This paper presents a cross-based framework of performing local multipoint filtering efficiently. We formulate the filtering process as a local multipoint regression problem, c...
Likelihood-based marginal regression modelling for repeated, or otherwise clustered, categorical responses is computationally demanding. This is because the number of measures nee...
— Rapidly evolving businesses generate massive amounts of time-stamped data sequences and defy a demand for massively multivariate time series analysis. For such data the predict...
The assessment of multivariate association between two complex random vectors is considered. A number of correlation coefficients based on three popular correlation analysis techni...
I consider the problem of finding all the modes of a mixture of multivariate Gaussian distributions, which has applications in clustering and regression. I derive exact formulas f...