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In multivariate time series, the estimation of the covariance matrix of the observation innovations plays an important role in forecasting as it enables the computation of the standardized forecast error vectors as well as it enables the…

Methodology · Statistics 2008-02-04 K. Triantafyllopoulos

In many clinical and epidemiological studies, collecting longitudinal measurements together with time-to-event outcomes is essential. Accurately estimating the association between longitudinal markers and event risks, as well as identifying…

The covariance matrix plays a fundamental role in many modern exploratory and inferential statistical procedures, including dimensionality reduction, hypothesis testing, and regression. In low-dimensional regimes, where the number of…

Methodology · Statistics 2024-11-12 Philippe Boileau , Nima S. Hejazi , Mark J. van der Laan , Sandrine Dudoit

Though Gaussian graphical models have been widely used in many scientific fields, relatively limited progress has been made to link graph structures to external covariates. We propose a Gaussian graphical regression model, which regresses…

Methodology · Statistics 2022-02-01 Jingfei Zhang , Yi Li

Regression models with both high-dimensional responses and covariates have attracted growing attention. Standard multivariate regression models become inadequate when the response variables depend not only on observed covariates but also on…

Methodology · Statistics 2026-05-01 Jing Ouyang , Chengyu Cui , Yunxiao Chen , Kean Ming Tan , Gongjun Xu

This paper investigates statistical inference for noisy matrix completion in a semi-supervised model when auxiliary covariates are available. The model consists of two parts. One part is a low-rank matrix induced by unobserved latent…

Methodology · Statistics 2024-03-27 Shujie Ma , Po-Yao Niu , Yichong Zhang , Yinchu Zhu

Longitudinal processes often unfold concurrently where the growth of two or more longitudinal outcomes are associated. Additionally, if the study under investigation is long, the growth curves may exhibit nonconstant change with respect to…

Methodology · Statistics 2022-08-23 Jin Liu , Robert A. Perera

Motivated by recent data analyses in biomedical imaging studies, we consider a class of image-on-scalar regression models for imaging responses and scalar predictors. We propose using flexible multivariate splines over triangulations to…

Methodology · Statistics 2021-06-04 Shan Yu , Guannan Wang , Li Wang , Lijian Yang

Longitudinal and time-to-event data are often analyzed in biomarker research to study the association between the longitudinal biomarker measurements and the event-time outcome, in which the longitudinal information contributes to the…

Methodology · Statistics 2025-09-09 Minzee Kim , Joel A. Dubin

We introduce a wide and deep neural network for prediction of progression from patients with mild cognitive impairment to Alzheimer's disease. Information from anatomical shape and tabular clinical data (demographics, biomarkers) are fused…

Machine Learning · Computer Science 2020-04-01 Sebastian Pölsterl , Ignacio Sarasua , Benjamín Gutiérrez-Becker , Christian Wachinger

We introduce an estimation method of covariance matrices in a high-dimensional setting, i.e., when the dimension of the matrix, , is larger than the sample size . Specifically, we propose an orthogonally equivariant estimator. The…

Statistics Theory · Mathematics 2020-12-04 Samprit Banerjee , Stefano Monni

This paper studies the high-dimensional mixed linear regression (MLR) where the output variable comes from one of the two linear regression models with an unknown mixing proportion and an unknown covariance structure of the random…

Methodology · Statistics 2020-11-10 Linjun Zhang , Rong Ma , T. Tony Cai , Hongzhe Li

Tensor-based representations are being increasingly used to represent complex data types such as imaging data, due to their appealing properties such as dimension reduction and the preservation of spatial information. Recently, there is a…

Methodology · Statistics 2023-12-15 Rongke Lyu , Marina Vannucci , Suprateek Kundu

Progressive cognitive decline spanning across decades is characteristic of Alzheimer's disease (AD). Various predictive models have been designed to realize its early onset and study the long-term trajectories of cognitive test scores…

A major interest in longitudinal neuroimaging studies involves investigating voxel-level neuroplasticity due to treatment and other factors across visits. However, traditional voxel-wise methods are beset with several pitfalls, which can…

Neurons and Cognition · Quantitative Biology 2023-10-19 Suprateek Kundu , Alec Reinhardt , Serena Song , Joo Han , M. Lawson Meadows , Bruce Crosson , Venkatagiri Krishnamurthy

This paper considers a novel problem, bi-level graphical modeling, in which multiple individual graphical models can be considered as variants of a common group-level graphical model and inference of both the group- and individual-level…

Methodology · Statistics 2021-08-12 Lin Zhang , Andrew DiLernia , Karina Quevedo , Jazmin Camchong , Kelvin Lim , Wei Pan1

We study covariance matrix estimation for the case of partially observed random vectors, where different samples contain different subsets of vector coordinates. Each observation is the product of the variable of interest with a $0-1$…

Machine Learning · Statistics 2018-04-06 Eduardo Pavez , Antonio Ortega

We propose a general framework for non-normal multivariate data analysis called multivariate covariance generalized linear models (McGLMs), designed to handle multivariate response variables, along with a wide range of temporal and spatial…

Methodology · Statistics 2017-04-25 Wagner Hugo Bonat , Bent Jørgensen

It has been proposed that complex populations, such as those that arise in genomics studies, may exhibit dependencies among observations as well as among variables. This gives rise to the challenging problem of analyzing unreplicated…

Machine Learning · Statistics 2018-06-08 Michael Hornstein , Roger Fan , Kerby Shedden , Shuheng Zhou

We develop a Bayesian bivariate spatial model for multivariate regression analysis applicable to studies examining the influence of genetic variation on brain structure. Our model is motivated by an imaging genetics study of the Alzheimer's…

Methodology · Statistics 2020-05-26 Yin Song , Shufei Ge , Jiguo Cao , Liangliang Wang , Farouk S. Nathoo
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