Estimation of graphical models: An overview of selected topics
LP Chen - International Statistical Review, 2024 - Wiley Online Library
Graphical modelling is an important branch of statistics that has been successfully applied in
biology, social science, causal inference and so on. Graphical models illuminate …
biology, social science, causal inference and so on. Graphical models illuminate …
[HTML][HTML] Time series analysis of data for sea surface temperature and upwelling components from the southwest coast of Portugal
This study relates sea surface temperature (SST) to the upwelling conditions off the
southwest coast of Portugal using statistical analyses of publically available data. Optimum …
southwest coast of Portugal using statistical analyses of publically available data. Optimum …
Fused graphical lasso for brain networks with symmetries
S Ranciati, A Roverato, A Luati - Journal of the Royal Statistical …, 2021 - academic.oup.com
Neuroimaging is the growing area of neuroscience devoted to produce data with the goal of
capturing processes and dynamics of the human brain. We consider the problem of inferring …
capturing processes and dynamics of the human brain. We consider the problem of inferring …
Learning Multi-Frequency Partial Correlation Graphs
Despite the large research effort devoted to learning dependencies between time series, the
state of the art still faces a major limitation: existing methods learn partial correlations but fail …
state of the art still faces a major limitation: existing methods learn partial correlations but fail …
Should we sample a time series more frequently?: decision support via multirate spectrum estimation
Suppose that we have a historical time series with samples taken at a slow rate, eg
quarterly. The paper proposes a new method to answer the question: is it worth sampling the …
quarterly. The paper proposes a new method to answer the question: is it worth sampling the …
Development of offsite construction skill profile prediction models using mixed-effect regression analysis
Offsite construction (OSC) transfers onsite construction activities to factory-based processes
utilising technological advancements, resulting in new and emerging skills while causing …
utilising technological advancements, resulting in new and emerging skills while causing …
High-dimensional multivariate time series with additional structure
M Schweinberger, S Babkin… - Journal of Computational …, 2017 - Taylor & Francis
High-dimensional multivariate time series are challenging due to the dependent and high-
dimensional nature of the data, but in many applications there is additional structure that can …
dimensional nature of the data, but in many applications there is additional structure that can …
On constrained estimation of graphical time series models
TP Yuen, H Wong, KFC Yiu - Computational Statistics & Data Analysis, 2018 - Elsevier
Graphical time series models encode the conditional independence among the variables of
a multivariate time series. An iterative method is proposed to estimate a graphical time …
a multivariate time series. An iterative method is proposed to estimate a graphical time …
Analysis of air quality time series of Hong Kong with graphical modeling
F Hu, Z Lu, H Wong, TP Yuen - Environmetrics, 2016 - Wiley Online Library
Identifying the interaction of air pollutants in each monitoring station and the inter‐
relationship between pollutants at different stations is an important issue in the management …
relationship between pollutants at different stations is an important issue in the management …
Stochastic processes of limited frequency and the effects of oversampling
DSG Pollock - Econometrics and statistics, 2018 - Elsevier
Discrete-time ARMA processes can be placed in a one-to-one correspondence with a set of
continuous-time processes that are bounded in frequency by the Nyquist value of π radians …
continuous-time processes that are bounded in frequency by the Nyquist value of π radians …