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pro vyhledávání: '"62h12"'
Autor:
Serneels, Sven
A method is introduced to perform simultaneous sparse dimension reduction on two blocks of variables. Beyond dimension reduction, it also yields an estimator for multivariate regression with the capability to intrinsically deselect uninformative vari
Externí odkaz:
http://arxiv.org/abs/2411.17859
Autor:
Principato, Guillaume, Amara-Ouali, Yvenn, Goude, Yannig, Hamrouche, Bachir, Poggi, Jean-Michel, Stoltz, Gilles
Reconciliation has become an essential tool in multivariate point forecasting for hierarchical time series. However, there is still a lack of understanding of the theoretical properties of probabilistic Forecast Reconciliation techniques. Meanwhile,
Externí odkaz:
http://arxiv.org/abs/2411.13479
Hierarchical Archimedean copulas (HACs) are multivariate uniform distributions constructed by nesting Archimedean copulas into one another, and provide a flexible approach to modeling non-exchangeable data. However, this flexibility in the model stru
Externí odkaz:
http://arxiv.org/abs/2411.10615
Autor:
Häusler, Erich, Luschgy, Harald
We establish several features of the stationary solution of purely explosive autoregressions of order d based on nonstandard initial values.
Externí odkaz:
http://arxiv.org/abs/2411.04603
Autor:
Stepanova, Natalia, Turcicova, Marie
We observe an unknown regression function of $d$ variables $f(\boldsymbol{t})$, $\boldsymbol{t} \in[0,1]^d$, in the Gaussian white noise model of intensity $\varepsilon>0$. We assume that the function $f$ is regular and that it is a sum of $k$-variat
Externí odkaz:
http://arxiv.org/abs/2411.04320
Autor:
Pebes-Trujillo, Miguel R., Shenhar, Itamar, Harikumar, Aravind, Herrmann, Ittai, Moshelion, Menachem, Ng, Kee Woei, Gavish, Matan
We present a probabilistic ranking model to identify the optimal treatment in multiple-response experiments. In contemporary practice, treatments are applied over individuals with the goal of achieving multiple ideal properties on them simultaneously
Externí odkaz:
http://arxiv.org/abs/2410.17604
Modeling the complex relationships between multiple categorical response variables as a function of predictors is a fundamental task in the analysis of categorical data. However, existing methods can be difficult to interpret and may lack flexibility
Externí odkaz:
http://arxiv.org/abs/2410.04356
We examine a special case of the multilevel factor model, with covariance given by multilevel low rank (MLR) matrix~\cite{parshakova2023factor}. We develop a novel, fast implementation of the expectation-maximization (EM) algorithm, tailored for mult
Externí odkaz:
http://arxiv.org/abs/2409.12067
Autor:
Butsch, Lucas, Fasen-Hartmann, Vicky
In multivariate extreme value analysis, the estimation of the dependence structure in extremes is a challenging task, especially in the context of high-dimensional data. Therefore, a common approach is to reduce the model dimension by considering onl
Externí odkaz:
http://arxiv.org/abs/2409.10174
Autor:
Ryan, Victor, Derumigny, Alexis
Elliptical distributions are a simple and flexible class of distributions that depend on a one-dimensional function, called the density generator. In this article, we study the non-parametric estimator of this generator that was introduced by Liebsch
Externí odkaz:
http://arxiv.org/abs/2408.17087