 2024-11-28 Roman Parzer , Laura Vana-Gür , Peter Filzmoser

We introduce \underline{F}actor-\underline{A}ugmented \underline{Ma}trix \underline{R}egression (FAMAR) to address the growing applications of matrix-variate data and their associated challenges, particularly with high-dimensionality and…

Methodology · Statistics 2024-05-29 Elynn Chen , Jianqing Fan , Xiaonan Zhu

Semiparametric regression offers a flexible framework for modeling non-linear relationships between a response and covariates. A prime example are generalized additive models where splines (say) are used to approximate non-linear functional…

Statistics Theory · Mathematics 2018-10-05 Francis K. C. Hui , Chong You , Han Lin Shang , Samuel Müller

Consider a linear model $Y=X\beta+z$, where $X=X_{n,p}$ and $z\sim N(0,I_n)$. The vector $\beta$ is unknown but is sparse in the sense that most of its coordinates are $0$. The main interest is to separate its nonzero coordinates from the…

Statistics Theory · Mathematics 2015-03-20 Zheng Tracy Ke , Jiashun Jin , Jianqing Fan

The multivariate regression model basically offers the analysis of a single dataset with multiple responses. However, such a single-dataset analysis often leads to unsatisfactory results. Integrative analysis is an effective method to pool…

Methodology · Statistics 2023-04-18 Shuichi Kawano , Toshikazu Fukushima , Junichi Nakagawa , Mamoru Oshiki

Standard Gaussian Process (GP) regression, a powerful machine learning tool, is computationally expensive when it is applied to large datasets, and potentially inaccurate when data points are sparsely distributed in a high-dimensional…

Machine Learning · Computer Science 2016-03-08 Z. Zhang , K. Duraisamy , N. A. Gumerov

We propose a model to forecast large realized covariance matrices of returns, applying it to the constituents of the S\&P 500 daily. To address the curse of dimensionality, we decompose the return covariance matrix using standard firm-level…

Statistical Finance · Quantitative Finance 2023-03-29 Rafael Alves , Diego S. de Brito , Marcelo C. Medeiros , Ruy M. Ribeiro

Sparse covariance matrices play crucial roles by encoding the interdependencies between variables in numerous fields such as genetics and neuroscience. Despite substantial studies on sparse covariance matrices, existing methods face several…

Methodology · Statistics 2026-03-03 Rakheon Kim , Irina Gaynanova

Generalized linear models are a popular tool in applied statistics, with their maximum likelihood estimators enjoying asymptotic Gaussianity and efficiency. As all models are wrong, it is desirable to understand these estimators' behaviours…

Methodology · Statistics 2024-12-10 Elliot H. Young , Rajen D. Shah

We propose a procedure for sparse regression with pairwise interactions, by generalizing the Univariate Guided Sparse Regression (UniLasso) methodology. A central contribution is our introduction of a concept of univariate (or marginal)…

Methodology · Statistics 2026-01-05 Aymen Echarghaoui , Robert Tibshirani

This paper investigates the performance of the Generalized Covariance estimator (GCov) in estimating and identifying mixed causal and noncausal models. The GCov estimator is a semi-parametric method that minimizes an objective function…

Econometrics · Economics 2024-01-11 Gianluca Cubadda , Francesco Giancaterini , Alain Hecq , Joann Jasiak

For many survey-based spatial modelling problems, responses are observed as spatially aggregated over survey regions due to limited resources. Covariates, from weather models and satellite imageries, can be observed at many different…

Applications · Statistics 2022-04-04 Harrison Zhu , Adam Howes , Owen van Eer , Maxime Rischard , Yingzhen Li , Dino Sejdinovic , Seth Flaxman

The vector autoregressive (VAR) model has been widely used for modeling temporal dependence in a multivariate time series. For large (and even moderate) dimensions, the number of AR coefficients can be prohibitively large, resulting in…

Applications · Statistics 2013-10-21 Richard A. Davis , Pengfei Zang , Tian Zheng
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