17 papers
Spatio-temporal model via Locally Adaptive Regression Splines
Carlos Misael Madrid Padilla, Oscar Hernan Madrid Padilla, Daren Wang
This paper focuses on the estimation of a non-parametric regression function in the presence of data with spatio-temporal dependencies. In such a context, we study Locally Adaptive…
Online Change Point Detection for Multivariate Inhomogeneous Poisson Processes Time Series
Xiaokai Luo, Haotian Xu, Carlos Misael Madrid Padilla +1
We study online change point detection for multivariate inhomogeneous Poisson point process time series. This setting arises commonly in applications such as earthquake seismology,…
Multivariate Poisson intensity estimation via low-rank tensor decomposition
Haotian Xu, Carlos Misael Madrid Padilla, Oscar Hernan Madrid Padilla +1
In this work, we propose new matrix- and tensor-based methodologies for estimating multivariate intensity functions of inhomogeneous point processes. By viewing multivariate intens…
Decoder-only Clustering in Attributed Graphs
Yik Lun Kei, Oscar Hernan Madrid Padilla, Rebecca Killick +3
This manuscript studies nodal clustering in graphs having multivariate attributes at each node. The framework includes node-specific priors for low-dimensional representations, cou…
Optimal Bias-variance Tradeoff in Matrix and Tensor Estimation
Shivam Kumar, Xiaokai Luo, Haotian Xu +3
We study matrix and tensor denoising when the underlying signal is \textbf{not} necessarily low-rank. In the tensor setting, we observe \[ Y = X^\ast + Z \in \mathbb{R}^{p_1 \times…
Conditional Mean and Variance Estimation via \textit{k}-NN Algorithm with Automated Variance Selection
Marcos Matabuena, Juan C. Vidal, Oscar Hernan Madrid Padilla +1
We introduce a novel \textit{k}-nearest neighbor (\textit{k}-NN) regression method for joint estimation of the conditional mean and variance. The proposed algorithm preserves the c…