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Università della Svizzera italiana

Block-enhanced precision matrix estimation for large-scale datasets

Eftekhari, Aryan ; Pasadakis, Dimosthenis ; Bollhöfer, Matthias ; Scheidegger, Simon ; Schenk, Olaf

In: Journal of computational science, 2021, vol. 53, p. 13

The ℓ1-regularized Gaussian maximum likelihood method is a common approach for sparse precision matrix estimation, but one that poses a computational challenge for high-dimensional datasets. We present a novel ℓ1- regularized maximum likelihood method for performant large-scale sparse precision matrix estimation utilizing the block structures in the underlying computations. We identify the...

Consortium of Swiss Academic Libraries

Testing for symmetry and conditional symmetry using asymmetric kernels

Fernandes, Marcelo ; Mendes, Eduardo ; Scaillet, Olivier

In: Annals of the Institute of Statistical Mathematics, 2015, vol. 67, no. 4, p. 649-671

Consortium of Swiss Academic Libraries

Approximate maximum likelihood estimation for population genetic inference

Bertl, Johanna ; Ewing, Gregory ; Kosiol, Carolin ; Futschik, Andreas

In: Statistical Applications in Genetics and Molecular Biology, 2017, vol. 16, no. 5-6, p. 291-312

Université de Fribourg

Nonparametric estimation of natural direct and indirect effects based on inverse probability weighting

Huber, Martin ; Yu-Chin, Hsu ; Tsung-Chih, Lai

In: Journal of Econometric Methods, 2019, vol. 8, no. 1, p. 1-20

Using a sequential conditional independence assumption, this paper discusses fully nonparametric estimation of natural direct and indirect causal effects in causal mediation analysis based on inverse probability weighting. We propose estimators of the average indirect effect of a binary treatment, which operates through intermediate variables (or mediators) on the causal path between the...