相关论文: Enhancing the Tensor Normal via Geometrically Para…

In spite of the recent surge of interest in quantile regression, joint estimation of linear quantile planes remains a great challenge in statistics and econometrics. We propose a novel parametrization that characterizes any collection of…

We provide more technical details about the HLIBCov package, which is using parallel hierarchical ($\H$-) matrices to identify unknown parameters of the covariance function (variance, smoothness, and covariance length). These parameters are…

Tucker tensor decomposition offers a more effective representation for multiway data compared to the widely used PARAFAC model. However, its flexibility brings the challenge of selecting the appropriate latent multi-rank. To overcome the…

Higher-rank Minkowski valuations are efficient means for describing the geometry and connectivity of spatial patterns. We show how to extend the framework of the scalar Minkowski valuations to vector- and tensor-valued measures. The…

This paper introduces a general framework of Semi-parametric TEnsor Factor Analysis (STEFA) that focuses on the methodology and theory of low-rank tensor decomposition with auxiliary covariates. Semi-parametric TEnsor Factor Analysis models…

Gaussian graphical models, where it is assumed that the variables of interest jointly follow a multivariate normal distribution with a sparse precision matrix, have been used to study intrinsic dependence among variables, but the normality…

We develop a factor analysis for mixed continuous and binary observed variables. To this end, we utilized a recently developed multivariate probability distribution for mixed-type random variables, the Gaussian-Grassmann distribution. In…

Three-way data structures, characterized by three entities, the units, the variables and the occasions, are frequent in biological studies. In RNA sequencing, three-way data structures are obtained when high-throughput transcriptome…

Probabilistic approaches for tensor factorization aim to extract meaningful structure from incomplete data by postulating low rank constraints. Recently, variational Bayesian (VB) inference techniques have successfully been applied to large…

Structural equation modeling (SEM) is a prevalent approach for studying constructs.Traditionally, these constructs are modeled as reflectively measured latent variables - common factors that account for the variance-covariance structure of…

A linear structural equation model relates random variables of interest and corresponding Gaussian noise terms via a linear equation system. Each such model can be represented by a mixed graph in which directed edges encode the linear…

The perturbative expansion of tensorial field theories in Feynman graphs can be interpreted as weighted generating series of some piecewise linear varieties. This simple fact establishes a link between two a priori distinct fields: the…

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…

We consider the problem of flexible modeling of higher order Markov chains when an upper bound on the order of the chain is known but the true order and nature of the serial dependence are unknown. We propose Bayesian nonparametric…

We propose a combined model, which integrates the latent factor model and the logistic regression model, for the citation network. It is noticed that neither a latent factor model nor a logistic regression model alone is sufficient to…

Factor analysis is a statistical technique that explains correlations among observed random variables with the help of a smaller number of unobserved factors. In traditional full factor analysis, each observed variable is influenced by…

In this paper, we want to find out the determining factors of Chernoff information in distinguishing a set of Gaussian graphs. We find that Chernoff information of two Gaussian graphs can be determined by the generalized eigenvalues of…

The covariance structure of multivariate functional data can be highly complex, especially if the multivariate dimension is large, making extensions of statistical methods for standard multivariate data to the functional data setting…

The multivariate normal linear model is one of the most widely employed models for statistical inference in applied research. Special cases include (multivariate) t testing, (M)AN(C)OVA, (multivariate) multiple regression, and repeated…

The vast majority of current machine learning algorithms are designed to predict single responses or a vector of responses, yet many types of response are more naturally organized as matrices or higher-order tensor objects where…