Carter, Jack Storror; Rossell, David; Smith, Jim Q. Partial correlation graphical LASSO. (English) Zbl 07819221 Scand. J. Stat. 51, No. 1, 32-63 (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{J. S. Carter} et al., Scand. J. Stat. 51, No. 1, 32--63 (2024; Zbl 07819221) Full Text: DOI arXiv OA License
Wu, Weichao; Micheas, Athanasios C. A new construction of covariance functions for Gaussian random fields. (English) Zbl 07812676 Sankhyā, Ser. A 86, No. 1, 530-574 (2024). MSC: 62-08 62E15 60E10 PDFBibTeX XMLCite \textit{W. Wu} and \textit{A. C. Micheas}, Sankhyā, Ser. A 86, No. 1, 530--574 (2024; Zbl 07812676) Full Text: DOI
Said, Salem; Heuveline, Simon; Mostajeran, Cyrus Riemannian statistics meets random matrix theory: toward learning from high-dimensional covariance matrices. (English) Zbl 07818574 IEEE Trans. Inf. Theory 69, No. 1, 472-481 (2023). MSC: 94-XX PDFBibTeX XMLCite \textit{S. Said} et al., IEEE Trans. Inf. Theory 69, No. 1, 472--481 (2023; Zbl 07818574) Full Text: DOI arXiv
Cabral, Rafael; Bolin, David; Rue, Håvard Controlling the flexibility of non-Gaussian processes through shrinkage priors. (English) Zbl 07810215 Bayesian Anal. 18, No. 4, 1223-1246 (2023). MSC: 62F15 62M20 62M40 PDFBibTeX XMLCite \textit{R. Cabral} et al., Bayesian Anal. 18, No. 4, 1223--1246 (2023; Zbl 07810215) Full Text: DOI arXiv Link
Kosikova, Antonina M.; Sedehi, Omid; Papadimitriou, Costas; Katafygiotis, Lambros S. Bayesian structural identification using Gaussian process discrepancy models. (English) Zbl 07804957 Comput. Methods Appl. Mech. Eng. 417, Part A, Article ID 116357, 21 p. (2023). MSC: 62-XX 92-XX PDFBibTeX XMLCite \textit{A. M. Kosikova} et al., Comput. Methods Appl. Mech. Eng. 417, Part A, Article ID 116357, 21 p. (2023; Zbl 07804957) Full Text: DOI arXiv
Akent’eva, M. S.; Kargapolova, N. A.; Ogorodnikov, V. A. An approximate iterative algorithm for modeling of non-Gaussian vectors with given marginal distributions and a covariance matrix. (Russian. English summary) Zbl 07795445 Sib. Zh. Vychisl. Mat. 26, No. 4, 345-356 (2023). MSC: 65F60 62J10 PDFBibTeX XMLCite \textit{M. S. Akent'eva} et al., Sib. Zh. Vychisl. Mat. 26, No. 4, 345--356 (2023; Zbl 07795445) Full Text: DOI MNR
Su, Zhihua; Li, Bing; Cook, Dennis Envelope model for function-on-function linear regression. (English) Zbl 07792643 J. Comput. Graph. Stat. 32, No. 4, 1624-1635 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{Z. Su} et al., J. Comput. Graph. Stat. 32, No. 4, 1624--1635 (2023; Zbl 07792643) Full Text: DOI
Cao, Jiahao; He, Shiyuan; Zhang, Bohai Spatial linear regression with covariate measurement errors: inference and scalable computation in a functional modeling approach. (English) Zbl 07792640 J. Comput. Graph. Stat. 32, No. 4, 1588-1599 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{J. Cao} et al., J. Comput. Graph. Stat. 32, No. 4, 1588--1599 (2023; Zbl 07792640) Full Text: DOI
Furrer, Reinhard; Hediger, Michael Asymptotic analysis of ML-covariance parameter estimators based on covariance approximations. (English) Zbl 07784490 Electron. J. Stat. 17, No. 2, 3050-3102 (2023). MSC: 62M30 41A30 62M09 62F12 PDFBibTeX XMLCite \textit{R. Furrer} and \textit{M. Hediger}, Electron. J. Stat. 17, No. 2, 3050--3102 (2023; Zbl 07784490) Full Text: DOI arXiv Link
Kurchenko, O. O.; Syniavska, O. O. Consistent estimates of the parameters of the multiparameter fractional Brownian motion. (English) Zbl 07779275 Theory Stoch. Process. 27, No. 1, 31-40 (2023). MSC: 60G15 62F12 PDFBibTeX XMLCite \textit{O. O. Kurchenko} and \textit{O. O. Syniavska}, Theory Stoch. Process. 27, No. 1, 31--40 (2023; Zbl 07779275) Full Text: Link
Karvonen, Toni Asymptotic bounds for smoothness parameter estimates in Gaussian process interpolation. (English) Zbl 1525.60045 SIAM/ASA J. Uncertain. Quantif. 11, 1225-1257 (2023). MSC: 60G15 62G20 65D05 46E22 PDFBibTeX XMLCite \textit{T. Karvonen}, SIAM/ASA J. Uncertain. Quantif. 11, 1225--1257 (2023; Zbl 1525.60045) Full Text: DOI arXiv
Henderson, Iain; Noble, Pascal; Roustant, Olivier Covariance models and Gaussian process regression for the wave equation. Application to related inverse problems. (English) Zbl 07766232 J. Comput. Phys. 494, Article ID 112519, 25 p. (2023). MSC: 60Gxx 65Cxx 65Nxx PDFBibTeX XMLCite \textit{I. Henderson} et al., J. Comput. Phys. 494, Article ID 112519, 25 p. (2023; Zbl 07766232) Full Text: DOI arXiv
Holdenried-Chernoff, Daria; King, David A.; Buffett, Bruce A. A field theory approach to the statistical kinematic dynamo. (English) Zbl 1526.76064 J. Phys. A, Math. Theor. 56, No. 45, Article ID 455701, 33 p. (2023). MSC: 76W05 76M35 76F55 86A25 PDFBibTeX XMLCite \textit{D. Holdenried-Chernoff} et al., J. Phys. A, Math. Theor. 56, No. 45, Article ID 455701, 33 p. (2023; Zbl 1526.76064) Full Text: DOI arXiv
Javanfar, Elham; Rahmani, Mehdi Quadratic covariance-constrained filtering for linear and non-linear systems with non-Gaussian noises. (English) Zbl 07754992 Optim. Control Appl. Methods 44, No. 5, 2900-2915 (2023). MSC: 93E11 93C55 93C05 93C10 PDFBibTeX XMLCite \textit{E. Javanfar} and \textit{M. Rahmani}, Optim. Control Appl. Methods 44, No. 5, 2900--2915 (2023; Zbl 07754992) Full Text: DOI
Ma, Pulong; Bhadra, Anindya Beyond Matérn: on a class of interpretable confluent hypergeometric covariance functions. (English) Zbl 07751827 J. Am. Stat. Assoc. 118, No. 543, 2045-2058 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{P. Ma} and \textit{A. Bhadra}, J. Am. Stat. Assoc. 118, No. 543, 2045--2058 (2023; Zbl 07751827) Full Text: DOI arXiv
Konomi, Bledar A.; Kang, Emily L.; Almomani, Ayat; Hobbs, Jonathan Bayesian latent variable co-kriging model in remote sensing for quality flagged observations. (English) Zbl 07749321 J. Agric. Biol. Environ. Stat. 28, No. 3, 423-441 (2023). MSC: 62P12 PDFBibTeX XMLCite \textit{B. A. Konomi} et al., J. Agric. Biol. Environ. Stat. 28, No. 3, 423--441 (2023; Zbl 07749321) Full Text: DOI
Kozubowski, Tomasz J.; Mazur, Stepan; Podgórski, Krzysztof Matrix variate generalized asymmetric Laplace distributions. (English) Zbl 07748860 Theory Probab. Math. Stat. 109, 55-80 (2023). MSC: 62H10 60E05 60E10 PDFBibTeX XMLCite \textit{T. J. Kozubowski} et al., Theory Probab. Math. Stat. 109, 55--80 (2023; Zbl 07748860) Full Text: DOI
Dallakyan, Aramayis; Pourahmadi, Mohsen Fused-Lasso regularized Cholesky factors of large nonstationary covariance matrices of replicated time series. (English) Zbl 07746948 J. Comput. Graph. Stat. 32, No. 1, 157-170 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{A. Dallakyan} and \textit{M. Pourahmadi}, J. Comput. Graph. Stat. 32, No. 1, 157--170 (2023; Zbl 07746948) Full Text: DOI arXiv
Sung, Bongjung; Lee, Jaeyong Covariance structure estimation with Laplace approximation. (English) Zbl 07740036 J. Multivariate Anal. 198, Article ID 105225, 21 p. (2023). MSC: 62Hxx 62H12 62F15 PDFBibTeX XMLCite \textit{B. Sung} and \textit{J. Lee}, J. Multivariate Anal. 198, Article ID 105225, 21 p. (2023; Zbl 07740036) Full Text: DOI arXiv
Jorgensen, Palle E. T.; Song, Myung-Sin; Tian, James Infinite-dimensional stochastic transforms and reproducing kernel Hilbert space. (English) Zbl 07739023 Sampl. Theory Signal Process. Data Anal. 21, No. 1, Paper No. 12, 27 p. (2023). MSC: 47B32 41A15 41A65 42A82 42C15 46E22 47A05 47N10 60G15 62H25 68T07 81S05 90C20 94A08 94A12 94A20 PDFBibTeX XMLCite \textit{P. E. T. Jorgensen} et al., Sampl. Theory Signal Process. Data Anal. 21, No. 1, Paper No. 12, 27 p. (2023; Zbl 07739023) Full Text: DOI arXiv
Merkle, Robin; Barth, Andrea On properties and applications of Gaussian subordinated Lévy fields. (English) Zbl 1515.60090 Methodol. Comput. Appl. Probab. 25, No. 2, Paper No. 62, 33 p. (2023). MSC: 60G15 60E07 60G60 60E10 35R60 PDFBibTeX XMLCite \textit{R. Merkle} and \textit{A. Barth}, Methodol. Comput. Appl. Probab. 25, No. 2, Paper No. 62, 33 p. (2023; Zbl 1515.60090) Full Text: DOI arXiv
Geoga, Christopher J.; Marin, Oana; Schanen, Michel; Stein, Michael L. Fitting Matérn smoothness parameters using automatic differentiation. (English) Zbl 1516.62014 Stat. Comput. 33, No. 2, Paper No. 48, 16 p. (2023). MSC: 62-08 60G15 62M30 65D25 PDFBibTeX XMLCite \textit{C. J. Geoga} et al., Stat. Comput. 33, No. 2, Paper No. 48, 16 p. (2023; Zbl 1516.62014) Full Text: DOI arXiv
Sultana, Abida; Lipi, Nasrin; Jaman, Ajmery A caution in the use of multiple criteria for selecting working correlation structure in generalized estimating equations. (English) Zbl 07713665 Commun. Stat., Simulation Comput. 52, No. 3, 980-992 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{A. Sultana} et al., Commun. Stat., Simulation Comput. 52, No. 3, 980--992 (2023; Zbl 07713665) Full Text: DOI
Fleermann, Michael; Heiny, Johannes Large sample covariance matrices of Gaussian observations with uniform correlation decay. (English) Zbl 1518.60010 Stochastic Processes Appl. 162, 456-480 (2023). MSC: 60B20 60F05 60G55 PDFBibTeX XMLCite \textit{M. Fleermann} and \textit{J. Heiny}, Stochastic Processes Appl. 162, 456--480 (2023; Zbl 1518.60010) Full Text: DOI arXiv
MacNab, Ying C. On coregionalized multivariate Gaussian Markov random fields: construction, parameterization, and Bayesian estimation and inference. (English) Zbl 1516.62080 Test 32, No. 1, 263-293 (2023). MSC: 62M40 62F15 62F30 62H10 62H11 62P10 PDFBibTeX XMLCite \textit{Y. C. MacNab}, Test 32, No. 1, 263--293 (2023; Zbl 1516.62080) Full Text: DOI
He, Rui Gaussian dynamics equation in normal product form. (English) Zbl 07706421 Quantum Inf. Process. 22, No. 6, Paper No. 253, 14 p. (2023). MSC: 81P68 PDFBibTeX XMLCite \textit{R. He}, Quantum Inf. Process. 22, No. 6, Paper No. 253, 14 p. (2023; Zbl 07706421) Full Text: DOI arXiv
Lin, Zhenhua; Lopes, Miles E.; Müller, Hans-Georg High-dimensional MANOVA via bootstrapping and its application to functional and sparse count data. (English) Zbl 1514.62082 J. Am. Stat. Assoc. 118, No. 541, 177-191 (2023). MSC: 62H10 62J10 62H15 PDFBibTeX XMLCite \textit{Z. Lin} et al., J. Am. Stat. Assoc. 118, No. 541, 177--191 (2023; Zbl 1514.62082) Full Text: DOI arXiv
Kerleguer, Baptiste Multifidelity surrogate modeling for time-series outputs. (English) Zbl 1515.62053 SIAM/ASA J. Uncertain. Quantif. 11, 514-539 (2023). MSC: 62M10 62G08 60G15 62F15 PDFBibTeX XMLCite \textit{B. Kerleguer}, SIAM/ASA J. Uncertain. Quantif. 11, 514--539 (2023; Zbl 1515.62053) Full Text: DOI arXiv
Travelletti, Cédric; Ginsbourger, David; Linde, Niklas Uncertainty quantification and experimental design for large-scale linear inverse problems under Gaussian process priors. (English) Zbl 1514.62067 SIAM/ASA J. Uncertain. Quantif. 11, 168-198 (2023). MSC: 62G08 86A22 60G15 62F15 62L05 PDFBibTeX XMLCite \textit{C. Travelletti} et al., SIAM/ASA J. Uncertain. Quantif. 11, 168--198 (2023; Zbl 1514.62067) Full Text: DOI arXiv
Jorgensen, Palle; Tian, James Harmonic analysis of network systems via kernels and their boundary realizations. (English) Zbl 1527.46050 Discrete Contin. Dyn. Syst., Ser. S 16, No. 2, 277-308 (2023). MSC: 46N30 46N50 42C15 46N20 31A15 81S25 PDFBibTeX XMLCite \textit{P. Jorgensen} and \textit{J. Tian}, Discrete Contin. Dyn. Syst., Ser. S 16, No. 2, 277--308 (2023; Zbl 1527.46050) Full Text: DOI
Marchildon, André L.; Zingg, David W. A non-intrusive solution to the ill-conditioning problem of the gradient-enhanced Gaussian covariance matrix for Gaussian processes. (English) Zbl 07698925 J. Sci. Comput. 95, No. 3, Paper No. 65, 43 p. (2023). MSC: 60G15 65C20 65K10 PDFBibTeX XMLCite \textit{A. L. Marchildon} and \textit{D. W. Zingg}, J. Sci. Comput. 95, No. 3, Paper No. 65, 43 p. (2023; Zbl 07698925) Full Text: DOI
Nguyen, Thuan; Jiang, Jiming Simplified partially observed quasi-information matrix. (English) Zbl 07696205 Comput. Stat. 38, No. 1, 171-189 (2023). MSC: 62-08 PDFBibTeX XMLCite \textit{T. Nguyen} and \textit{J. Jiang}, Comput. Stat. 38, No. 1, 171--189 (2023; Zbl 07696205) Full Text: DOI
Rahman, Syed; Khare, Kshitij; Michailidis, George; Martínez, Carlos; Carulla, Juan Estimation of Gaussian directed acyclic graphs using partial ordering information with applications to DREAM3 networks and dairy cattle data. (English) Zbl 07692368 Ann. Appl. Stat. 17, No. 2, 929-960 (2023). MSC: 62Pxx PDFBibTeX XMLCite \textit{S. Rahman} et al., Ann. Appl. Stat. 17, No. 2, 929--960 (2023; Zbl 07692368) Full Text: DOI arXiv
Jorgensen, Palle E. T.; Tian, James Stochastics and dynamics of fractals. (English) Zbl 1515.28013 Alpay, Daniel (ed.) et al., Recent developments in operator theory, mathematical physics and complex analysis. Proceedings of the 32th international workshop on operator theory and its applications, IWOTA 2021, Chapman University, Orange, CA, USA, August 9–13, 2022. Cham: Springer. Oper. Theory: Adv. Appl. 290, 171-216 (2023). MSC: 28A80 PDFBibTeX XMLCite \textit{P. E. T. Jorgensen} and \textit{J. Tian}, Oper. Theory: Adv. Appl. 290, 171--216 (2023; Zbl 1515.28013) Full Text: DOI
Flint, Ian; Torrisi, Giovanni Luca An integration by parts formula for functionals of the Dirichlet-ferguson measure, and applications. (English) Zbl 07673634 Potential Anal. 58, No. 4, 703-730 (2023). MSC: 60F05 60G57 60H07 PDFBibTeX XMLCite \textit{I. Flint} and \textit{G. L. Torrisi}, Potential Anal. 58, No. 4, 703--730 (2023; Zbl 07673634) Full Text: DOI
Ali, Md. Manirul; Dinakaran, Rohith; Radhakrishnan, Chandrashekar Coherence crossover dynamics in the strong coupling regime. (English) Zbl 07662561 Physica A 614, Article ID 128520, 18 p. (2023). MSC: 82-XX PDFBibTeX XMLCite \textit{Md. M. Ali} et al., Physica A 614, Article ID 128520, 18 p. (2023; Zbl 07662561) Full Text: DOI
Es-Sebaiy, Khalifa Gaussian and Hermite Ornstein-Uhlenbeck processes. (English) Zbl 1515.60184 Stochastic Anal. Appl. 41, No. 2, 394-423 (2023). MSC: 60H10 60G15 60G10 60G22 PDFBibTeX XMLCite \textit{K. Es-Sebaiy}, Stochastic Anal. Appl. 41, No. 2, 394--423 (2023; Zbl 1515.60184) Full Text: DOI arXiv
Chen, Xin; Yang, Dan; Xu, Yan; Xia, Yin; Wang, Dong; Shen, Haipeng Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data. (English) Zbl 07648726 J. Econom. 232, No. 2, 544-564 (2023). MSC: 62-XX 91-XX PDFBibTeX XMLCite \textit{X. Chen} et al., J. Econom. 232, No. 2, 544--564 (2023; Zbl 07648726) Full Text: DOI arXiv
Moreva, Olga; Schlather, Martin Bivariate covariance functions of Pólya type. (English) Zbl 1520.62052 J. Multivariate Anal. 194, Article ID 105099, 15 p. (2023). MSC: 62H11 60G15 60G60 62M40 86A32 PDFBibTeX XMLCite \textit{O. Moreva} and \textit{M. Schlather}, J. Multivariate Anal. 194, Article ID 105099, 15 p. (2023; Zbl 1520.62052) Full Text: DOI arXiv
Li, Weiming; Zhu, Junpeng CLT for spiked eigenvalues of a sample covariance matrix from high-dimensional Gaussian mean mixtures. (English) Zbl 1520.60003 J. Multivariate Anal. 193, Article ID 105127, 22 p. (2023). MSC: 60B20 60F05 PDFBibTeX XMLCite \textit{W. Li} and \textit{J. Zhu}, J. Multivariate Anal. 193, Article ID 105127, 22 p. (2023; Zbl 1520.60003) Full Text: DOI
Yang, Yuehan; Xia, Siwei An integrated precision matrix estimation for multivariate regression problems. (English) Zbl 07594052 J. Stat. Plann. Inference 222, 261-272 (2023). MSC: 62-XX PDFBibTeX XMLCite \textit{Y. Yang} and \textit{S. Xia}, J. Stat. Plann. Inference 222, 261--272 (2023; Zbl 07594052) Full Text: DOI
Krasnitskiy, Sergey; Kurchenko, Oleksandr; Syniavska, Olga Limit theorems of Baxter type for generalized random Gaussian processes with independent values. (English) Zbl 07819615 Malyarenko, Anatoliy (ed.) et al., Stochastic processes, statistical methods, and engineering mathematics. SPAS 2019, Västerås, Sweden, September 30 – October 2, 2019. Cham: Springer. Springer Proc. Math. Stat. 408, 197-210 (2022). MSC: 60G15 PDFBibTeX XMLCite \textit{S. Krasnitskiy} et al., Springer Proc. Math. Stat. 408, 197--210 (2022; Zbl 07819615) Full Text: DOI
Guha, Suman; Bhattacharya, Sourabh Bayesian modeling of discrete-time point-referenced spatio-temporal data. (English) Zbl 07813096 J. Indian Inst. Sci. 102, No. 4, 1189-1204 (2022). MSC: 62-XX 92-XX PDFBibTeX XMLCite \textit{S. Guha} and \textit{S. Bhattacharya}, J. Indian Inst. Sci. 102, No. 4, 1189--1204 (2022; Zbl 07813096) Full Text: DOI
Maldonado, J. R.; Ruiz, S. M. Assessment of covariance selection methods in high-dimensional Gaussian graphical models. (English) Zbl 1525.62023 Trends Comput. Appl. Math. 23, No. 3, 583-593 (2022). MSC: 62H22 PDFBibTeX XMLCite \textit{J. R. Maldonado} and \textit{S. M. Ruiz}, Trends Comput. Appl. Math. 23, No. 3, 583--593 (2022; Zbl 1525.62023) Full Text: DOI
El Qars, Jamal Unidirectional Gaussian one-way steering. (English) Zbl 07769770 Ann. Phys., Berlin 534, No. 6, Article ID 2100386, 9 p. (2022). MSC: 81-XX PDFBibTeX XMLCite \textit{J. El Qars}, Ann. Phys., Berlin 534, No. 6, Article ID 2100386, 9 p. (2022; Zbl 07769770) Full Text: DOI
Benedetti, Marco H.; Berrocal, Veronica J.; Narisetty, Naveen N. Identifying regions of inhomogeneities in spatial processes via an M-RA and mixture priors. (English) Zbl 1520.62135 Biometrics 78, No. 2, 798-811 (2022). MSC: 62P10 PDFBibTeX XMLCite \textit{M. H. Benedetti} et al., Biometrics 78, No. 2, 798--811 (2022; Zbl 1520.62135) Full Text: DOI arXiv
Mai, Qing; Zhang, Xin; Pan, Yuqing; Deng, Kai A doubly enhanced EM algorithm for model-based tensor clustering. (English) Zbl 1515.62065 J. Am. Stat. Assoc. 117, No. 540, 2120-2134 (2022). MSC: 62H30 62C20 62-08 PDFBibTeX XMLCite \textit{Q. Mai} et al., J. Am. Stat. Assoc. 117, No. 540, 2120--2134 (2022; Zbl 1515.62065) Full Text: DOI arXiv
Cortez-Elizalde, Didier; Bolivar-Cime, Addy Behavior of some hypothesis tests for the covariance matrix of high dimensional data. (English) Zbl 07705858 Rev. Colomb. Estad. 45, No. 2, 373-390 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{D. Cortez-Elizalde} and \textit{A. Bolivar-Cime}, Rev. Colomb. Estad. 45, No. 2, 373--390 (2022; Zbl 07705858) Full Text: DOI
Solea, Eftychia; Li, Bing Copula Gaussian graphical models for functional data. (English) Zbl 1507.62257 J. Am. Stat. Assoc. 117, No. 538, 781-793 (2022). MSC: 62H22 62R10 62P10 PDFBibTeX XMLCite \textit{E. Solea} and \textit{B. Li}, J. Am. Stat. Assoc. 117, No. 538, 781--793 (2022; Zbl 1507.62257) Full Text: DOI
Yao, Bohao; Evans, Robin Algebraic properties of HTC-identifiable graphs. (English) Zbl 1504.62186 Algebr. Stat. 13, No. 1, 19-39 (2022). MSC: 62R01 62H22 62H05 13P25 PDFBibTeX XMLCite \textit{B. Yao} and \textit{R. Evans}, Algebr. Stat. 13, No. 1, 19--39 (2022; Zbl 1504.62186) Full Text: DOI
Dozzi, Marco; Schott, René On the non-commutative multifractional Brownian motion. (English) Zbl 1503.60045 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 25, No. 4, Article ID 2240010, 11 p. (2022). MSC: 60G22 60H05 60G15 PDFBibTeX XMLCite \textit{M. Dozzi} and \textit{R. Schott}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 25, No. 4, Article ID 2240010, 11 p. (2022; Zbl 1503.60045) Full Text: DOI
Dey, Debangan; Datta, Abhirup; Banerjee, Sudipto Graphical Gaussian process models for highly multivariate spatial data. (English) Zbl 07638097 Biometrika 109, No. 4, 993-1014 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{D. Dey} et al., Biometrika 109, No. 4, 993--1014 (2022; Zbl 07638097) Full Text: DOI arXiv
Guo, Jing; Guo, Yu; Jin, Qiyu; Ng, Michael Kwok-Po; Wang, Shuping Gaussian patch mixture model guided low-rank covariance matrix minimization for image denoising. (English) Zbl 1524.62474 SIAM J. Imaging Sci. 15, No. 4, 1601-1622 (2022). MSC: 62M40 65D18 94A08 PDFBibTeX XMLCite \textit{J. Guo} et al., SIAM J. Imaging Sci. 15, No. 4, 1601--1622 (2022; Zbl 1524.62474) Full Text: DOI
Anatolyev, Stanislav; Pyrlik, Vladimir Copula shrinkage and portfolio allocation in ultra-high dimensions. (English) Zbl 1517.91196 J. Econ. Dyn. Control 143, Article ID 104508, 21 p. (2022). MSC: 91G10 62P05 62H05 62H12 62H20 PDFBibTeX XMLCite \textit{S. Anatolyev} and \textit{V. Pyrlik}, J. Econ. Dyn. Control 143, Article ID 104508, 21 p. (2022; Zbl 1517.91196) Full Text: DOI
Leonenko, Nikolai; Malyarenko, Anatoliy; Olenko, Andriy On spectral theory of random fields in the ball. (English) Zbl 1515.60157 Theory Probab. Math. Stat. 107, 61-76 (2022). MSC: 60G60 60G15 PDFBibTeX XMLCite \textit{N. Leonenko} et al., Theory Probab. Math. Stat. 107, 61--76 (2022; Zbl 1515.60157) Full Text: DOI arXiv
Nguyen, TrungTin; Nguyen, Hien Duy; Chamroukhi, Faicel; Forbes, Florence A non-asymptotic approach for model selection via penalization in high-dimensional mixture of experts models. (English) Zbl 07603097 Electron. J. Stat. 16, No. 2, 4742-4822 (2022). MSC: 62H30 62E17 62H12 PDFBibTeX XMLCite \textit{T. Nguyen} et al., Electron. J. Stat. 16, No. 2, 4742--4822 (2022; Zbl 07603097) Full Text: DOI arXiv Link
Chowdhury, Joydeep; Chaudhuri, Probal Multi-sample comparison using spatial signs for infinite dimensional data. (English) Zbl 07603095 Electron. J. Stat. 16, No. 2, 4636-4678 (2022). MSC: 62R10 62J10 PDFBibTeX XMLCite \textit{J. Chowdhury} and \textit{P. Chaudhuri}, Electron. J. Stat. 16, No. 2, 4636--4678 (2022; Zbl 07603095) Full Text: DOI arXiv Link
Vu, Quan; Zammit-Mangion, Andrew; Cressie, Noel Modeling nonstationary and asymmetric multivariate spatial covariances via deformations. (English) Zbl 07601229 Stat. Sin. 32, No. 4, 2071-2093 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{Q. Vu} et al., Stat. Sin. 32, No. 4, 2071--2093 (2022; Zbl 07601229) Full Text: DOI arXiv
Baz, Juan; Díaz, Irene; Montes, Susana; Pérez-Fernández, Raúl Some results on the Gaussian Markov random field construction problem based on the use of invariant subgraphs. (English) Zbl 1507.60067 Test 31, No. 3, 856-874 (2022). MSC: 60G60 PDFBibTeX XMLCite \textit{J. Baz} et al., Test 31, No. 3, 856--874 (2022; Zbl 1507.60067) Full Text: DOI
Fan, Jianing; Müller, Hans-Georg Conditional distribution regression for functional responses. (English) Zbl 1496.62070 Scand. J. Stat. 49, No. 2, 502-524 (2022). MSC: 62G08 62R10 62P20 PDFBibTeX XMLCite \textit{J. Fan} and \textit{H.-G. Müller}, Scand. J. Stat. 49, No. 2, 502--524 (2022; Zbl 1496.62070) Full Text: DOI
Cheng, Guozheng; Fang, Xiang; Guo, Kunyu; Liu, Chao A Gaussian version of Littlewood’s theorem for random power series. (English) Zbl 1502.30008 Proc. Am. Math. Soc. 150, No. 8, 3525-3536 (2022). MSC: 30B20 47B38 PDFBibTeX XMLCite \textit{G. Cheng} et al., Proc. Am. Math. Soc. 150, No. 8, 3525--3536 (2022; Zbl 1502.30008) Full Text: DOI arXiv
Dasgupta, Subhadra; Mukhopadhyay, Siuli; Keith, Jonathan Optimal designs for some bivariate cokriging models. (English) Zbl 1497.62207 J. Stat. Plann. Inference 221, 9-28 (2022). MSC: 62K05 62M30 86A32 PDFBibTeX XMLCite \textit{S. Dasgupta} et al., J. Stat. Plann. Inference 221, 9--28 (2022; Zbl 1497.62207) Full Text: DOI arXiv
Makogin, Vitalii; Spodarev, Evgeny Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence. (English) Zbl 1496.60053 Stochastics 94, No. 1, 111-142 (2022). MSC: 60G60 60H05 60D05 60G10 PDFBibTeX XMLCite \textit{V. Makogin} and \textit{E. Spodarev}, Stochastics 94, No. 1, 111--142 (2022; Zbl 1496.60053) Full Text: DOI arXiv
Grzesiek, Aleksandra; Teuerle, Marek; Wyłomańska, Agnieszka Cross-codifference for bidimensional VAR(1) time series with infinite variance. (English) Zbl 1524.62428 Commun. Stat., Simulation Comput. 51, No. 3, 1355-1380 (2022). MSC: 62M10 62P05 PDFBibTeX XMLCite \textit{A. Grzesiek} et al., Commun. Stat., Simulation Comput. 51, No. 3, 1355--1380 (2022; Zbl 1524.62428) Full Text: DOI arXiv
Zhang, Yangchun; Hu, Jiang; Li, Weiming CLT for linear spectral statistics of high-dimensional sample covariance matrices in elliptical distributions. (English) Zbl 1493.62328 J. Multivariate Anal. 191, Article ID 105007, 20 p. (2022). MSC: 62H12 62F12 PDFBibTeX XMLCite \textit{Y. Zhang} et al., J. Multivariate Anal. 191, Article ID 105007, 20 p. (2022; Zbl 1493.62328) Full Text: DOI
Zhdanov, A. I. High excursions of a quadratic form for a Gaussian stationary vector process. (English. Russian original) Zbl 1487.60081 J. Math. Sci., New York 262, No. 4, 476-492 (2022); translation from Fundam. Prikl. Mat. 23, No. 1, 123-144 (2020). MSC: 60G15 60G70 PDFBibTeX XMLCite \textit{A. I. Zhdanov}, J. Math. Sci., New York 262, No. 4, 476--492 (2022; Zbl 1487.60081); translation from Fundam. Prikl. Mat. 23, No. 1, 123--144 (2020) Full Text: DOI
Bingham, N. H.; Symons, Tasmin L. Gaussian random fields: with and without covariances. (English) Zbl 1493.62555 Theory Probab. Math. Stat. 106, 27-40 (2022). MSC: 62M40 PDFBibTeX XMLCite \textit{N. H. Bingham} and \textit{T. L. Symons}, Theory Probab. Math. Stat. 106, 27--40 (2022; Zbl 1493.62555) Full Text: DOI arXiv
Ianevych, Tetiana O.; Kozachenko, Yuriy V.; Troshki, Viktor B. On test for checking hypothesis on expectation and covariance function of stochastic process. (English) Zbl 07532278 Commun. Stat., Theory Methods 51, No. 2, 356-367 (2022). MSC: 62F03 60G15 62G10 62-XX PDFBibTeX XMLCite \textit{T. O. Ianevych} et al., Commun. Stat., Theory Methods 51, No. 2, 356--367 (2022; Zbl 07532278) Full Text: DOI
Zhou, Jing; Lan, Wei; Wang, Hansheng Asymptotic covariance estimation by Gaussian random perturbation. (English) Zbl 07512642 Comput. Stat. Data Anal. 171, Article ID 107459, 13 p. (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{J. Zhou} et al., Comput. Stat. Data Anal. 171, Article ID 107459, 13 p. (2022; Zbl 07512642) Full Text: DOI
Lindeberg, Tony Scale-covariant and scale-invariant Gaussian derivative networks. (English) Zbl 07510341 J. Math. Imaging Vis. 64, No. 3, 223-242 (2022). MSC: 68-XX 94-XX PDFBibTeX XMLCite \textit{T. Lindeberg}, J. Math. Imaging Vis. 64, No. 3, 223--242 (2022; Zbl 07510341) Full Text: DOI arXiv
Silva, Ivair R.; Zhuang, Yan; da Silva Junior, Julio C. A. Kronecker delta method for testing independence between two vectors in high-dimension. (English) Zbl 07504795 Stat. Pap. 63, No. 2, 343-365 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{I. R. Silva} et al., Stat. Pap. 63, No. 2, 343--365 (2022; Zbl 07504795) Full Text: DOI
Yao, Dan; McLaughlin, Stephen; Altmann, Yoann Patch-based image restoration using expectation propagation. (English) Zbl 1483.94014 SIAM J. Imaging Sci. 15, No. 1, 192-227 (2022). MSC: 94A08 62F15 68U10 PDFBibTeX XMLCite \textit{D. Yao} et al., SIAM J. Imaging Sci. 15, No. 1, 192--227 (2022; Zbl 1483.94014) Full Text: DOI arXiv
Kolyukhin, Dmitriy; Minakov, Alexander Simulation of Gaussian random field in a ball. (English) Zbl 1492.60005 Monte Carlo Methods Appl. 28, No. 1, 85-95 (2022). MSC: 60-08 60G60 60G15 65C05 65C20 86-08 PDFBibTeX XMLCite \textit{D. Kolyukhin} and \textit{A. Minakov}, Monte Carlo Methods Appl. 28, No. 1, 85--95 (2022; Zbl 1492.60005) Full Text: DOI arXiv
Tjøstheim, Dag; Otneim, Håkon; Støve, Bård Statistical dependence: beyond Pearson’s \(\rho\). (English) Zbl 07474199 Stat. Sci. 37, No. 1, 90-109 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{D. Tjøstheim} et al., Stat. Sci. 37, No. 1, 90--109 (2022; Zbl 07474199) Full Text: DOI arXiv
Minh, Hà Quang Alpha Procrustes metrics between positive definite operators: a unifying formulation for the Bures-Wasserstein and Log-Euclidean/Log-Hilbert-Schmidt metrics. (English) Zbl 1491.15037 Linear Algebra Appl. 636, 25-68 (2022). MSC: 15B48 60A10 47B65 47A64 47B32 PDFBibTeX XMLCite \textit{H. Q. Minh}, Linear Algebra Appl. 636, 25--68 (2022; Zbl 1491.15037) Full Text: DOI arXiv
Pan, Yating; Fei, Yu; Ni, Mingming; Nummi, Tapio; Pan, Jianxin Growth curve mixture models with unknown covariance structures. (English) Zbl 1493.62393 J. Multivariate Anal. 188, Article ID 104904, 17 p. (2022). MSC: 62H30 62F99 62J99 PDFBibTeX XMLCite \textit{Y. Pan} et al., J. Multivariate Anal. 188, Article ID 104904, 17 p. (2022; Zbl 1493.62393) Full Text: DOI
Zhang, Ruoyang; Ghosh, Malay Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors. (English) Zbl 1480.62105 J. Multivariate Anal. 187, Article ID 104835, 18 p. (2022). MSC: 62H12 62J07 60F15 62F15 PDFBibTeX XMLCite \textit{R. Zhang} and \textit{M. Ghosh}, J. Multivariate Anal. 187, Article ID 104835, 18 p. (2022; Zbl 1480.62105) Full Text: DOI arXiv
Wilcox, Rand R. Introduction to robust estimation and hypothesis testing. 5th edition. (English) Zbl 1470.62006 Amsterdam: Elsevier/Academic Press (ISBN 978-0-12-820098-8/pbk; 978-0-12-820099-5/ebook). xxviii, 900 p. (2022). MSC: 62-01 62-04 62F35 62F03 62G35 62G10 62J10 62F10 62H05 62-08 60G15 60F05 PDFBibTeX XMLCite \textit{R. R. Wilcox}, Introduction to robust estimation and hypothesis testing. 5th edition. Amsterdam: Elsevier/Academic Press (2022; Zbl 1470.62006)
De Iaco, Sandra; Posa, Donato; Cappello, Claudia; Maggio, Sabrina On some characteristics of Gaussian covariance functions. (English) Zbl 07777525 Int. Stat. Rev. 89, No. 1, 36-53 (2021). MSC: 62Mxx 60Gxx 86Axx PDFBibTeX XMLCite \textit{S. De Iaco} et al., Int. Stat. Rev. 89, No. 1, 36--53 (2021; Zbl 07777525) Full Text: DOI
Huang, Huang; Abdulah, Sameh; Sun, Ying; Ltaief, Hatem; Keyes, David E.; Genton, Marc G. Competition on spatial statistics for large datasets. (English) Zbl 07603083 J. Agric. Biol. Environ. Stat. 26, No. 4, 580-595 (2021). MSC: 62P12 PDFBibTeX XMLCite \textit{H. Huang} et al., J. Agric. Biol. Environ. Stat. 26, No. 4, 580--595 (2021; Zbl 07603083) Full Text: DOI
Ivanov, Alexander; Kozachenko, Yuriy; Moskvychova, Kateryna Large deviations of the correlogram estimator of the random noise covariance function in the nonlinear regression model. (English) Zbl 07531809 Commun. Stat., Theory Methods 50, No. 18, 4236-4254 (2021). MSC: 62J02 60G10 60J15 60F10 62G20 62-XX PDFBibTeX XMLCite \textit{A. Ivanov} et al., Commun. Stat., Theory Methods 50, No. 18, 4236--4254 (2021; Zbl 07531809) Full Text: DOI
Alexopoulos, Angelos; Bottolo, Leonardo Bayesian variable selection for Gaussian copula regression models. (English) Zbl 07499903 J. Comput. Graph. Stat. 30, No. 3, 578-593 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{A. Alexopoulos} and \textit{L. Bottolo}, J. Comput. Graph. Stat. 30, No. 3, 578--593 (2021; Zbl 07499903) Full Text: DOI arXiv
Izenman, Alan Julian Random matrix theory and its applications. (English) Zbl 07473926 Stat. Sci. 36, No. 3, 421-442 (2021). MSC: 62-XX PDFBibTeX XMLCite \textit{A. J. Izenman}, Stat. Sci. 36, No. 3, 421--442 (2021; Zbl 07473926) Full Text: DOI
Cleanthous, Galatia; Porcu, Emilio; White, Philip Regularity and approximation of Gaussian random fields evolving temporally over compact two-point homogeneous spaces. (English) Zbl 1492.60138 Test 30, No. 4, 836-860 (2021). MSC: 60G60 60G15 60H15 33C55 PDFBibTeX XMLCite \textit{G. Cleanthous} et al., Test 30, No. 4, 836--860 (2021; Zbl 1492.60138) Full Text: DOI
Loh, Wei-Liem; Sun, Saifei; Wen, Jun On fixed-domain asymptotics, parameter estimation and isotropic Gaussian random fields with Matérn covariance functions. (English) Zbl 1486.62254 Ann. Stat. 49, No. 6, 3127-3152 (2021). MSC: 62M40 60G15 62F12 62M09 62M30 PDFBibTeX XMLCite \textit{W.-L. Loh} et al., Ann. Stat. 49, No. 6, 3127--3152 (2021; Zbl 1486.62254) Full Text: DOI
Turčičová, Marie; Mandel, Jan; Eben, Kryštof Score matching filters for Gaussian Markov random fields with a linear model of the precision matrix. (English) Zbl 1478.62282 Found. Data Sci. 3, No. 4, 793-824 (2021). MSC: 62M40 62F12 62H12 62P12 PDFBibTeX XMLCite \textit{M. Turčičová} et al., Found. Data Sci. 3, No. 4, 793--824 (2021; Zbl 1478.62282) Full Text: DOI
Gardini, Aldo; Trivisano, Carlo; Fabrizi, Enrico Bayesian analysis of ANOVA and mixed models on the log-transformed response variable. (English) Zbl 1477.62334 Psychometrika 86, No. 2, 619-641 (2021). MSC: 62P15 62F15 62J10 PDFBibTeX XMLCite \textit{A. Gardini} et al., Psychometrika 86, No. 2, 619--641 (2021; Zbl 1477.62334) Full Text: DOI
Ivanov, A. V.; Savych, I. M. On the least squares estimator asymptotic normality of the multivariate symmetric textured surface parameters. (English) Zbl 07450429 Theory Probab. Math. Stat. 105, 151-169 (2021). Reviewer: Andriy Olenko (Melbourne) MSC: 62J02 62J99 62M40 PDFBibTeX XMLCite \textit{A. V. Ivanov} and \textit{I. M. Savych}, Theory Probab. Math. Stat. 105, 151--169 (2021; Zbl 07450429) Full Text: DOI
Hirano, Toshihiro A multi-resolution approximation via linear projection for large spatial datasets. (English) Zbl 1477.62267 Jpn. J. Stat. Data Sci. 4, No. 1, 215-256 (2021). MSC: 62M30 86A32 PDFBibTeX XMLCite \textit{T. Hirano}, Jpn. J. Stat. Data Sci. 4, No. 1, 215--256 (2021; Zbl 1477.62267) Full Text: DOI arXiv
Drton, Mathias; Kuriki, Satoshi; Hoff, Peter Existence and uniqueness of the Kronecker covariance MLE. (English) Zbl 1480.62096 Ann. Stat. 49, No. 5, 2721-2754 (2021). MSC: 62H12 62R01 PDFBibTeX XMLCite \textit{M. Drton} et al., Ann. Stat. 49, No. 5, 2721--2754 (2021; Zbl 1480.62096) Full Text: DOI arXiv Link
Ge, Qiao; Menendez, Monica Exploring the variance contributions of correlated model parameters: a sampling-based approach and its application in traffic simulation models. (English) Zbl 1481.90117 Appl. Math. Modelling 97, 438-462 (2021). MSC: 90B20 62H05 62J10 PDFBibTeX XMLCite \textit{Q. Ge} and \textit{M. Menendez}, Appl. Math. Modelling 97, 438--462 (2021; Zbl 1481.90117) Full Text: DOI
Benth, Fred Espen; Harang, Fabian A. Infinite dimensional pathwise Volterra processes driven by Gaussian noise – probabilistic properties and applications –. (English) Zbl 1491.60073 Electron. J. Probab. 26, Paper No. 114, 42 p. (2021). MSC: 60H05 60H20 45D05 PDFBibTeX XMLCite \textit{F. E. Benth} and \textit{F. A. Harang}, Electron. J. Probab. 26, Paper No. 114, 42 p. (2021; Zbl 1491.60073) Full Text: DOI arXiv
Ivanov, Alexander; Moskvychova, Kateryna Asymptotic normality of the residual correlogram in the continuous-time nonlinear regression model. (English) Zbl 1473.62234 Mod. Stoch., Theory Appl. 8, No. 1, 93-113 (2021). MSC: 62J02 62F12 62M10 PDFBibTeX XMLCite \textit{A. Ivanov} and \textit{K. Moskvychova}, Mod. Stoch., Theory Appl. 8, No. 1, 93--113 (2021; Zbl 1473.62234) Full Text: DOI
Teichmann, Jakob; Menzel, Peter; Heinig, Thomas; van den Boogaart, Karl Gerald Modeling and fitting of three-dimensional mineral microstructures by multinary random fields. (English) Zbl 1472.86030 Math. Geosci. 53, No. 5, 877-904 (2021). MSC: 86A32 62M40 86A60 PDFBibTeX XMLCite \textit{J. Teichmann} et al., Math. Geosci. 53, No. 5, 877--904 (2021; Zbl 1472.86030) Full Text: DOI
Shi, Wenli; Ghosal, Subhashis; Martin, Ryan Bayesian estimation of sparse precision matrices in the presence of Gaussian measurement error. (English) Zbl 1478.62124 Electron. J. Stat. 15, No. 2, 4545-4579 (2021). Reviewer: Thorsten Dickhaus (Bremen) MSC: 62H12 62F15 62H22 PDFBibTeX XMLCite \textit{W. Shi} et al., Electron. J. Stat. 15, No. 2, 4545--4579 (2021; Zbl 1478.62124) Full Text: DOI Link
Zili, M.; Zougar, E. Stochastic heat equation with piecewise constant coefficients and generalized fractional type noise. (English) Zbl 1473.60101 Theory Probab. Math. Stat. 104, 123-144 (2021). MSC: 60H15 60G22 60G15 60G17 60G60 35K10 33B20 PDFBibTeX XMLCite \textit{M. Zili} and \textit{E. Zougar}, Theory Probab. Math. Stat. 104, 123--144 (2021; Zbl 1473.60101) Full Text: DOI
Emery, Xavier; Alegría, Alfredo; Arroyo, Daisy Covariance models and simulation algorithm for stationary vector random fields on spheres crossed with Euclidean spaces. (English) Zbl 1473.62405 SIAM J. Sci. Comput. 43, No. 5, A3114-A3134 (2021). MSC: 62R30 62M15 62H11 PDFBibTeX XMLCite \textit{X. Emery} et al., SIAM J. Sci. Comput. 43, No. 5, A3114--A3134 (2021; Zbl 1473.62405) Full Text: DOI
Gwynne, Ewain; Miller, Jason Conformal covariance of the Liouville quantum gravity metric for \(\gamma\in (0,2)\). (English. French summary) Zbl 1472.60020 Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 2, 1016-1031 (2021). MSC: 60D05 60G60 PDFBibTeX XMLCite \textit{E. Gwynne} and \textit{J. Miller}, Ann. Inst. Henri Poincaré, Probab. Stat. 57, No. 2, 1016--1031 (2021; Zbl 1472.60020) Full Text: DOI arXiv
Pycke, J. R. On three families of Karhunen-Loève expansions associated with classical orthogonal polynomials. (English) Zbl 1475.33004 Result. Math. 76, No. 3, Paper No. 148, 27 p. (2021). MSC: 33C45 42C10 45C05 60G15 PDFBibTeX XMLCite \textit{J. R. Pycke}, Result. Math. 76, No. 3, Paper No. 148, 27 p. (2021; Zbl 1475.33004) Full Text: DOI
Abundo, Mario; Pirozzi, Enrica Fractionally integrated Gauss-Markov processes and applications. (English) Zbl 1480.60087 Commun. Nonlinear Sci. Numer. Simul. 101, Article ID 105862, 20 p. (2021). MSC: 60G15 26A33 65C20 PDFBibTeX XMLCite \textit{M. Abundo} and \textit{E. Pirozzi}, Commun. Nonlinear Sci. Numer. Simul. 101, Article ID 105862, 20 p. (2021; Zbl 1480.60087) Full Text: DOI arXiv