Related papers: From bilinear regression to inductive matrix compl…
Bayesian methods have proven themselves to be successful across a wide range of scientific problems and have many well-documented advantages over competing methods. However, these methods run into difficulties for two major and prevalent…
We develop a generally applicable full-information inference method for heterogeneous agent models, combining aggregate time series data and repeated cross sections of micro data. To handle unobserved aggregate state variables that affect…
The article develops marginal models for multivariate longitudinal responses. Overall, the model consists of five regression submodels, one for the mean and four for the covariance matrix, with the latter resulting by considering various…
Missing covariates are not uncommon in capture-recapture studies. When covariate information is missing at random in capture-recapture data, an empirical full likelihood method has been demonstrated to outperform…
Nonlinear function estimation is core to modern machine learning applications. In this paper, to perform nonlinear function estimation, we reduce a nonlinear inverse problem to a linear one using a polynomial kernel expansion. These kernels…
In some significant applications such as data forecasting, the locations of missing entries cannot obey any non-degenerate distributions, questioning the validity of the prevalent assumption that the missing data is randomly chosen…
Low rank tensor representation underpins much of recent progress in tensor completion. In real applications, however, this approach is confronted with two challenging problems, namely (1) tensor rank determination; (2) handling real tensor…
Bayesian matrix completion has been studied based on a low-rank matrix factorization formulation with promising results. However, little work has been done on Bayesian matrix completion based on the more direct spectral regularization…
The low-rank matrix completion problem can be solved by Riemannian optimization on a fixed-rank manifold. However, a drawback of the known approaches is that the rank parameter has to be fixed a priori. In this paper, we consider the…
Most recent results in matrix completion assume that the matrix under consideration is low-rank or that the columns are in a union of low-rank subspaces. In real-world settings, however, the linear structure underlying these models is…
This paper develops a novel Bayesian approach for nonlinear regression with symmetric matrix predictors, often used to encode connectivity of different nodes. Unlike methods that vectorize matrices as predictors that result in a large…
In this paper, we consider matrix completion with absolute deviation loss and obtain an estimator of the median matrix. Despite several appealing properties of median, the non-smooth absolute deviation loss leads to computational challenge…
We are interested in computing the expectation of a functional of a PDE solution under a Bayesian posterior distribution. Using Bayes' rule, we reduce the problem to estimating the ratio of two related prior expectations. For a model…
This paper contributes to the study of optimal experimental design for Bayesian inverse problems governed by partial differential equations (PDEs). We derive estimates for the parametric regularity of multivariate double integration…
This paper investigates the quasi-maximum likelihood inference including estimation, model selection and diagnostic checking for linear double autoregressive (DAR) models, where all asymptotic properties are established under only…
Modern large scale datasets are often plagued with missing entries. For tabular data with missing values, a flurry of imputation algorithms solve for a complete matrix which minimizes some penalized reconstruction error. However, almost…
Mixed effects regression models are widely used by language researchers. However, these regressions are implemented with an algorithm which may not converge on a solution. While convergence issues in linear mixed effects models can often be…
Most data sets comprise of measurements on continuous and categorical variables. In regression and classification Statistics literature, modeling high-dimensional mixed predictors has received limited attention. In this paper we study the…
This paper addresses the problem of sparse phase retrieval, a fundamental inverse problem in applied mathematics, physics, and engineering, where a signal need to be reconstructed using only the magnitude of its transformation while phase…
The National Health and Nutrition Examination Survey (NHANES) studies the nutritional and health status over the whole U.S. population with comprehensive physical examinations and questionnaires. However, survey data analyses become…