相关论文: Dynamic Large Spatial Covariance Matrix Estimation…

Linear regression models depend directly on the design matrix and its properties. Techniques that efficiently estimate model coefficients by partitioning rows of the design matrix are increasingly popular for large-scale problems because…

In this work, we propose a deep learning-based method to perform semiparametric regression analysis for spatially dependent data. To be specific, we use a sparsely connected deep neural network with rectified linear unit (ReLU) activation…

Fine resolution estimates of demographic and socioeconomic attributes are crucial for planning and policy development. While several efforts have been made to produce fine-scale gridded population estimates, socioeconomic features are…

With a large number of baseline covariates, we propose a new semi-parametric modeling strategy for heterogeneous treatment effect estimation and individualized treatment selection, which are two major goals in personalized medicine. We…

In recent years, data dimensionality has increasingly become a concern, leading to many parameter and dimension reduction techniques being proposed in the literature. A parameter-wise co-clustering model, for data modelled via continuous…

We consider the problem of modeling the dependence among many time series. We build high dimensional time-varying copula models by combining pair-copula constructions (PCC) with stochastic autoregressive copula (SCAR) models to capture…

Subspace clustering has become widely adopted for the unsupervised analysis of hyperspectral images (HSIs). Recent model-aware deep subspace clustering methods often use a two-stage framework, involving the calculation of a…

This work proposes an efficient, robust adaptive beamforming technique to deal with steering vector (SV) estimation mismatches and data covariance matrix reconstruction problems. In particular, the direction-of-arrival(DoA) of interfering…

This paper develops a simple two-stage variational Bayesian algorithm to estimate panel spatial autoregressive models, where N, the number of cross-sectional units, is much larger than T, the number of time periods without restricting the…

The conditional extremes (CE) framework has proven useful for analysing the joint tail behaviour of random vectors. However, when applied across many locations or variables, it can be difficult to interpret or compare the resulting extremal…

High-dimensional vector autoregressive (VAR) models provide a flexible framework for characterizing dynamic dependence in multivariate spatio-temporal systems, but their unrestricted estimation becomes infeasible when multiple variables are…

Covariance matrices are important tools for obtaining reliable parameter constraints. Advancements in cosmological surveys lead to larger data vectors and, consequently, increasingly complex covariance matrices, whose number of elements…

Multivariate geostatistics is based on modelling all covariances between all possible combinations of two or more variables at any sets of locations in a continuously indexed domain. Multivariate spatial covariance models need to be built…

We consider the problem of estimating high-dimensional covariance matrices of $K$-populations or classes in the setting where the sample sizes are comparable to the data dimension. We propose estimating each class covariance matrix as a…

In this paper, we propose a novel Spatial Balance Attention block for spatiotemporal forecasting. To strike a balance between obeying spatial proximity and capturing global correlation, we partition the spatial graph into a set of subgraphs…

Structural Equation Modeling (SEM) or Covariance Structure Analysis (CSA) is a versatile and powerful method in the social and behavioral sciences, providing a framework for modeling complex relationships, testing mediation, accounting for…

Large-scale association analysis between multivariate responses and predictors is of great practical importance, as exemplified by modern business applications including social media marketing and crisis management. Despite the rapid…

We consider the inference problem for high-dimensional linear models, when covariates have an underlying spatial organization reflected in their correlation. A typical example of such a setting is high-resolution imaging, in which…

Clustered standard errors and approximate randomization tests are popular inference methods that allow for dependence within observations. However, they require researchers to know the cluster structure ex ante. We propose a procedure to…

Accurate land cover segmentation of spectral images is challenging and has drawn widespread attention in remote sensing due to its inherent complexity. Although significant efforts have been made for developing a variety of methods, most of…