We introduce a statistical graphical model for multivariate functional data, which are common in medical applications such as EEG and fMRI. Recently published functional graphical models rely on the multivariate Gaussian process assumption, but we relax it by introducing the functional copula Gaussian ...
Harris, N. and Drton, M. (2012). PC algorithm for Gaussian copula graphical models. arXiv preprint arXiv:1207.0242.Harris, N., & Drton, M. (2012). PC algorithm for Gaussian copula graphical models. arXiv preprint ...
Analysis of survey on menstrual disorder among teenagers using Gaussian copula model with graphical lasso prior The graphical lasso prior shrinks the elements in the precision matrix of a Gaussian distribution to encourage a sparse graphical structure, where the level... J Wang,AH Westveld,AH Welsh...
A multiple testing procedure is proposed to estimate the high dimensional Gaussian copula graphical model and nonparametric rank-based correlation coefficient estimators are exploited to construct the test statistics, which achieve modeling flexibility and estimation robustness. Compared to the existing methods...
We investigate the inference of the copula parameter in the semiparametric Gaussian copula model when the copula component, subject to the influence of a covariate, is only indirectly observed as the response in a linear regression model. We consider estimators based on residual ranks instead of the...
Bivariate simulation using copula and its application to probabilistic pile settlement analysis This paper aims to propose a procedure for modeling the joint probability distribution of bivariate uncertain data with a nonlinear dependence structure. F... DQ Li,XS Tang,KK Phoon,... - 《International ...
The use of such copula techniques broadens the scope of these diagnostics. For more information see the supplementary material (see Appendix A). Although for this study the within-language covariances were not significantly different this may not always be the case. In such instances, pooling the...
2021. “Asymptotically Exact and Fast Gaussian Copula Models for Imputation of Mixed Data Types.” http://arxiv.org/abs/2102.02642. Genz, Alan, and Frank Bretz. 2002. “Comparison of Methods for the Computation of Multivariate T Probabilities.” Journal of Computational and Graphical Statistics ...
The algorithm uses a broader class of Gaussian copula or nonparanormal models, where correlation is estimated using rank-based measures. As well, for the structural VAR estimation we derive the likelihood function when the Gaussian assumption is not satisfied. The performance of our method on ...
Bayesian modelling of Dupuytren disease by using Gaussian copula graphical models. Journal of the Royal Statistical Society. Series C: Applied Statistics 66, 629-645.Mohammadi A, Abegaz Yazew F, van den Heuvel E, Wit EC (2017a). "Bayesian modelling of Dupuytren disease using Gaussian copula ...