Related papers: Zero-Truncated Poisson Regression for Sparse Multi…
We consider the task of low-multilinear-rank functional regression, i.e., learning a low-rank parametric representation of functions from scattered real-valued data. Our first contribution is the development and analysis of an efficient…
The recovery of approximately sparse or compressible coefficients in a Polynomial Chaos Expansion is a common goal in modern parametric uncertainty quantification (UQ). However, relatively little effort in UQ has been directed toward…
We propose a novel approach to estimating the precision matrix of multivariate Gaussian data that relies on decomposing them into a low-rank and a diagonal component. Such decompositions are very popular for modeling large covariance…
We propose robust sparse reduced rank regression for analyzing large and complex high-dimensional data with heavy-tailed random noise. The proposed method is based on a convex relaxation of a rank- and sparsity-constrained non-convex…
We consider the problem of graph estimation in a zero-inflated Gaussian model. In this model, zero-inflation is obtained by double truncation (right and left) of a Gaussian vector. The goal is to recover the latent graph structure of the…
Heterogeneous but complementary sources of data provide an unprecedented opportunity for developing accurate statistical models of systems. Although the existing methods have shown promising results, they are mostly applicable to situations…
The analysis of panel count data has garnered considerable attention in the literature, leading to the development of multiple statistical techniques. In inferential analysis, most works focus on leveraging estimating equation-based…
A comprehensive vehicular network analysis requires modeling the street system and vehicle locations. Even when Poisson point processes (PPPs) are used to model the vehicle locations on each street, the analysis is barely tractable. That…
Pattern-mixture models provide a transparent approach for handling missing data, where the full-data distribution is factorized in a way that explicitly shows the parts that can be estimated from observed data alone, and the parts that…
Generating multivariate Poisson data is essential in many applications. Current simulation methods suffer from limitations ranging from computational complexity to restrictions on the structure of the correlation matrix. We propose a…
Sparse linear inverse problems appear in a variety of settings, but often the noise contaminating observations cannot accurately be described as bounded by or arising from a Gaussian distribution. Poisson observations in particular are a…
The paper presents a new statistical method that enables the use of systematic errors in the maximum-likelihood regression of integer-count Poisson data to a parametric model. The method is primarily aimed at the characterization of the…
The single-scatter approximation is fundamental in many tomographic imaging problems including x-ray scatter imaging and optical scatter imaging for certain media. In all cases, noisy measurements are affected by both local scatter events…
We propose a flexible nonparametric Bayesian modelling framework for multivariate time series of count data based on tensor factorisations. Our models can be viewed as infinite state space Markov chains of known maximal order with…
Tensor train decomposition is widely used in machine learning and quantum physics due to its concise representation of high-dimensional tensors, overcoming the curse of dimensionality. Cross approximation-originally developed for…
In this article, we develop methods for estimating a low rank tensor from noisy observations on a subset of its entries to achieve both statistical and computational efficiencies. There have been a lot of recent interests in this problem of…
We propose Robust Lasso-Zero, an extension of the Lasso-Zero methodology, initially introduced for sparse linear models, to the sparse corruptions problem. We give theoretical guarantees on the sign recovery of the parameters for a slightly…
Gaussian graphical models are widely used to represent correlations among entities but remain vulnerable to data corruption. In this work, we introduce a modified trimmed-inner-product algorithm to robustly estimate the covariance in an…
Real-world spatio-temporal data is often incomplete or inaccurate due to various data loading delays. For example, a location-disease-time tensor of case counts can have multiple delayed updates of recent temporal slices for some locations…
High-dimensional count data poses significant challenges for statistical analysis, necessitating effective methods that also preserve explainability. We focus on a low rank constrained variant of the Poisson log-normal model, which relates…