Related papers: Robust Estimation of the non-Gaussian Dimension in…
In this work, we consider the identifiability assumption of Gaussian linear structural equation models (SEMs) in which each variable is determined by a linear function of its parents plus normally distributed error. It has been shown that…
The problem of Non-Gaussian Component Analysis (NGCA) is about finding a maximal low-dimensional subspace $E$ in $\mathbb{R}^n$ so that data points projected onto $E$ follow a non-gaussian distribution. Although this is an appropriate model…
Friction modeling has always been a challenging problem due to the complexity of real physical systems. Although a few state-of-the-art structured data-driven methods show their efficiency in nonlinear system modeling, deterministic…
We consider drawing statistical inferences based on data subject to non-Gaussian measurement error. Unlike most existing methods developed under the assumption of Gaussian measurement error, the proposed strategy exploits hypercomplex…
Structural equation models and Bayesian networks have been widely used to analyze causal relations between continuous variables. In such frameworks, linear acyclic models are typically used to model the datagenerating process of variables.…
Primordial non-Gaussianity is a sensitive probe of the inflationary era, with a number of important theoretical targets living an order of magnitude beyond the reach of current CMB constraints. Maps of the large-scale structure of the…
Finding the structure of a graphical model has been received much attention in many fields. Recently, it is reported that the non-Gaussianity of data enables us to identify the structure of a directed acyclic graph without any prior…
We consider estimating the parametric components of semi-parametric multiple index models in a high-dimensional and non-Gaussian setting. Such models form a rich class of non-linear models with applications to signal processing, machine…
Causal inference in multivariate time series is challenging due to the fact that the sampling rate may not be as fast as the timescale of the causal interactions. In this context, we can view our observed series as a subsampled version of…
For many applications with multivariate data, random field models capturing departures from Gaussianity within realisations are appropriate. For this reason, we formulate a new class of multivariate non-Gaussian models based on systems of…
This paper generalizes stochastic collocation methods to handle correlated non-Gaussian random parameters. The key challenge is to perform a multivariate numerical integration in a correlated parameter space when computing the coefficient…
Consider jointly Gaussian random variables whose conditional independence structure is specified by a graphical model. If we observe realizations of the variables, we can compute the covariance matrix, and it is well known that the support…
Gaussian graphical models (GGMs) are well-established tools for probabilistic exploration of dependence structures using precision matrices. We develop a Bayesian method to incorporate covariate information in this GGMs setup in a nonlinear…
The declining response rates in probability surveys along with the widespread availability of unstructured data has led to growing research into non-probability samples. Existing robust approaches are not well-developed for non-Gaussian…
Marginal structural models are a popular method for estimating causal effects in the presence of time-varying exposures. In spite of their popularity, no scalable non-parametric estimator exist for marginal structural models with…
System identification is of special interest in science and engineering. This article is concerned with a system identification problem arising in stochastic dynamic systems, where the aim is to estimate the parameters of a system along…
Non-gaussian component analysis (NGCA) introduced in offered a method for high dimensional data analysis allowing for identifying a low-dimensional non-Gaussian component of the whole distribution in an iterative and structure adaptive way.…
We present an enhanced version of the parametric nonlinear reduced order model for shape imperfections in structural dynamics we studied in a previous work [1]. The model is computed intrusively and with no training using information about…
A detection of primordial non-Gaussianity could transform our understanding of the fundamental theory of inflation. The precision promised by upcoming CMB and large-scale structure surveys raises a natural question: if a detection given a…
We study the sample variance of the matter power spectrum for the standard Lambda Cold Dark Matter universe. We use a total of 5000 cosmological N-body simulations to study in detail the distribution of best-fit cosmological parameters and…