Zobrazeno 1 - 10
of 64
pro vyhledávání: '"Oh, Sang-Yun"'
Recently, a special case of precision matrix estimation based on a distributionally robust optimization (DRO) framework has been shown to be equivalent to the graphical lasso. From this formulation, a method for choosing the regularization term, i.e.
Externí odkaz:
http://arxiv.org/abs/2201.12441
Gaussian Graphical models (GGM) are widely used to estimate the network structures in many applications ranging from biology to finance. In practice, data is often corrupted by latent confounders which biases inference of the underlying true graphica
Externí odkaz:
http://arxiv.org/abs/2105.06600
Publikováno v:
In Journal of Multivariate Analysis November 2023 198
Factor modeling of asset returns has been a dominant practice in investment science since the introduction of the Capital Asset Pricing Model (CAPM) and the Arbitrage Pricing Theory (APT). The factors, which account for the systematic risk, are eithe
Externí odkaz:
http://arxiv.org/abs/2010.13245
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 challenging. For
Externí odkaz:
http://arxiv.org/abs/1910.03134
Autor:
Marshall, Christian R., Merico, Daniele, Thiruvahindrapuram, Bhooma, Wang, Zhouzhi, Scherer, Stephen W., Howrigan, Daniel P, Ripke, Stephan, Bulik-Sullivan, Brendan, Farh, Kai-How, Fromer, Menachem, Goldstein, Jacqueline I., Huang, Hailiang, Lee, Phil, Daly, Mark J., Neale, Benjamin M., Belliveau, Richard A., Jr., Bergen, Sarah E., Bevilacqua, Elizabeth, Chambert, Kimberley D., O'Dushlaine, Colm, Scolnick, Edward M., Smoller, Jordan W., Moran, Jennifer L., Palotie, Aarno, Petryshen, Tracey L., Wu, Wenting, Greer, Douglas S., Antaki, Danny, Shetty, Aniket, Gujral, Madhusudan, Brandler, William M., Malhotra, Dheeraj, Fuentes Fajarado, Karin V., Maile, Michelle S., Holmans, Peter A., Carrera, Noa, Craddock, Nick, Escott-Price, Valentina, Georgieva, Lyudmila, Hamshere, Marian L., Kavanagh, David, Legge, Sophie E., Pocklington, Andrew J., Richards, Alexander L., Ruderfer, Douglas M., Williams, Nigel M., Kirov, George, Owen, Michael J., Pinto, Dalila, Cai, Guiqing, Davis, Kenneth L., Drapeau, Elodie, Friedman, Joseph I, Haroutunian, Vahram, Parkhomenko, Elena, Reichenberg, Abraham, Silverman, Jeremy M., Buxbaum, Joseph D., Domenici, Enrico, Agartz, Ingrid, Djurovic, Srdjan, Mattingsdal, Morten, Melle, Ingrid, Andreassen, Ole A., Jönsson, Erik G., Söderman, Erik, Albus, Margot, Alexander, Madeline, Laurent, Claudine, Levinson, Douglas F., Amin, Farooq, Atkins, Joshua, Cairns, Murray J., Scott, Rodney J., Tooney, Paul A., Wu, Jing Qin, Bacanu, Silviu A., Bigdeli, Tim B., Reimers, Mark A., Webb, Bradley T., Wolen, Aaron R., Wormley, Brandon K., Kendler, Kenneth S., Riley, Brien P., Kähler, Anna K., Magnusson, Patrik K.E., Hultman, Christina M., Bertalan, Marcelo, Hansen, Thomas, Olsen, Line, Rasmussen, Henrik B., Werge, Thomas, Mattheisen, Manuel, Black, Donald W., Bruggeman, Richard, Buccola, Nancy G., Buckner, Randy L., Roffman, Joshua L., Byerley, William, Cahn, Wiepke, Kahn, René S, Strengman, Eric, Ophoff, Roel A., Carr, Vaughan J., Catts, Stanley V., Henskens, Frans A., Loughland, Carmel M., Michie, Patricia T., Pantelis, Christos, Schall, Ulrich, Jablensky, Assen V., Kelly, Brian J., Campion, Dominique, Cantor, Rita M., Cheng, Wei, Cloninger, C. Robert, Svrakic, Dragan M, Cohen, David, Cormican, Paul, Donohoe, Gary, Morris, Derek W., Corvin, Aiden, Gill, Michael, Crespo-Facorro, Benedicto, Crowley, James J., Farrell, Martilias S., Giusti-Rodríguez, Paola, Kim, Yunjung, Szatkiewicz, Jin P., Williams, Stephanie, Curtis, David, Pimm, Jonathan, Gurling, Hugh, McQuillin, Andrew, Davidson, Michael, Weiser, Mark, Degenhardt, Franziska, Forstner, Andreas J., Herms, Stefan, Hoffmann, Per, Hofman, Andrea, Cichon, Sven, Nöthen, Markus M., Del Favero, Jurgen, DeLisi, Lynn E., McCarley, Robert W., Levy, Deborah L., Mesholam-Gately, Raquelle I., Seidman, Larry J., Dikeos, Dimitris, Papadimitriou, George N., Dinan, Timothy, Duan, Jubao, Sanders, Alan R., Gejman, Pablo V., Gershon, Elliot S., Dudbridge, Frank, Eichhammer, Peter, Eriksson, Johan, Salomaa, Veikko, Essioux, Laurent, Fanous, Ayman H., Knowles, James A., Pato, Michele T., Pato, Carlos N., Frank, Josef, Meier, Sandra, Schulze, Thomas G., Strohmaier, Jana, Witt, Stephanie H., Rietschel, Marcella, Franke, Lude, Karjalainen, Juha, Freedman, Robert, Olincy, Ann, Freimer, Nelson B., Purcell, Shaun M., Roussos, Panos, Stahl, Eli A., Sklar, Pamela, Giegling, Ina, Hartmann, Annette M., Konte, Bettina, Rujescu, Dan, Godard, Stephanie, Hirschhorn, Joel N., Pers, Tune H., Price, Alkes, Esko, Tõnu, Gratten, Jacob, Lee, S. Hong, Visscher, Peter M., Wray, Naomi R., Mowry, Bryan J., de Haan, Lieuwe, Meijer, Carin J., Hansen, Mark, Ikeda, Masashi, Iwata, Nakao, Joa, Inge, Kalaydjieva, Luba, Keller, Matthew C., Kennedy, James L., Zai, Clement C., Knight, Jo, Lerer, Bernard, Liang, Kung-Yee, Lieberman, Jeffrey, Stroup, T. Scott, Lönnqvist, Jouko, Suvisaari, Jaana, Maher, Brion S., Maier, Wolfgang, Mallet, Jacques, McDonald, Colm, McIntosh, Andrew M., Blackwood, Douglas H.R., Metspalu, Andres, Milani, Lili, Milanova, Vihra, Mokrab, Younes, Collier, David A., Müller-Myhsok, Bertram, Murphy, Kieran C., Murray, Robin M., Powell, John, Myin-Germeys, Inez, Van Os, Jim, Nenadic, Igor, Nertney, Deborah A., Nestadt, Gerald, Pulver, Ann E., Nicodemus, Kristin K., Nisenbaum, Laura, Nordin, Annelie, Adolfsson, Rolf, O'Callaghan, Eadbhard, Oh, Sang-Yun, O'Neill, F. Anthony, Paunio, Tiina, Pietiläinen, Olli, Perkins, Diana O., Quested, Digby, Savitz, Adam, Li, Qingqin S., Schwab, Sibylle G., Shi, Jianxin, Spencer, Chris C.A., Thirumalai, Srinivas, Veijola, Juha, Waddington, John, Walsh, Dermot, Wildenauer, Dieter B., Bramon, Elvira, Darvasi, Ariel, Posthuma, Danielle, St. Clair, David, Shanta, Omar, Klein, Marieke, Park, Peter J., Weinberger, Daniel, Moran, John V., Gage, Fred H., Vaccarino, Flora M., Gleeson, Joseph, Mathern, Gary, Courchesne, Eric, Roy, Subhojit, Bizzotto, Sara, Coulter, Michael, Dias, Caroline, D'Gama, Alissa, Ganz, Javier, Hill, Robert, Huang, August Yue, Khoshkhoo, Sattar, Kim, Sonia, Lodato, Michael, Miller, Michael, Borges-Monroy, Rebeca, Rodin, Rachel, Zhou, Zinan, Bohrson, Craig, Chu, Chong, Cortes-Ciriano, Isidro, Dou, Yanmei, Galor, Alon, Gulhan, Doga, Kwon, Minseok, Luquette, Joe, Viswanadham, Vinay, Jones, Attila, Rosenbluh, Chaggai, Cho, Sean, Langmead, Ben, Thorpe, Jeremy, Erwin, Jennifer, Jaffe, Andrew, McConnell, Michael, Narurkar, Rujuta, Paquola, Apua, Shin, Jooheon, Straub, Richard, Abyzov, Alexej, Bae, Taejeong, Jang, Yeongjun, Wang, Yifan, Gage, Fred, Linker, Sara, Reed, Patrick, Wang, Meiyan, Urban, Alexander, Zhou, Bo, Zhu, Xiaowei, Pattni, Reenal, Amero, Aitor Serres, Juan, David, Lobon, Irene, Marques-Bonet, Tomas, Moruno, Manuel Solis, Perez, Raquel Garcia, Povolotskaya, Inna, Soriano, Eduardo, Averbuj, Dan, Ball, Laurel, Breuss, Martin, Yang, Xiaoxu, Chung, Changuk, Emery, Sarah B., Flasch, Diane A., Kidd, Jeffrey M., Kopera, Huira C., Kwan, Kenneth Y., Mills, Ryan E., Moldovan, John B., Sun, Chen, Zhao, Xuefang, Zhou, Weichen, Frisbie, Trenton J., Cherskov, Adriana, Fasching, Liana, Jourdon, Alexandre, Pochareddy, Sirisha, Scuderi, Soraya, Sestan, Nenad, Maury, Eduardo A., Sherman, Maxwell A., Genovese, Giulio, Gilgenast, Thomas G., Kamath, Tushar, Burris, S.J., Rajarajan, Prashanth, Flaherty, Erin, Akbarian, Schahram, Chess, Andrew, McCarroll, Steven A., Loh, Po-Ru, Phillips-Cremins, Jennifer E., Brennand, Kristen J., Macosko, Evan Z., Walters, James T.R., O’Donovan, Michael, Sullivan, Patrick, Sebat, Jonathan, Lee, Eunjung A., Walsh, Christopher A.
Publikováno v:
In Cell Genomics 9 August 2023 3(8)
Autor:
Ripke, Stephan, Neale, Benjamin M., Corvin, Aiden, Walters, James T.R., Farh, Kai-How, Holmans, Peter A., Lee, Phil, Bulik-Sullivan, Brendan, Collier, David A., Huang, Hailiang, Pers, Tune H., Agartz, Ingrid, Agerbo, Esben, Albus, Margot, Alexander, Madeline, Amin, Farooq, Bacanu, Silviu A., Begemann, Martin, Belliveau, Richard A., Jr., Bene, Judit, Bergen, Sarah E., Bevilacqua, Elizabeth, Bigdeli, Tim B., Black, Donald W., Bruggeman, Richard, Buccola, Nancy G., Buckner, Randy L., Byerley, William, Cahn, Wiepke, Cai, Guiqing, Campion, Dominique, Cantor, Rita M., Carr, Vaughan J., Carrera, Noa, Catts, Stanley V., Chambert, Kimberley D., Chan, Raymond C.K., Chan, Ronald Y.L., Chen, Eric Y.H., Cheng, Wei, Cheung, Eric FC., Chong, Siow Ann, Cloninger, C. Robert, Cohen, David, Cohen, Nadine, Cormican, Paul, Craddock, Nick, Crowley, James J., Curtis, David, Davidson, Michael, Davis, Kenneth L., Degenhardt, Franziska, Del Favero, Jurgen, Demontis, Ditte, Dikeos, Dimitris, Dinan, Timothy, Djurovic, Srdjan, Donohoe, Gary, Drapeau, Elodie, Duan, Jubao, Dudbridge, Frank, Durmishi, Naser, Eichhammer, Peter, Eriksson, Johan, Escott-Price, Valentina, Essioux, Laurent, Fanous, Ayman H., Farrell, Martilias S., Frank, Josef, Franke, Lude, Freedman, Robert, Freimer, Nelson B., Friedl, Marion, Friedman, Joseph I., Fromer, Menachem, Genovese, Giulio, Georgieva, Lyudmila, Giegling, Ina, Giusti-Rodríguez, Paola, Godard, Stephanie, Goldstein, Jacqueline I., Golimbet, Vera, Gopal, Srihari, Gratten, Jacob, de Haan, Lieuwe, Hammer, Christian, Hamshere, Marian L., Hansen, Mark, Hansen, Thomas, Haroutunian, Vahram, Hartmann, Annette M., Henskens, Frans A., Herms, Stefan, Hirschhorn, Joel N., Hoffmann, Per, Hofman, Andrea, Hollegaard, Mads V., Hougaard, David M., Ikeda, Masashi, Joa, Inge, Julià, Antonio, Kahn, René S., Kalaydjieva, Luba, Karachanak-Yankova, Sena, Karjalainen, Juha, Kavanagh, David, Keller, Matthew C., Kennedy, James L., Khrunin, Andrey, Kim, Yunjung, Klovins, Janis, Knowles, James A., Konte, Bettina, Kucinskas, Vaidutis, Kucinskiene, Zita Ausrele, Kuzelova-Ptackova, Hana, Kähler, Anna K., Laurent, Claudine, Lee, Jimmy, Lee, S. Hong, Legge, Sophie E., Lerer, Bernard, Li, Miaoxin, Li, Tao, Liang, Kung-Yee, Lieberman, Jeffrey, Limborska, Svetlana, Loughland, Carmel M., Lubinski, Jan, Lönnqvist, Jouko, Macek, Milan, Magnusson, Patrik K.E., Maher, Brion S., Maier, Wolfgang, Mallet, Jacques, Marsal, Sara, Mattheisen, Manuel, Mattingsdal, Morten, McCarley, Robert W., McDonald, Colm, McIntosh, Andrew M., Meier, Sandra, Meijer, Carin J., Melegh, Bela, Melle, Ingrid, Mesholam-Gately, Raquelle I., Metspalu, Andres, Michie, Patricia T., Milani, Lili, Milanova, Vihra, Mokrab, Younes, Morris, Derek W., Mors, Ole, Murphy, Kieran C., Murray, Robin M., Myin-Germeys, Inez, Müller-Myhsok, Bertram, Nelis, Mari, Nenadic, Igor, Nertney, Deborah A., Nestadt, Gerald, Nicodemus, Kristin K., Nikitina-Zake, Liene, Nisenbaum, Laura, Nordin, Annelie, O'Callaghan, Eadbhard, O'Dushlaine, Colm, O'Neill, F. Anthony, Oh, Sang-Yun, Olincy, Ann, Olsen, Line, Van Os, Jim, Pantelis, Christos, Papadimitriou, George N., Papiol, Sergi, Parkhomenko, Elena, Pato, Michele T., Paunio, Tiina, Pejovic-Milovancevic, Milica, Perkins, Diana O., Pietiläinen, Olli, Pimm, Jonathan, Pocklington, Andrew J., Powell, John, Price, Alkes, Pulver, Ann E., Purcell, Shaun M., Quested, Digby, Rasmussen, Henrik B., Reichenberg, Abraham, Reimers, Mark A., Richards, Alexander L., Roffman, Joshua L., Roussos, Panos, Ruderfer, Douglas M., Salomaa, Veikko, Sanders, Alan R., Schall, Ulrich, Schubert, Christian R., Schulze, Thomas G., Schwab, Sibylle G., Scolnick, Edward M., Scott, Rodney J., Seidman, Larry J., Shi, Jianxin, Sigurdsson, Engilbert, Silagadze, Teimuraz, Silverman, Jeremy M., Sim, Kang, Slominsky, Petr, Smoller, Jordan W., So, Hon-Cheong, Spencer, Chris C.A., Stahl, Eli A., Stefansson, Hreinn, Steinberg, Stacy, Stogmann, Elisabeth, Straub, Richard E., Strengman, Eric, Strohmaier, Jana, Stroup, T Scott, Subramaniam, Mythily, Suvisaari, Jaana, Svrakic, Dragan M., Szatkiewicz, Jin P., Söderman, Erik, Thirumalai, Srinivas, Toncheva, Draga, Tosato, Sarah, Veijola, Juha, Waddington, John, Walsh, Dermot, Wang, Dai, Wang, Qiang, Webb, Bradley T., Weiser, Mark, Wildenauer, Dieter B., Williams, Nigel M., Williams, Stephanie, Witt, Stephanie H., Wolen, Aaron R., Wong, Emily H.M., Wormley, Brandon K., Xi, Hualin Simon, Zai, Clement C., Zheng, Xuebin, Zimprich, Fritz, Wray, Naomi R., Stefansson, Kari, Visscher, Peter M., Adolfsson, Rolf, Andreassen, Ole A., Blackwood, Douglas H.R., Bramon, Elvira, Buxbaum, Joseph D., Børglum, Anders D., Cichon, Sven, Darvasi, Ariel, Domenici, Enrico, Ehrenreich, Hannelore, Esko, Tõnu, Gejman, Pablo V., Gill, Michael, Gurling, Hugh, Hultman, Christina M., Iwata, Nakao, Jablensky, Assen V., Jönsson, Erik G., Kendler, Kenneth S., Kirov, George, Knight, Jo, Lencz, Todd, Levinson, Douglas F., Li, Qingqin S., Liu, Jianjun, Malhotra, Anil K., McCarroll, Steven A., McQuillin, Andrew, Moran, Jennifer L., Mortensen, Preben B., Mowry, Bryan J., Nöthen, Markus M., Ophoff, Roel A., Owen, Michael J., Palotie, Aarno, Pato, Carlos N., Petryshen, Tracey L., Posthuma, Danielle, Rietschel, Marcella, Riley, Brien P., Rujescu, Dan, Sham, Pak C., Sklar, Pamela, St Clair, David, Weinberger, Daniel R., Wendland, Jens R., Werge, Thomas, Daly, Mark J., Sullivan, Patrick F., O'Donovan, Michael C., Qin, Shengying, Sawa, Akira, Kahn, Rene, Hong, Kyung Sue, Shi, Wenzhao, Tsuang, Ming, Itokawa, Masanari, Feng, Gang, Glatt, Stephen J., Ma, Xiancang, Tang, Jinsong, Ruan, Yunfeng, Liu, Ruize, Zhu, Feng, Horiuchi, Yasue, Lee, Byung Dae, Joo, Eun-Jeong, Myung, Woojae, Ha, Kyooseob, Won, Hong-Hee, Baek, Ji Hyung, Chung, Young Chul, Kim, Sung-Wan, Kusumawardhani, Agung, Chen, Wei J., Hwu, Hai-Gwo, Hishimoto, Akitoyo, Otsuka, Ikuo, Sora, Ichiro, Toyota, Tomoko, Yoshikawa, Takeo, Kunugi, Hiroshi, Hattori, Kotaro, Ishiwata, Sayuri, Numata, Shusuke, Ohmori, Tetsuro, Arai, Makoto, Ozeki, Yuji, Fujii, Kumiko, Kim, Se Joo, Lee, Heon-Jeong, Ahn, Yong Min, Kim, Se Hyun, Akiyama, Kazufumi, Shimoda, Kazutaka, Kinoshita, Makoto, Hsu, Yu-Han H., Pintacuda, Greta, Nacu, Eugeniu, Kim, April, Tsafou, Kalliopi, Petrossian, Natalie, Crotty, William, Suh, Jung Min, Riseman, Jackson, Martin, Jacqueline M., Biagini, Julia C., Mena, Daya, Ching, Joshua K.T., Malolepsza, Edyta, Li, Taibo, Singh, Tarjinder, Ge, Tian, Egri, Shawn B., Tanenbaum, Benjamin, Stanclift, Caroline R., Apffel, Annie M., Carr, Steven A., Schenone, Monica, Jaffe, Jake, Fornelos, Nadine, Eggan, Kevin C., Lage, Kasper
Publikováno v:
In iScience 19 May 2023 26(5)
Building on a recent framework for distributionally robust optimization, we consider estimation of the inverse covariance matrix for multivariate data. We provide a novel notion of a Wasserstein ambiguity set specifically tailored to this estimation
Externí odkaz:
http://arxiv.org/abs/1905.08975
Autor:
Koanantakool, Penporn, Ali, Alnur, Azad, Ariful, Buluc, Aydin, Morozov, Dmitriy, Oliker, Leonid, Yelick, Katherine, Oh, Sang-Yun
Publikováno v:
Artificial Intelligence and Statistics vol. 84 1376-1386 (2018)
Across a variety of scientific disciplines, sparse inverse covariance estimation is a popular tool for capturing the underlying dependency relationships in multivariate data. Unfortunately, most estimators are not scalable enough to handle the sizes
Externí odkaz:
http://arxiv.org/abs/1710.10769
We introduce PseudoNet, a new pseudolikelihood-based estimator of the inverse covariance matrix, that has a number of useful statistical and computational properties. We show, through detailed experiments with synthetic and also real-world finance as
Externí odkaz:
http://arxiv.org/abs/1606.00033