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Estimating conditional dependence graphs and precision matrices are some of the most common problems in modern statistics and machine learning. When data are fully observed, penalized maximum likelihood-type estimators have become standard…
In biometrics and related fields, the Cox proportional hazards model are widely used to analyze with covariate adjustment. However, when some covariates are not observed, an unbiased estimator usually cannot be obtained. Even if there are…
We introduce a Modewise Additive Factor Model (MAFM) for matrix-valued time series that captures row-specific and column-specific latent effects through an additive structure, offering greater flexibility than multiplicative frameworks such…
The Cox proportional hazards model is widely used in survival analysis to model time-to-event data. However, it faces significant computational challenges in the era of large-scale data, particularly when dealing with time-dependent…
With some regularity conditions maximum likelihood estimators (MLEs) always produce asymptotically optimal (in the sense of consistency, efficiency, sufficiency, and unbiasedness) estimators. But in general, the MLEs lead to non-robust…
As with the advancement of geographical information systems, non-Gaussian spatial data sets are getting larger and more diverse. This study develops a general framework for fast and flexible non-Gaussian regression, especially for…
The collective risk model (CRM) for frequency and severity is an important tool for retail insurance ratemaking, macro-level catastrophic risk forecasting, as well as operational risk in banking regulation. This model, which is initially…
Marginal structural models (MSMs) allow for causal analysis of longitudinal data. The MSMs were originally developed as discrete time models. Recently, continuous-time MSMs were presented as a conceptually appealing alternative for survival…
Nonparametric and semiparametric methods are commonly used in survival analysis to mitigate the bias due to model misspecification. However, such methods often cannot estimate upper-tail survival quantiles when a sizable proportion of the…
A new likelihood based AR approximation is given for ARMA models. The usual algorithms for the computation of the likelihood of an ARMA model require $O(n)$ flops per function evaluation. Using our new approximation, an algorithm is…
We introduce mixed model trace regression (MMTR), a mixed model linear regression extension for scalar responses and high-dimensional matrix-valued covariates. MMTR's fixed effects component is equivalent to trace regression, with an…
Bayesian Additive Regression Trees (BART) is a flexible machine learning algorithm capable of capturing nonlinearities between an outcome and covariates and interaction among covariates. We extend BART to a semiparametric regression…
We propose Adaptive Incremental Mixture Markov chain Monte Carlo (AIMM), a novel approach to sample from challenging probability distributions defined on a general state-space. While adaptive MCMC methods usually update a parametric…
Recently, invariant risk minimization (IRM) was proposed as a promising solution to address out-of-distribution (OOD) generalization. However, it is unclear when IRM should be preferred over the widely-employed empirical risk minimization…
In this paper, we consider a linear regression model with AR(p) error terms with the assumption that the error terms have a t distribution as a heavy tailed alternative to the normal distribution. We obtain the estimators for the model…
The change-plane Cox model is a popular tool for the subgroup analysis of survival data. Despite the rich literature on this model, there has been limited investigation into the asymptotic properties of the estimators of the…
Autoregressive models (ARMs) currently hold state-of-the-art performance in likelihood-based modeling of image and audio data. Generally, neural network based ARMs are designed to allow fast inference, but sampling from these models is…
Many diagnostic errors occur because clinicians cannot easily access relevant information in patient Electronic Health Records (EHRs). In this work we propose a method to use LLMs to identify pieces of evidence in patient EHR data that…
This paper addresses the adaptive radar target detection problem in the presence of Gaussian interference with unknown statistical properties. To this end, the problem is first formulated as a binary hypothesis test, and then we derive a…
A hybrid censoring scheme is a mixture of Type-I and Type-II censoring schemes. We study the estimation of parameters of weighted exponential distribution based on Type-II hybrid censored data. By applying EM algorithm, maximum likelihood…