Related papers: Combining Forecasts under Structural Breaks Using …

This article introduces the sparse group fused lasso (SGFL) as a statistical framework for segmenting sparse regression models with multivariate time series. To compute solutions of the SGFL, a nonsmooth and nonseparable convex program, we…

Forecast reconciliation is the post-forecasting process aimed to revise a set of incoherent base forecasts into coherent forecasts in line with given data structures. Most of the point and probabilistic regression-based forecast…

Federated Graph Learning (FGL) aims to learn graph learning models over graph data distributed in multiple data owners, which has been applied in various applications such as social recommendation and financial fraud detection. Inherited…

Properties of data are frequently seen to vary depending on the sampled situations, which usually changes along a time evolution or owing to environmental effects. One way to analyze such data is to find invariances, or representative…

Deep learning-based models have recently outperformed state-of-the-art seasonal forecasting models, such as for predicting El Ni\~no-Southern Oscillation (ENSO). However, current deep learning models are based on convolutional neural…

With an ever-increasing number of sensors in modern society, spatio-temporal time series forecasting has become a de facto tool to make informed decisions about the future. Most spatio-temporal forecasting models typically comprise distinct…

Graphical Gaussian models are popular tools for the estimation of (undirected) gene association networks from microarray data. A key issue when the number of variables greatly exceeds the number of samples is the estimation of the matrix of…

Gaussian Graphical Models (GGMs) are popular tools for studying network structures. However, many modern applications such as gene network discovery and social interactions analysis often involve high-dimensional noisy data with outliers or…

Reliable 4D aircraft trajectory prediction, whether in a real-time setting or for analysis of counterfactuals, is important to the efficiency of the aviation system. Toward this end, we first propose a highly generalizable efficient…

We propose a novel graphical model selection (GMS) scheme for high-dimensional stationary time series or discrete time process. The method is based on a natural generalization of the graphical LASSO (gLASSO), introduced originally for GMS…

The recent trend towards Personalized Federated Learning (PFL) has garnered significant attention as it allows for the training of models that are tailored to each client while maintaining data privacy. However, current PFL techniques…

Sparse inverse covariance estimation (i.e., edge de-tection) is an important research problem in recent years, wherethe goal is to discover the direct connections between a set ofnodes in a networked system based upon the observed…

Latent structure methods, specifically linear continuous latent structure methods, are a type of fundamental statistical learning strategy. They are widely used for dimension reduction, regression and prediction, in the fields of…

We propose a partially linear additive Gaussian graphical model (PLA-GGM) for the estimation of associations between random variables distorted by observed confounders. Model parameters are estimated using an $L_1$-regularized maximal…

To obtain a probabilistic model for a dependent variable based on some set of explanatory variables, a distributional approach is often adopted where the parameters of the distribution are linked to regressors. In many classical models this…

Federated Graph Learning (FGL) has demonstrated the advantage of training a global Graph Neural Network (GNN) model across distributed clients using their local graph data. Unlike Euclidean data (\eg, images), graph data is composed of…

Linearly constrained multiple time series may be encountered in many practical contexts, such as the National Accounts (e.g., GDP disaggregated by Income, Expenditure and Output), and multilevel frameworks where the variables are organized…

Longitudinal analysis is important in many disciplines, such as the study of behavioral transitions in social science. Only very recently, feature selection has drawn adequate attention in the context of longitudinal modeling. Standard…

We consider the problem of estimating multiple related but distinct graphical models on the basis of a high-dimensional data set with observations that belong to distinct classes. A motivating example occurs in the analysis of gene…

We propose estimating Gaussian graphical models (GGMs) that are fair with respect to sensitive nodal attributes. Many real-world models exhibit unfair discriminatory behavior due to biases in data. Such discrimination is known to be…