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In credit risk analysis, survival models with fixed and time-varying covariates are widely used to predict a borrower's time-to-event. When the time-varying drivers are endogenous, modelling jointly the evolution of the survival time and…

Risk Management · Quantitative Finance 2025-09-03 Victor Medina-Olivares , Finn Lindgren , Raffaella Calabrese , Jonathan Crook

Most real-world networks are noisy and incomplete samples from an unknown target distribution. Refining them by correcting corruptions or inferring unobserved regions typically improves downstream performance. Inspired by the impressive…

A framework based on generalized hierarchical random graphs (GHRGs) for the detection of change points in the structure of temporal networks has recently been developed by Peel and Clauset [1]. We build on this methodology and extend it to…

Social and Information Networks · Computer Science 2016-11-18 Simon De Ridder , Benjamin Vandermarliere , Jan Ryckebusch

A popular regularized (shrinkage) covariance estimator is the shrinkage sample covariance matrix (SCM) which shares the same set of eigenvectors as the SCM but shrinks its eigenvalues toward its grand mean. In this paper, a more general…

Methodology · Statistics 2020-02-13 Esa Ollila , Daniel P. Palomar , Frederic Pascal

The methodology of community detection can be divided into two principles: imposing a network model on a given graph, or optimizing a designed objective function. The former provides guarantees on theoretical detectability but falls short…

Machine Learning · Statistics 2017-10-06 Pin-Yu Chen , Lingfei Wu

Multivariate time series forecasting is a challenging task because the data involves a mixture of long- and short-term patterns, with dynamic spatio-temporal dependencies among variables. Existing graph neural networks (GNN) typically model…

Machine Learning · Computer Science 2021-12-08 Zhuoling Li , Gaowei Zhang , Lingyu Xu , Jie Yu

Structural search and feature extraction are a central subject in modern materials design, the efficiency of which is currently limited, but can be potentially boosted by machine learning (ML). Here, we develop an ML-based…

Materials Science · Physics 2023-02-08 Chuannan Li , Hanpu Liang , Xie Zhang , Zijing Lin , Su-Huai Wei

Crystal graph neural networks predict materials properties by propagating information through local atomic environments. In conventional crystal graph convolutional neural networks (CGCNNs), this propagation depth is increased by stacking…

Materials Science · Physics 2026-05-18 Satadeep Bhattacharjee

This paper considers a novel problem, bi-level graphical modeling, in which multiple individual graphical models can be considered as variants of a common group-level graphical model and inference of both the group- and individual-level…

Methodology · Statistics 2021-08-12 Lin Zhang , Andrew DiLernia , Karina Quevedo , Jazmin Camchong , Kelvin Lim , Wei Pan1

Generative Adversarial Networks (GANs) have the capability of synthesizing images, which have been successfully applied to medical image synthesis tasks. However, most of existing methods merely consider the global contextual information…

Computer Vision and Pattern Recognition · Computer Science 2019-08-14 Tianyang Zhang , Huazhu Fu , Yitian Zhao , Jun Cheng , Mengjie Guo , Zaiwang Gu , Bing Yang , Yuting Xiao , Shenghua Gao , Jiang Liu

Graphical models are widely used in science to represent joint probability distributions with an underlying conditional dependence structure. The inverse problem of learning a discrete graphical model given i.i.d samples from its joint…

Machine Learning · Computer Science 2020-12-24 Abhijith J. , Andrey Y. Lokhov , Sidhant Misra , Marc Vuffray

Stein's paradox holds considerable sway in high-dimensional statistics, highlighting that the sample mean, traditionally considered the de facto estimator, might not be the most efficacious in higher dimensions. To address this, the…

Computer Vision and Pattern Recognition · Computer Science 2023-12-04 Seyedalireza Khoshsirat , Chandra Kambhamettu

Estimating the probabilities of linkages in a network has gained increasing interest in recent years. One popular model for network analysis is the exchangeable graph model (ExGM) characterized by a two-dimensional function known as a…

Methodology · Statistics 2018-09-05 Yi Su , Raymond K. W. Wong , Thomas C. M. Lee

Longitudinal item response data are common in social science, educational science, and psychology, among other disciplines. Studying the time-varying relationships between items is crucial for educational assessment or designing marketing…

Methodology · Statistics 2021-10-26 Jaewoo Park , Yeseul Jeon , Minsuk Shin , Minjeong Jeon , Ick Hoon Jin

We consider the joint inference of regression coefficients and the inverse covariance matrix for covariates in high-dimensional probit regression, where the predictors are both relevant to the binary response and functionally related to one…

Methodology · Statistics 2022-03-15 Xuan Cao , Kyoungjae Lee

We propose a new prediction method for multivariate linear regression problems where the number of features is less than the sample size but the number of outcomes is extremely large. Many popular procedures, such as penalized regression…

Methodology · Statistics 2021-04-20 Yihe Wang , Sihai Dave Zhao

We propose GrainGNN, a surrogate model for the evolution of polycrystalline grain structure under rapid solidification conditions in metal additive manufacturing. High fidelity simulations of solidification microstructures are typically…

Computational Engineering, Finance, and Science · Computer Science 2024-02-02 Yigong Qin , Stephen DeWitt , Balasubramaniam Radhakrishnan , George Biros

Graph Neural Networks (GNNs) are a predominant method for graph representation learning. However, beyond subgraph frequency estimation, their application to network motif significance-profile (SP) prediction remains under-explored, with no…

Machine Learning · Computer Science 2025-07-11 Pedro C. Vieira , Miguel E. P. Silva , Pedro Manuel Pinto Ribeiro

An efficient structural identifiability analysis algorithm is developed in this study for a broad range of network structures. The proposed method adopts the Wright's path coefficient method to generate identifiability equations in forms of…

Molecular Networks · Quantitative Biology 2017-08-25 Yulin Wang , Na Lu , Hongyu Miao

We address a classical problem in statistics: adding two-way interaction terms to a regression model. As the covariate dimension increases quadratically, we develop an estimator that adapts well to this increase, while providing accurate…

Methodology · Statistics 2023-09-26 Mark A. van de Wiel , Matteo Amestoy , Jeroen Hoogland