Advances in statistical modeling of spatial extremes
R Huser, JL Wadsworth - Wiley Interdisciplinary Reviews …, 2022 - Wiley Online Library
The classical modeling of spatial extremes relies on asymptotic models (ie, max‐stable or r‐
Pareto processes) for block maxima or peaks over high thresholds, respectively. However, at …
Pareto processes) for block maxima or peaks over high thresholds, respectively. However, at …
Bayesian conjugacy in probit, tobit, multinomial probit and extensions: a review and new results
ABSTRACT A broad class of models that routinely appear in several fields can be expressed
as partially or fully discretized Gaussian linear regressions. Besides including classical …
as partially or fully discretized Gaussian linear regressions. Besides including classical …
[HTML][HTML] Likelihood approximation with hierarchical matrices for large spatial datasets
The unknown parameters (variance, smoothness, and covariance length) of a spatial
covariance function can be estimated by maximizing the joint Gaussian log-likelihood …
covariance function can be estimated by maximizing the joint Gaussian log-likelihood …
A class of conjugate priors for multinomial probit models which includes the multivariate normal one
Multinomial probit models are routinely-implemented representations for learning how the
class probabilities of categorical response data change with p observed predictors. Although …
class probabilities of categorical response data change with p observed predictors. Although …
Generative modeling via hierarchical tensor sketching
We propose a hierarchical tensor-network approach for approximating high-dimensional
probability density via empirical distribution. This leverages randomized singular value …
probability density via empirical distribution. This leverages randomized singular value …
Scalable and accurate variational Bayes for high-dimensional binary regression models
Modern methods for Bayesian regression beyond the Gaussian response setting are often
computationally impractical or inaccurate in high dimensions. In fact, as discussed in recent …
computationally impractical or inaccurate in high dimensions. In fact, as discussed in recent …
HCIndex: a Hilbert-Curve-based clustering index for efficient multi-dimensional queries for cloud storage systems
With the rapid development of the Internet of Things and cloud computing, HBase has
become a good choice for massive data storage, and is efficient in reading and writing data …
become a good choice for massive data storage, and is efficient in reading and writing data …
Status prediction and data aggregation for AoI-oriented short-packet transmission in Industrial IoT
Age of information (AoI) is an effective performance metric for time-critical industrial Internet
of things (IIoT) applications. We investigate status prediction and data aggregation with …
of things (IIoT) applications. We investigate status prediction and data aggregation with …
Scalable computation of predictive probabilities in probit models with Gaussian process priors
Predictive models for binary data are fundamental in various fields, and the growing
complexity of modern applications has motivated several flexible specifications for modeling …
complexity of modern applications has motivated several flexible specifications for modeling …
Scalable Physics-Based Maximum Likelihood Estimation Using Hierarchical Matrices
Y Chen, M Anitescu - SIAM/ASA Journal on Uncertainty Quantification, 2023 - SIAM
Physics-based covariance models provide a systematic way to construct covariance models
that are consistent with the underlying physical laws in Gaussian process analysis. The …
that are consistent with the underlying physical laws in Gaussian process analysis. The …