相关论文: Convex estimation of Gaussian graphical regression…
High-dimensional matrix regression has been studied in various aspects, such as statistical properties, computational efficiency and application to specific instances including multivariate regression, system identification and matrix…
Computer experiments involving both qualitative and quantitative (QQ) factors have attracted increasing attention. Gaussian process (GP) models have proven effective in this context by choosing specialized covariance functions for QQ…
We propose a flexible yet interpretable model for high-dimensional data with time-varying second order statistics, motivated and applied to functional neuroimaging data. Motivated by the neuroscience literature, we factorize the covariances…
Generalized cross-validation (GCV) is a widely-used method for estimating the squared out-of-sample prediction risk that employs a scalar degrees of freedom adjustment (in a multiplicative sense) to the squared training error. In this…
This paper investigates Gaussian copula mixture models (GCMM), which are an extension of Gaussian mixture models (GMM) that incorporate copula concepts. The paper presents the mathematical definition of GCMM and explores the properties of…
We introduce a novel Bayesian approach for both covariate selection and sparse precision matrix estimation in the context of high-dimensional Gaussian graphical models involving multiple responses. Our approach provides a sparse estimation…
This paper presents a new variable selection approach integrated with Gaussian process (GP) regression. We consider a sparse projection of input variables and a general stationary covariance model that depends on the Euclidean distance…
In this article, we propose a new method for calculating the mixed correlation coefficient (Pearson, polyserial and polychoric) matrix and its covariance matrix based on the GMM framework. We build moment equations for each coefficient and…
This paper proposes a penalized composite likelihood method for model selection in colored graphical Gaussian models. The method provides a sparse and symmetry-constrained estimator of the precision matrix, and thus conducts model selection…
Distributed Gaussian process (DGP) is a popular approach to scale GP to big data which divides the training data into some subsets, performs local inference for each partition, and aggregates the results to acquire global prediction. To…
In multivariate statistics, the question of finding direct interactions can be formulated as a problem of network inference - or network reconstruction - for which the Gaussian graphical model (GGM) provides a canonical framework.…
Recently it has become popular to learn sparse Gaussian graphical models (GGMs) by imposing l1 or group l1,2 penalties on the elements of the precision matrix. Thispenalized likelihood approach results in a tractable convex optimization…
Fitting a graphical model to a collection of random variables given sample observations is a challenging task if the observed variables are influenced by latent variables, which can induce significant confounding statistical dependencies…
Generalized linear mixed-effects models (GLMMs) are widely used to analyze grouped and hierarchical data. In a GLMM, each response is assumed to follow an exponential-family distribution where the natural parameter is given by a linear…
A common goal in observational research is to estimate marginal causal effects in the presence of confounding variables. One solution to this problem is to use the covariate distribution to weight the outcomes such that the data appear…
The Gaussian graphical model (GGM) has become a popular tool for analyzing networks of psychological variables. In a recent paper in this journal, Forbes, Wright, Markon, and Krueger (FWMK) voiced the concern that GGMs that are estimated…
We study high-dimensional convex empirical risk minimization (ERM) under general non-Gaussian data designs. By heuristically extending the Convex Gaussian Min-Max Theorem (CGMT) to non-Gaussian settings, we derive an asymptotic min-max…
Graphical models are widely used in diverse application domains to model the conditional dependencies amongst a collection of random variables. In this paper, we consider settings where the graph structure is covariate-dependent, and…
We consider the problem of estimating differences in two Gaussian graphical models (GGMs) which are known to have similar structure. The GGM structure is encoded in its precision (inverse covariance) matrix. In many applications one is…
Gaussian graphical models are widely utilized to infer and visualize networks of dependencies between continuous variables. However, inferring the graph is difficult when the sample size is small compared to the number of variables. To…