Related papers: Bayesian Analysis of High Dimensional Vector Error…

Empirical researchers are usually interested in investigating the impacts of baseline covariates have when uncovering sample heterogeneity and separating samples into more homogeneous groups. However, a considerable number of studies in the…

The support vector clustering algorithm is a well-known clustering algorithm based on support vector machines using Gaussian or polynomial kernels. The classical support vector clustering algorithm works well in general, but its performance…

When using the finite element method (FEM) in inverse problems, its discretization error can produce parameter estimates that are inaccurate and overconfident. The Bayesian finite element method (BFEM) provides a probabilistic model for the…

We explore the recently-proposed Virtual Element Method (VEM) for numerical solution of boundary value problems on arbitrary polyhedral meshes. More specifically, we focus on the elasticity equations in three-dimensions and elaborate upon…

Bayesian model comparison (BMC) offers a principled approach for assessing the relative merits of competing computational models and propagating uncertainty into model selection decisions. However, BMC is often intractable for the popular…

In traditional boosting algorithms, the focus on misclassified training samples emphasizes their importance based on difficulty during the learning process. While using a standard Support Vector Machine (SVM) as a weak learner in an…

This paper is concerned with the estimation of time-varying networks for high-dimensional nonstationary time series. Two types of dynamic behaviors are considered: structural breaks (i.e., abrupt change points) and smooth changes. To…

Quantile regression has been successfully used to study heterogeneous and heavy-tailed data. Varying-coefficient models are frequently used to capture changes in the effect of input variables on the response as a function of an index or…

The EM algorithm is a method for finding the maximum likelihood estimate of a model in the presence of missing data. Unfortunately, EM does not produce a parameter covariance matrix for standard errors. Supplemented EM (SEM; Meng & Rubin,…

Comparative meta-analyses of groups of subjects by integrating multiple observational studies rely on estimated propensity scores (PSs) to mitigate covariate imbalances. However, PS estimation grapples with the theoretical and practical…

We consider a class of vector autoregressive models with banded coefficient matrices. The setting represents a type of sparse structure for high-dimensional time series, though the implied autocovariance matrices are not banded. The…

This paper presents the Virtual Element Method (VEM) for the modeling of crack propagation in 2D within the context of linear elastic fracture mechanics (LEFM). By exploiting the advantage of mesh flexibility in the VEM, we establish an…

The application of standard sufficient dimension reduction methods for reducing the dimension space of predictors without losing regression information requires inverting the covariance matrix of the predictors. This has posed a number of…

We introduce a method combining variational autoencoders (VAEs) and deep metric learning to perform Bayesian optimisation (BO) over high-dimensional and structured input spaces. By adapting ideas from deep metric learning, we use label…

We obtain the upper error bounds of robust estimators for mean vector, using the median-of-means (MOM) method. The method is designed to handle data with heavy tails and contamination, with only a finite second moment, which is weaker than…

To better understand the spatial structure of large panels of economic and financial time series and provide a guideline for constructing semiparametric models, this paper first considers estimating a large spatial covariance matrix of the…

Collaborative filtering (CF) has been successfully employed by many modern recommender systems. Conventional CF-based methods use the user-item interaction data as the sole information source to recommend items to users. However, CF-based…

We introduce a novel procedure for obtaining cross-validated predictive estimates for Bayesian hierarchical regression models (BHRMs). Bayesian hierarchical models are popular for their ability to model complex dependence structures and…

Time-to-event models are commonly used to study associations between risk factors and disease outcomes in the setting of electronic health records (EHR). In recent years, focus has intensified on social determinants of health, highlighting…

We propose a novel multi-dimensional integration algorithm using a machine learning (ML) technique. After training a ML regression model to mimic a target integrand, the regression model is used to evaluate an approximation of the integral.…