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 …

Bayesian conjugacy in probit, tobit, multinomial probit and extensions: a review and new results

N Anceschi, A Fasano, D Durante… - Journal of the American …, 2023 - Taylor & Francis
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 …

[HTML][HTML] Likelihood approximation with hierarchical matrices for large spatial datasets

A Litvinenko, Y Sun, MG Genton, DE Keyes - Computational Statistics & …, 2019 - Elsevier
The unknown parameters (variance, smoothness, and covariance length) of a spatial
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

A Fasano, D Durante - Journal of Machine Learning Research, 2022 - jmlr.org
Multinomial probit models are routinely-implemented representations for learning how the
class probabilities of categorical response data change with p observed predictors. Although …

Generative modeling via hierarchical tensor sketching

Y Peng, Y Chen, EM Stoudenmire, Y Khoo - arXiv preprint arXiv …, 2023 - arxiv.org
We propose a hierarchical tensor-network approach for approximating high-dimensional
probability density via empirical distribution. This leverages randomized singular value …

Scalable and accurate variational Bayes for high-dimensional binary regression models

A Fasano, D Durante, G Zanella - Biometrika, 2022 - academic.oup.com
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 …

HCIndex: a Hilbert-Curve-based clustering index for efficient multi-dimensional queries for cloud storage systems

X Wang, Y Sun, Q Sun, W Lin, JZ Wang, W Li - Cluster Computing, 2023 - Springer
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 …

Status prediction and data aggregation for AoI-oriented short-packet transmission in Industrial IoT

Q Xiong, X Zhu, Y Jiang, J Cao… - IEEE Transactions on …, 2022 - ieeexplore.ieee.org
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 …

Scalable computation of predictive probabilities in probit models with Gaussian process priors

J Cao, D Durante, MG Genton - Journal of Computational and …, 2022 - Taylor & Francis
Predictive models for binary data are fundamental in various fields, and the growing
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 …