Open Access. Powered by Scholars. Published by Universities.®
Articles 1 - 2 of 2
Full-Text Articles in Multivariate Analysis
Generalized Matrix Decomposition Regression: Estimation And Inference For Two-Way Structured Data, Yue Wang, Ali Shojaie, Tim Randolph, Jing Ma
Generalized Matrix Decomposition Regression: Estimation And Inference For Two-Way Structured Data, Yue Wang, Ali Shojaie, Tim Randolph, Jing Ma
UW Biostatistics Working Paper Series
Analysis of two-way structured data, i.e., data with structures among both variables and samples, is becoming increasingly common in ecology, biology and neuro-science. Classical dimension-reduction tools, such as the singular value decomposition (SVD), may perform poorly for two-way structured data. The generalized matrix decomposition (GMD, Allen et al., 2014) extends the SVD to two-way structured data and thus constructs singular vectors that account for both structures. While the GMD is a useful dimension-reduction tool for exploratory analysis of two-way structured data, it is unsupervised and cannot be used to assess the association between such data and an outcome of interest. …
Statistical Inference For Networks Of High-Dimensional Point Processes, Xu Wang, Mladen Kolar, Ali Shojaie
Statistical Inference For Networks Of High-Dimensional Point Processes, Xu Wang, Mladen Kolar, Ali Shojaie
UW Biostatistics Working Paper Series
Fueled in part by recent applications in neuroscience, high-dimensional Hawkes process have become a popular tool for modeling the network of interactions among multivariate point process data. While evaluating the uncertainty of the network estimates is critical in scientific applications, existing methodological and theoretical work have only focused on estimation. To bridge this gap, this paper proposes a high-dimensional statistical inference procedure with theoretical guarantees for multivariate Hawkes process. Key to this inference procedure is a new concentration inequality on the first- and second-order statistics for integrated stochastic processes, which summarizes the entire history of the process. We apply this …