相关论文: Semiparametric mean and variance joint models with…

This paper introduces a prognostic method called FLASH that addresses the problem of joint modelling of longitudinal data and censored durations when a large number of both longitudinal and time-independent features are available. In the…

Probabilistic survival analysis models seek to estimate the distribution of the future occurrence (time) of an event given a set of covariates. In recent years, these models have preferred nonparametric specifications that avoid directly…

We develop a class of tests for semiparametric vector autoregressive (VAR) models with unspecified innovation densities, based on the recent measure-transportation-based concepts of multivariate {\it center-outward ranks} and {\it signs}.…

Interactions among multiple time series of positive random variables are crucial in diverse financial applications, from spillover effects to volatility interdependence. A popular model in this setting is the vector Multiplicative Error…

Many types of bounded data defined on the unit interval arise naturally as ratios of the form $X/(X + Y)$. In the existing literature, the main statistical models proposed for this type of bounded data typically based on the assumption that…

In the common partially linear single-index model we establish a Bahadur representation for a smoothing spline estimator of all model parameters and use this result to prove the joint weak convergence of the estimator of the index link…

Modal analysis has become an essential tool to understand the coherent structure of complex flows. The classical modal analysis methods, such as dynamic mode decomposition (DMD) and spectral proper orthogonal decomposition (SPOD), rely on a…

In order for clinicians to manage disease progression and make effective decisions about drug dosage, treatment regimens or scheduling follow up appointments, it is necessary to be able to identify both short and long-term trends in…

Given the high incidence of cardio and cerebrovascular diseases (CVD), and its association with morbidity and mortality, its prevention is a major public health issue. A high level of blood pressure is a well-known risk factor for these…

Inference on vertex-aligned graphs is of wide theoretical and practical importance.There are, however, few flexible and tractable statistical models for correlated graphs, and even fewer comprehensive approaches to parametric inference on…

We address the problem of estimating time and frequency shifts of a known waveform in the presence of multiple measurement vectors (MMVs). This problem naturally arises in radar imaging and wireless communications. Specifically, a signal…

In this paper, we propose a new semiparametric regression estimator by using a hybrid technique of a parametric approach and a nonparametric penalized spline method. The overall shape of the true regression function is captured by the…

In modeling multivariate time series, it is important to allow time-varying smoothness in the mean and covariance process. In particular, there may be certain time intervals exhibiting rapid changes and others in which changes are slow. If…

We propose a simple discrete time semi-supervised graph embedding approach to link prediction in dynamic networks. The learned embedding reflects information from both the temporal and cross-sectional network structures, which is performed…

Variable selection naturally arises as a useful subject when faced with data with massive predictor space. In addition to the massive dimensionality, the data may be characterized by intra-subject correlation, and cure fraction, which are…

It has been proposed that complex populations, such as those that arise in genomics studies, may exhibit dependencies among observations as well as among variables. This gives rise to the challenging problem of analyzing unreplicated…

Vector autoregressive (VAR) models are popularly adopted for modelling high-dimensional time series, and their piecewise extensions allow for structural changes in the data. In VAR modelling, the number of parameters grow quadratically with…

We propose a stochastic model predictive control (MPC) framework for linear systems subject to joint-in-time chance constraints under unknown disturbance distributions. Unlike existing approaches that rely on parametric or Gaussian…

Graphical models are commonly used tools for modeling multivariate random variables. While there exist many convenient multivariate distributions such as Gaussian distribution for continuous data, mixed data with the presence of discrete…

This paper proposes a method for semiparametric regression analysis of large-scale data which are distributed over multiple hosts. This enables modeling of nonlinear relationships and both the batch approach, where analysis starts after all…