English
Related papers

Related papers: Analyzing Functional Data with a Mixture of Covari…

200 papers

Discrimination between non-stationarity and long-range dependency is a difficult and long-standing issue in modelling financial time series. This paper uses an adaptive spectral technique which jointly models the non-stationarity and…

Statistical Finance · Quantitative Finance 2019-02-12 Nick James , Roman Marchant , Richard Gerlach , Sally Cripps

Graph embedding based on random-walks supports effective solutions for many graph-related downstream tasks. However, the abundance of embedding literature has made it increasingly difficult to compare existing methods and to identify…

Machine Learning · Computer Science 2021-10-26 Zexi Huang , Arlei Silva , Ambuj Singh

Discovering causal relationship using multivariate functional data has received a significant amount of attention very recently. In this article, we introduce a functional linear structural equation model for causal structure learning when…

Methodology · Statistics 2023-11-01 Saptarshi Roy , Raymond K. W. Wong , Yang Ni

The past few years have witnessed increasing research interest on covariance-based feature representation. A variety of methods have been proposed to boost its efficacy, with some recent ones resorting to nonlinear kernel technique. Noting…

Computer Vision and Pattern Recognition · Computer Science 2016-11-29 Jianjia Zhang , Lei Wang , Luping Zhou , Wanqing Li

In the era of big data, integrating multi-source functional data to extract a subspace that captures the shared subspace across sources has attracted considerable attention. In practice, data collection procedures often follow…

Methodology · Statistics 2025-10-16 Chi Zhang , Peijun Sang , Yingli Qin

The paper introduces a general framework for statistical analysis of functional time series from a Bayesian perspective. The proposed approach, based on an extension of the popular dynamic linear model to Banach-space valued observations…

Methodology · Statistics 2013-12-02 Giovanni Petris

We propose a Bayesian modeling framework for jointly analyzing multiple functional responses of different types (e.g. binary and continuous data). Our approach is based on a multivariate latent Gaussian process and models the dependence…

Methodology · Statistics 2016-01-12 Beth A. Tidemann-Miller , Brian J. Reich , Ana-Maria Staicu

This paper introduces a novel mixture model-based approach for simultaneous clustering and optimal segmentation of functional data which are curves presenting regime changes. The proposed model consists in a finite mixture of piecewise…

Methodology · Statistics 2014-05-02 Faicel Chamroukhi

In this paper, we study a smoothness regularization method for a varying coefficient model based on sparse and irregularly sampled functional data which is contaminated with some measurement errors. We estimate the one-dimensional…

Methodology · Statistics 2017-11-28 Behdad Mostafaiy

Shape-constrained functional data encompass a wide array of application fields, such as activity profiling, growth curves, healthcare and mortality. Most existing methods for general functional data analysis often ignore that such data are…

Methodology · Statistics 2024-08-13 Poorbita Kundu , Hans-Georg Müller

Retrieving cohesive subgraphs in networks is a fundamental problem in social network analysis and graph data management. These subgraphs can be used for marketing strategies or recommendation systems. Despite the introduction of numerous…

Social and Information Networks · Computer Science 2025-07-16 Dahee Kim , Song Kim , Jeongseon Kim , Junghoon Kim , Kaiyu Feng , Sungsu Lim , Jungeun Kim

Clustering analysis of functional data, which comprises observations that evolve continuously over time or space, has gained increasing attention across various scientific disciplines. Practical applications often involve functional data…

Methodology · Statistics 2024-06-19 Tingyu Zhu , Lan Xue , Carmen Tekwe , Keith Diaz , Mark Benden , Roger Zoh

In this paper, we propose an information-theoretic approach to design the functional representations to extract the hidden common structure shared by a set of random variables. The main idea is to measure the common information between the…

Information Theory · Computer Science 2021-09-15 Shao-Lun Huang , Xiangxiang Xu , Lizhong Zheng

Recently, there has been increased interest in fusing multimodal imaging to better understand brain organization. Specifically, accounting for knowledge of anatomical pathways connecting brain regions should lead to desirable outcomes such…

Applications · Statistics 2018-03-02 Ixavier A. Higgins , Suprateek Kundu , Ying Guo

We propose an estimation approach to analyse correlated functional data which are observed on unequal grids or even sparsely. The model we use is a functional linear mixed model, a functional analogue of the linear mixed model. Estimation…

Methodology · Statistics 2015-08-10 Jona Cederbaum , Marianne Pouplier , Phil Hoole , Sonja Greven

Traditional hidden Markov models have been a useful tool to understand and model stochastic dynamic data; in the case of non-Gaussian data, models such as mixture of Gaussian hidden Markov models can be used. However, these suffer from the…

Machine Learning · Statistics 2023-05-16 Carlos Puerto-Santana , Concha Bielza , Pedro Larrañaga , Gustav Eje Henter

Gaussian graphical models typically assume a homogeneous structure across all subjects, which is often restrictive in applications. In this article, we propose a weighted pseudo-likelihood approach for graphical modeling which allows…

Methodology · Statistics 2023-03-17 Sutanoy Dasgupta , Peng Zhao , Jacob Helwig , Prasenjit Ghosh , Debdeep Pati , Bani K. Mallick

Predictive dynamical models for marine ecosystems are used for a variety of needs. Due to sparse measurements and limited understanding of the myriad of ocean processes, there is however significant uncertainty. There is model uncertainty…

Computational Engineering, Finance, and Science · Computer Science 2023-06-06 Abhinav Gupta , Pierre F. J. Lermusiaux

Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a…

Machine Learning · Statistics 2015-11-25 Leo L. Duan , Xia Wang , Rhonda D. Szczesniak

Untargeted metabolomics based on liquid chromatography-mass spectrometry technology is quickly gaining widespread application given its ability to depict the global metabolic pattern in biological samples. However, the data is noisy and…

Methodology · Statistics 2026-03-24 Guoxuan Ma , Jian Kang , Tianwei Yu