Vector autoregression model is ubiquitous in classical time series data analysis. With the rapid advance of social network sites, time series data over latent graph is becoming increasingly popular…
Modeling event patterns is a central task in a wide range of disciplines. In applications such as studying human activity patterns, events often arrive clustered with sporadic and long periods of i…
In this work, we develop a distributed least-square approximation (DLSA) method that is able to solve a large family of regression problems (e.g., linear regression, logistic regression, and Cox’…
Modern statistical analysis often encounters massive datasets with ultrahigh-dimensional features. In this work, we develop a subsampling approach for feature screening with massive datasets. The a…
Momentum methods have been shown to accelerate the convergence of the standard gradient descent algorithm in practice and theory. In particular, the random partition based minibatch gradient descen…
We consider functional responses with network dependence observed for each individual at irregular time points. To model both the interindividual dependence and within-individual dynamic correlatio…