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Research on Poisson regression analysis for dependent data has been developed rapidly in the last decade. One of difficult problems in a multivariate case is how to construct a cross-correlation structure and at the meantime make sure that the covariance matrix is positive definite. To address the issue, we propose to use convolved Gaussian process (CGP) in this paper. The approach provides a semi-parametric model and offers a natural framework for modeling common mean structure and covariance structure simultaneously. The CGP enables the model to define different covariance structure for each component of the response variables. This flexibility ensures the model to cope with data coming from different resources or having different data structures, and thus to provide accurate estimation and prediction. In addition, the model is able to accommodate large-dimensional covariates. The definition of the model, the inference and the implementation, as well as its asymptotic properties, are discussed. Comprehensive numerical examples with both simulation studies and real data are presented.
In this article, we consider a non-parametric Bayesian approach to multivariate quantile regression. The collection of related conditional distributions of a response vector Y given a univariate covariate X is modeled using a Dependent Dirichlet Proc
Exploiting the theory of state space models, we derive the exact expressions of the information transfer, as well as redundant and synergistic transfer, for coupled Gaussian processes observed at multiple temporal scales. All of the terms, constituti
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Canonical correlation analysis (CCA) is a classical and important multivariate technique for exploring the relationship between two sets of continuous variables. CCA has applications in many fields, such as genomics and neuroimaging. It can extract m
Count data are collected in many scientific and engineering tasks including image processing, single-cell RNA sequencing and ecological studies. Such data sets often contain missing values, for example because some ecological sites cannot be reached