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We propose a dynamic factor model (DFM) where the latent factors are linked to observed variables with unknown and potentially nonlinear functions. The key novelty and source of flexibility of our approach is a nonparametric observation…

Econometrics · Economics 2025-09-08 Tony Chernis , Niko Hauzenberger , Haroon Mumtaz , Michael Pfarrhofer

Complex multivariate time series arise in many fields, ranging from computer vision to robotics or medicine. Often we are interested in the independent underlying factors that give rise to the high-dimensional data we are observing. While…

Machine Learning · Statistics 2021-02-11 Simon Bing , Vincent Fortuin , Gunnar Rätsch

Prognostic models in survival analysis are aimed at understanding the relationship between patients' covariates and the distribution of survival time. Traditionally, semi-parametric models, such as the Cox model, have been assumed. These…

Machine Learning · Statistics 2020-11-06 Denise Rava , Jelena Bradic

Convolutional neural networks (CNNs) provide flexible function approximations for a wide variety of applications when the input variables are in the form of images or spatial data. Although CNNs often outperform traditional statistical…

Methodology · Statistics 2024-05-24 Yeseul Jeon , Won Chang , Seonghyun Jeong , Sanghoon Han , Jaewoo Park

Count-weighted temporal networks often exhibit unequal dispersion in the edge weights, which cannot be fully explained by modelling observational heterogeneity through latent factors in the conditional mean. Therefore, we propose new…

Methodology · Statistics 2026-04-15 Giulia Carallo , Roberto Casarin , Antonio Peruzzi

Driven by the critical needs of biomanufacturing 4.0, we introduce a probabilistic knowledge graph hybrid model characterizing the risk- and science-based understanding of bioprocess mechanisms. It can faithfully capture the important…

Machine Learning · Statistics 2022-10-03 Wei Xie , Keqi Wang , Hua Zheng , Ben Feng

Dynamic transportation networks have been analyzed for years by means of static graph-based indicators in order to study the temporal evolution of relevant network components, and to reveal complex dependencies that would not be easily…

Machine Learning · Statistics 2022-02-25 Hector Rodriguez-Deniz , Mattias Villani , Augusto Voltes-Dorta

A new methodology for model determination in decomposable graphical Gaussian models is developed. The Bayesian paradigm is used and, for each given graph, a hyper inverse Wishart prior distribution on the covariance matrix is considered.…

Computation · Statistics 2015-03-13 Sophie Donnet , Jean-Michel Marin

A prevalent feature of high-dimensional data is the dependence among covariates, and model selection is known to be challenging when covariates are highly correlated. To perform model selection for the high-dimensional Cox proportional…

Methodology · Statistics 2022-10-04 Pierre Bayle , Jianqing Fan

In this paper, we develop a dynamic framework for the modeling and analysis of social networks to work with web documents. We illustrate the model with features of web, design a form to analyze relationships of attributes as a modality of…

Probability · Mathematics 2012-07-18 Mahyuddin K. M. Nasution , Shahrul Azman Noah

We propose a novel Bayesian nonparametric method to learn translation-invariant relationships on non-Euclidean domains. The resulting graph convolutional Gaussian processes can be applied to problems in machine learning for which the input…

Machine Learning · Computer Science 2019-05-15 Ian Walker , Ben Glocker

Conditional Gaussian graphical models (cGGM) are a recent reparametrization of the multivariate linear regression model which explicitly exhibits $i)$ the partial covariances between the predictors and the responses, and $ii)$ the partial…

Methodology · Statistics 2014-09-26 Julien Chiquet , Tristan Mary-Huard , Stéphane Robin

Network models are powerful tools for gaining new insights from complex biological data. Most lines of investigation in biology involve comparing datasets in the setting where the same predictors are measured across multiple studies or…

Modelling dynamically evolving spatio-temporal signals is a prominent challenge in the Graph Neural Network (GNN) literature. Notably, GNNs assume an existing underlying graph structure. While this underlying structure may not always exist…

Machine Learning · Computer Science 2026-03-25 Om Roy , Yashar Moshfeghi , Keith Smith

Dynamic network analysis has found an increasing interest in the literature because of the importance of different kinds of dynamic social networks, biological networks, and economic networks. Most available probability and statistical…

Methodology · Statistics 2017-10-18 Elynn Yi Chen , Rong Chen

A Bayesian multivariate model with a structured covariance matrix for multi-way nested data is proposed. This flexible modeling framework allows for positive and for negative associations among clustered observations, and generalizes the…

Methodology · Statistics 2024-08-27 Stef Baas , Richard J. Boucherie , Jean-Paul Fox

A deep generative model is developed for representation and analysis of images, based on a hierarchical convolutional dictionary-learning framework. Stochastic {\em unpooling} is employed to link consecutive layers in the model, yielding…

Computer Vision and Pattern Recognition · Computer Science 2015-12-25 Yunchen Pu , Xin Yuan , Andrew Stevens , Chunyuan Li , Lawrence Carin

In heterogeneous disease settings, accounting for intrinsic sample variability is crucial for obtaining reliable and interpretable omic network estimates. However, most graphical model analyses of biomedical data assume homogeneous…

Methodology · Statistics 2026-01-27 Joseph Feest , Hélène Ruffieux , Camilla Lingjærde , Xiaoyue Xi

Machine learning methods can detect complex relationships between variables, but usually do not exploit domain knowledge. This is a limitation because in many scientific disciplines, such as systems biology, domain knowledge is available in…

Artificial Intelligence · Computer Science 2023-07-31 Bastian Pfeifer , Hubert Baniecki , Anna Saranti , Przemyslaw Biecek , Andreas Holzinger

Temporal dynamics, characterised by time-varying degree heterogeneity and homophily effects, are often exhibited in many real-world networks. As observed in an MIT Social Evolution study, the in-degree and out-degree of the nodes show…

Methodology · Statistics 2025-07-29 Yuguo Chen , Lianqiang Qu , Jinfeng Xu , Ting Yan , Yunpeng Zhou