activity
20092026
most citedBreak detection in the covariance structure of multivariate time series models

251 citations · 487 across the 35 of their papers we have counts for

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Showing stat.MEShow all

15 papers · 1 filter

stat.ME2025

Efficient Difference-in-Differences Estimation when Outcomes are Missing at Random

Lorenzo Testa, Edward H. Kennedy, Matthew Reimherr

The Difference-in-Differences (DiD) method is a fundamental tool for causal inference, yet its application is often complicated by missing data. Although recent work has developed…

stat.ME2025★ 2 cited

Doubly-Robust Functional Average Treatment Effect Estimation

Lorenzo Testa, Tobia Boschi, Francesca Chiaromonte +2

Understanding causal relationships in the presence of complex, structured data remains a central challenge in modern statistics and science in general. While traditional causal inf…

stat.ME2024★ 1 cited

Functional Factor Modeling of Brain Connectivity

Kyle Stanley, Nicole Lazar, Matthew Reimherr

Many fMRI analyses examine functional connectivity, or statistical dependencies among remote brain regions. Yet popular methods for studying whole-brain functional connectivity oft…

stat.ME2023★ 6 cited

FAStEN: An Efficient Adaptive Method for Feature Selection and Estimation in High-Dimensional Functional Regressions

Tobia Boschi, Lorenzo Testa, Francesca Chiaromonte +1

Functional regression analysis is an established tool for many contemporary scientific applications. Regression problems involving large and complex data sets are ubiquitous, and f…

stat.ME2021★ 21 cited

Modern Non-Linear Function-on-Function Regression

Aniruddha Rajendra Rao, Matthew Reimherr

We introduce a new class of non-linear function-on-function regression models for functional data using neural networks. We propose a framework using a hidden layer consisting of c…

stat.ME2020★ 13 cited

Modern Multiple Imputation with Functional Data

Aniruddha Rajendra Rao, Matthew Reimherr

This work considers the problem of fitting functional models with sparsely and irregularly sampled functional data. It overcomes the limitations of the state-of-the-art methods, wh…

stat.ME2019★ 6 cited

Fast and Fair Simultaneous Confidence Bands for Functional Parameters

Dominik Liebl, Matthew Reimherr

Quantifying uncertainty using confidence regions is a central goal of statistical inference. Despite this, methodologies for confidence bands in Functional Data Analysis are still…

stat.ME2019

Adaptive Function-on-Scalar Regression with a Smoothing Elastic Net

Ardalan Mirshani, Matthew Reimherr

This paper presents a new methodology, called AFSSEN, to simultaneously select significant predictors and produce smooth estimates in a high-dimensional function-on-scalar linear m…

stat.ME2018★ 8 cited

Highly Irregular Functional Generalized Linear Regression with Electronic Health Records

Justin Petrovich, Matthew Reimherr, Carrie Daymont

This work presents a new approach, called MISFIT, for fitting generalized functional linear regression models with sparsely and irregularly sampled data. Current methods do not all…

stat.ME2017★ 6 cited

Manifold Data Analysis with Applications to High-Frequency 3D Imaging

Hyun Bin Kang, Matthew Reimherr, Mark Shriver +1

Many scientific areas are faced with the challenge of extracting information from large, complex, and highly structured data sets. A great deal of modern statistical work focuses o…

stat.ME2016

A Geometric Approach to Confidence Regions and Bands for Functional Parameters

Hyunphil Choi, Matthew Reimherr

Functional data analysis, FDA, is now a well established discipline of statistics, with its core concepts and perspectives in place. Despite this, there are still fundamental stati…

stat.ME2015

A randomness test for functional panels

Piotr Kokoszka, Matthew Reimherr, Nikolas Wölfing

Functional panels are collections of functional time series, and arise often in the study of high frequency multivariate data. We develop a portmanteau style test to determine if t…

stat.ME2015★ 23 cited

Testing separability of space--time functional processes

Panayiotis Constantinou, Piotr Kokoszka, Matthew Reimherr

We present a new methodology and accompanying theory to test for separability of spatio-temporal functional data. In spatio-temporal statistics, separability is a common simplifyin…

stat.ME2014

Prior sample size extensions for assessing prior impact and prior--likelihood discordance

Matthew Reimherr, Xiao-Li Meng, Dan L. Nicolae

This paper outlines a framework for quantifying the prior's contribution to posterior inference in the presence of prior-likelihood discordance, a broader concept than the usual no…

stat.ME2013★ 24 cited

On Quantifying Dependence: A Framework for Developing Interpretable Measures

Matthew Reimherr, Dan L. Nicolae

We present a framework for selecting and developing measures of dependence when the goal is the quantification of a relationship between two variables, not simply the establishment…