相关论文: Direct estimation and inference of higher-level co…

We present `latentcor`, an R package for correlation estimation from data with mixed variable types. Mixed variables types, including continuous, binary, ordinal, zero-inflated, or truncated data are routinely collected in many areas of…

Discovering a correlation from one variable to another variable is of fundamental scientific and practical interest. While existing correlation measures are suitable for discovering average correlation, they fail to discover hidden or…

Connectivity estimation is challenging in the context of high-dimensional data. A useful preprocessing step is to group variables into clusters, however, it is not always clear how to do so from the perspective of connectivity estimation.…

Unbiased, label-free proteomics is becoming a powerful technique for measuring protein expression in almost any biological sample. The output of these measurements after preprocessing is a collection of features and their associated…

Factor analysis is a widely used statistical tool in many scientific disciplines, such as psychology, economics, and sociology. As observations linked by networks become increasingly common, incorporating network structures into factor…

Latent Gaussian copula models provide a powerful means to perform multi-view data integration since these models can seamlessly express dependencies between mixed variable types (binary, continuous, zero-inflated) via latent Gaussian…

Biomarker discovery and gene ranking is a standard task in genomic high throughput analysis. Typically, the ordering of markers is based on a stabilized variant of the t-score, such as the moderated t or the SAM statistic. However, these…

Correlation among the observations in high-dimensional regression modeling can be a major source of confounding. We present a new open-source package, plmmr, to implement penalized linear mixed models in R. This R package estimates…

The estimation of the correlation between time series is often hampered by the asynchronicity of the signals. Cumulating data within a time window suppresses this source of noise but weakens the statistics. We present a method to estimate…

Regression analysis of correlated data, where multiple correlated responses are recorded on the same unit, is ubiquitous in many scientific areas. With the advent of new technologies, in particular high-throughput omics profiling assays,…

The problem of detecting correlations from samples of a high-dimensional Gaussian vector has recently received a lot of attention. In most existing work, detection procedures are provided with a full sample. However, following common wisdom…

The standard methods for detecting differential gene expression are mostly designed for analyzing a single gene expression experiment. When data from multiple related gene expression studies are available, separately analyzing each study is…

We propose a new method for multivariate response regression and covariance estimation when elements of the response vector are of mixed types, for example some continuous and some discrete. Our method is based on a model which assumes the…

Estimating time-varying correlation matrices is challenging because existing methods may adapt slowly to structural changes, impose insufficient regularization, or produce diffuse posterior uncertainty. In moderate dimensions, an additional…

Stepped-wedge designs are increasingly used in randomized experiments to accommodate logistical and ethical constraints by staggering treatment roll-out over time. Despite their popularity, existing analytical methods largely rely on…

Latent or unobserved phenomena pose a significant difficulty in data analysis as they induce complicated and confounding dependencies among a collection of observed variables. Factor analysis is a prominent multivariate statistical modeling…

A simple method is proposed to estimate the instantaneous correlations between state variables in a hybrid system from the empirical correlations between observable market quantities such as spot rate, stock price and implied volatility.…

Factor Analysis has traditionally been utilized across diverse disciplines to extrapolate latent traits that influence the behavior of multivariate observed variables. Historically, the focus has been on analyzing data from a single study,…

Motivated by differential co-expression analysis in genomics, we consider in this paper estimation and testing of high-dimensional differential correlation matrices. An adaptive thresholding procedure is introduced and theoretical…

We consider linear structural equation models with explicitly modelled latent variables. In such models, observed and latent variables solve linear equations including stochastic noise terms. The goal of our work is to identify the direct…