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Multivariate spatial modeling is key to understanding the behavior of materials downstream in a mining operation. The ore recovery depends on the mineralogical composition, which needs to be properly captured by the model to allow for good…
Our research proposes a novel method for reducing the dimensionality of functional data, specifically for the case where the response is a scalar and the predictor is a random function. Our method utilizes distance covariance, and has…
Simultaneous variable selection and statistical inference is challenging in high-dimensional data analysis. Most existing post-selection inference methods require explicitly specified regression models, which are often linear, as well as…
Modern recording techniques enable neuroscientists to simultaneously study neural activity across large populations of neurons, with capturing predictor-dependent correlations being a fundamental challenge in neuroscience. Moreover, the…
Multiple imputation has become one of the standard methods in drawing inferences in many incomplete data applications. Applications of multiple imputation in relatively more complex settings, such as high-dimensional clustered data, require…
In modern data science, dynamic tensor data is prevailing in numerous applications. An important task is to characterize the relationship between such dynamic tensor and external covariates. However, the tensor data is often only partially…
In many applications, data can be heterogeneous in the sense of spanning latent groups with different underlying distributions. When predictive models are applied to such data the heterogeneity can affect both predictive performance and…
We introduce a new family of one factor distributions for high-dimensional binary data. The model provides an explicit probability for each event, thus avoiding the numeric approximations often made by existing methods. Model interpretation…
While the SLIM approach obtained high ranking-accuracy in many experiments in the literature, it is also known for its high computational cost of learning its parameters from data. For this reason, we focus in this paper on variants of…
We propose a novel use of a broadcasting operation, which distributes univariate functions to all entries of the tensor covariate, to model the nonlinearity in tensor regression nonparametrically. A penalized estimation and the…
While data science is battling to extract information from the enormous explosion of data, many estimators and algorithms are being developed for better prediction. Researchers and data scientists often introduce new methods and evaluate…
We develop a fully Bayesian framework for function-on-scalars regression with many predictors. The functional data response is modeled nonparametrically using unknown basis functions, which produces a flexible and data-adaptive functional…
A common objective in the analysis of tabular data is estimating the conditional distribution (in contrast to only producing predictions) of a set of "outcome" variables given a set of "covariates", which is sometimes referred to as the…
The covariate shift is a challenging problem in supervised learning that results from the discrepancy between the training and test distributions. An effective approach which recently drew a considerable attention in the research community…
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…
Multivariate network time series are ubiquitous in modern systems, yet existing network autoregressive models typically treat nodes as scalar processes, ignoring cross-variable spillovers. To capture these complex interactions without the…
Subsampling is an efficient method to deal with massive data. In this paper, we investigate the optimal subsampling for linear quantile regression when the covariates are functions. The asymptotic distribution of the subsampling estimator…
Modern data analytics take advantage of ensemble learning and transfer learning approaches to tackle some of the most relevant issues in data analysis, such as lack of labeled data to use to train the analysis models, sparsity of the…
In this article, we develop a distributed variable screening method for generalized linear models. This method is designed to handle situations where both the sample size and the number of covariates are large. Specifically, the proposed…
We consider a high-dimensional multi-outcome regression in which $q,$ possibly dependent, binary and continuous outcomes are regressed onto $p$ covariates. We model the observed outcome vector as a partially observed latent realization from…