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Gaussian processes have become a popular tool for nonparametric regression because of their flexibility and uncertainty quantification. However, they often use stationary kernels, which limit the expressiveness of the model and may be…

Machine Learning · Computer Science 2025-07-17 Zachary James , Joseph Guinness

Scalable spatial GPs for massive datasets can be built via sparse Directed Acyclic Graphs (DAGs) where a small number of directed edges is sufficient to flexibly characterize spatial dependence. The DAG can be used to devise fast algorithms…

Methodology · Statistics 2025-03-31 Michele Peruzzi , Sudipto Banerjee , David B. Dunson , Andrew O. Finley

Covariance function estimation is a fundamental task in multivariate functional data analysis and arises in many applications. In this paper, we consider estimating sparse covariance functions for high-dimensional functional data, where the…

Statistics Theory · Mathematics 2022-07-15 Qin Fang , Shaojun Guo , Xinghao Qiao

Multiple-subject network data are fast emerging in recent years, where a separate connectivity matrix is measured over a common set of nodes for each individual subject, along with subject covariates information. In this article, we propose…

Methodology · Statistics 2021-03-23 Jingfei Zhang , Will Wei Sun , Lexin Li

Recent analyses combining advanced theoretical techniques and high-quality data from thousands of simultaneously recorded neurons provide strong support for the hypothesis that neural dynamics operate near the edge of instability across…

Neurons and Cognition · Quantitative Biology 2024-03-25 Rubén Calvo , Carles Martorell , Guillermo B. Morales , Serena Di Santo , Miguel A. Muñoz

The linear regression model is widely used in empirical work in Economics, Statistics, and many other disciplines. Researchers often include many covariates in their linear model specification in an attempt to control for confounders. We…

Statistics Theory · Mathematics 2017-12-12 Matias D. Cattaneo , Michael Jansson , Whitney K. Newey

We study simultaneous inference for multiple matrix-variate Gaussian graphical models in high-dimensional settings. Such models arise when spatiotemporal data are collected across multiple sample groups or experimental sessions, where each…

Methodology · Statistics 2026-01-21 Zongge Liu , Heejong Bong , Zhao Ren , Matthew A. Smith , Robert E. Kass

Graphical models have long been studied in statistics as a tool for inferring conditional independence relationships among a large set of random variables. The most existing works in graphical modeling focus on the cases that the data are…

Methodology · Statistics 2022-12-12 Siqi Liang , Faming Liang

A semi-parametric, non-linear regression model in the presence of latent variables is applied towards learning network graph structure. These latent variables can correspond to unmodeled phenomena or unmeasured agents in a complex system of…

Machine Learning · Statistics 2018-07-03 Jonathan Mei , José M. F. Moura

This manuscript presents an approach to perform generalized linear regression with multiple high dimensional covariance matrices as the outcome. Model parameters are proposed to be estimated by maximizing a pseudo-likelihood. When the data…

Methodology · Statistics 2020-07-28 Yi Zhao , Brian S. Caffo , Xi Luo

Non-invasive measurements of the human brain using magnetic resonance imaging (MRI) have significantly improved our understanding the brain's network organization by enabling measurement of anatomical connections between brain regions…

Applications · Statistics 2025-12-10 Keshav Motwani , Ali Shojaie , Ariel Rokem , Eardi Lila

Aggregating multi-subject functional magnetic resonance imaging (fMRI) data is indispensable for generating valid and general inferences from patterns distributed across human brains. The disparities in anatomical structures and functional…

Machine Learning · Computer Science 2019-11-20 Weida Li , Mingxia Liu , Fang Chen , Daoqiang Zhang

Off-the-shelf Gaussian Process (GP) covariance functions encode smoothness assumptions on the structure of the function to be modeled. To model complex and non-differentiable functions, these smoothness assumptions are often too…

Machine Learning · Statistics 2016-04-12 Roberto Calandra , Jan Peters , Carl Edward Rasmussen , Marc Peter Deisenroth

Generative models using neural network have opened a door to large-scale studies for various application domains, especially for studies that suffer from lack of real samples to obtain statistically robust inference. Typically, these…

Computer Vision and Pattern Recognition · Computer Science 2018-12-12 Seong Jae Hwang , Zirui Tao , Won Hwa Kim , Vikas Singh

Nonparametric regression for massive numbers of samples (n) and features (p) is an increasingly important problem. In big n settings, a common strategy is to partition the feature space, and then separately apply simple models to each…

Machine Learning · Statistics 2014-06-10 Rajarshi Guhaniyogi , David B. Dunson

High-dimensional matrix regression has been studied in various aspects, such as statistical properties, computational efficiency and application to specific instances including multivariate regression, system identification and matrix…

Statistics Theory · Mathematics 2024-03-06 Xin Li , Dongya Wu

Understanding the operation of biological and artificial networks remains a difficult and important challenge. To identify general principles, researchers are increasingly interested in surveying large collections of networks that are…

Machine Learning · Statistics 2022-01-14 Alex H. Williams , Erin Kunz , Simon Kornblith , Scott W. Linderman

A key challenge in the practical application of Gaussian processes (GPs) is selecting a proper covariance function. The moving average, or process convolutions, construction of GPs allows some additional flexibility, but still requires…

Machine Learning · Statistics 2022-10-19 Thomas M. McDonald , Magnus Ross , Michael T. Smith , Mauricio A. Álvarez

Graphical models have been popularly used for capturing conditional independence structure in multivariate data, which are often built upon independent and identically distributed observations, limiting their applicability to complex…

Methodology · Statistics 2025-07-03 Yuwen Wang , Changyu Liu , Xin He , Junhui Wang

In dealing with high-dimensional data sets, factor models are often useful for dimension reduction. The estimation of factor models has been actively studied in various fields. In the first part of this paper, we present a new approach to…

Statistical Finance · Quantitative Finance 2017-11-27 Joongyeub Yeo , George Papanicolaou
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