activity
20172026
collaborators

9 papers

stat.AP2026

Collaborative estimation and evaluation of SARS-CoV-2 variant nowcasting in the United States

Isaac MacArthur, Thomas Robacker, Bren Case +27

The ability to estimate and predict pathogen variant dynamics can inform public health responses, including planning for increased transmission or severity, shifts in population im…

stat.ME2023

A Simple Approach for Local and Global Variable Importance in Nonlinear Regression Models

Emily T. Winn-Nuñez, Maryclare Griffin, Lorin Crawford

The ability to interpret machine learning models has become increasingly important as their usage in data science continues to rise. Most current interpretability methods are optim…

stat.ME2022

Improved Pathwise Coordinate Descent for Power Penalties

Maryclare Griffin

Pathwise coordinate descent algorithms have been used to compute entire solution paths for lasso and other penalized regression problems quickly with great success. They improve up…

stat.AP2021

Log-Gaussian Cox Process Modeling of Large Spatial Lightning Data using Spectral and Laplace Approximations

Megan L. Gelsinger, Maryclare Griffin, David S. Matteson +1

Lightning is a destructive and highly visible product of severe storms, yet there is still much to be learned about the conditions under which lightning is most likely to occur. Th…

stat.ME2020

Likelihood Inference for Possibly Non-Stationary Processes via Adaptive Overdifferencing

Maryclare Griffin, Gennady Samorodnitsky, David S. Matteson

We make an observation that facilitates exact likelihood-based inference for the parameters of the popular ARFIMA model without requiring stationarity by allowing the upper bound $…

stat.AP2020

Modeling a Nonlinear Biophysical Trend Followed by Long-Memory Equilibrium with Unknown Change Point

Wenyu Zhang, Maryclare Griffin, David S. Matteson

Measurements of many biological processes are characterized by an initial trend period followed by an equilibrium period. Scientists may wish to quantify features of the two period…

stat.ME2019

Structured Shrinkage Priors

Maryclare Griffin, Peter D. Hoff

In many regression settings the unknown coefficients may have some known structure, for instance they may be ordered in space or correspond to a vectorized matrix or tensor. At the…

stat.ME2017

Testing Sparsity-Inducing Penalties

Maryclare Griffin, Peter D. Hoff

Many penalized maximum likelihood estimators correspond to posterior mode estimators under specific prior distributions. Appropriateness of a particular class of penalty functions…

stat.ME2017

Lasso ANOVA Decompositions for Matrix and Tensor Data

Maryclare Griffin, Peter D. Hoff

Consider the problem of estimating the entries of an unknown mean matrix or tensor given a single noisy realization. In the matrix case, this problem can be addressed by decomposin…