相关论文: Two-step estimators of high dimensional correlatio…

We consider machine learning techniques to develop low-latency approximate solutions to a class of inverse problems. More precisely, we use a probabilistic approach for the problem of recovering sparse stochastic signals that are members of…

We construct a novel class of stochastic blockmodels using Bayesian nonparametric mixtures. These model allows us to jointly estimate the structure of multiple networks and explicitly compare the community structures underlying them, while…

Robustly determining the optimal number of clusters in a data set is an essential factor in a wide range of applications. Cluster enumeration becomes challenging when the true underlying structure in the observed data is corrupted by…

Clustering is one of the most widely used procedures in the analysis of microarray data, for example with the goal of discovering cancer subtypes based on observed heterogeneity of genetic marks between different tissues. It is well-known…

We consider estimating the parametric components of semi-parametric multiple index models in a high-dimensional and non-Gaussian setting. Such models form a rich class of non-linear models with applications to signal processing, machine…

This paper is devoted to the problem of sampling Gaussian fields in high dimension. Solutions exist for two specific structures of inverse covariance : sparse and circulant. The proposed approach is valid in a more general case and…

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…

We consider Markov chain Monte Carlo (MCMC) algorithms for Bayesian high-dimensional regression with continuous shrinkage priors. A common challenge with these algorithms is the choice of the number of iterations to perform. This is…

We derive an efficient method to perform clustering of nodes in Gaussian graphical models directly from sample data. Nodes are clustered based on the similarity of their network neighborhoods, with edge weights defined by partial…

We propose a two-step estimating procedure for generalized additive partially linear models with clustered data using estimating equations. Our proposed method applies to the case that the number of observations per cluster is allowed to…

Cross-validation is a standard tool for obtaining a honest assessment of the performance of a prediction model. The commonly used version repeatedly splits data, trains the prediction model on the training set, evaluates the model…

Doubly intractable models are encountered in a number of fields, e.g. social networks, ecology and epidemiology. Inference for such models requires the evaluation of a likelihood function, whose normalising factor depends on the model…

Motivated by theoretical advancements in dimensionality reduction techniques we use a recent model, called Block Markov Chains, to conduct a practical study of clustering in real-world sequential data. Clustering algorithms for Block Markov…

The stochastic block model is a popular tool for detecting community structures in network data. Detecting the difference between two community structures is an important issue for stochastic block models. However, the two-sample test has…

Mixed linear regression (MLR) has attracted increasing attention because of its great theoretical and practical importance in capturing nonlinear relationships by utilizing a mixture of linear regression sub-models. Although considerable…

In this work, we establish some stochastic comparison results for multivariate skew-elliptical random vectors. These multivariate stochastic comparisons involve Hessian and increasing-Hessian orderings as well as many of their special…

Clustering is a widely used technique with a long and rich history in a variety of areas. However, most existing algorithms do not scale well to large datasets, or are missing theoretical guarantees of convergence. This paper introduces a…

Fine stratification is a popular design as it permits the stratification to be carried out to the fullest possible extent. Some examples include the Current Population Survey and National Crime Victimization Survey both conducted by the…

In many modern applications, there is interest in analyzing enormous data sets that cannot be easily moved across computers or loaded into memory on a single computer. In such settings, it is very common to be interested in clustering.…

We present a kernel-independent method that applies hierarchical matrices to the problem of maximum likelihood estimation for Gaussian processes. The proposed approximation provides natural and scalable stochastic estimators for its…