Brain data


Journal Articles


1. Chau, Joris; von Sachs, Rainer. Intrinsic wavelet regression for curves of Hermitian positive definite matrices. In: Journal of the American Statistical Association, Vol. to appear, no. to appear, p. to appear (2020). doi:10.1080/01621459.2019.1700129 (Accepté/Sous presse). http://hdl.handle.net/2078.1/203429 ; http://hdl.handle.net/2078.1/224111

2. von Sachs, Rainer. Nonparametric Spectral Analysis of Multivariate Time Series. In: Annual Review of Statistics and Its Application, Vol. 7, no. 1, p. 361-386 (2020). doi:10.1146/annurev-statistics-031219-041138. http://hdl.handle.net/2078.1/224113

3. Mathieu, Sophie; von Sachs, Rainer; Ritter, Christian; Delouille, Véronique; Lefèvre, Laure. UNCERTAINTY QUANTIFICATION IN SUNSPOT COUNTS. In: The Astrophysical Journal, Vol. 886, no. 1, p. 14 pp (2019). http://hdl.handle.net/2078.1/220927

4. Pircalabelu, Eugen; Gerda Claeskens. Zoom-in/out joint graphical lasso for different coarseness scales. In: Journal of the Royal Statistical Society. Series C, Applied statistics, Vol. 69, no. 1, p. 47–67 (2019). http://hdl.handle.net/2078.1/219725

5. Gorrostieta, Cristina; Ombao, Hernando; von Sachs, Rainer. Time-Dependent Dual-Frequency Coherence in Multivariate Non-Stationary Time Series. In: Journal of Time Series Analysis, Vol. 40, p. 3-22 (2019). doi:10.1111/jtsa.12408. http://hdl.handle.net/2078.1/203145

6. Chau, Van Vinh; Ombao, Hernando; von Sachs, Rainer. Intrinsic data depth for Hermitian positive definite matrices. In: Journal of Computational and Graphical Statistics, Vol. 28, no. 2, p. 427-439 (2019). doi:10.1080/10618600.2018.1537926. http://hdl.handle.net/2078.1/208820

7. Steland, Ansgar; von Sachs, Rainer. Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage. In: Stochastic Processes and their Applications, Vol. 128, no. 8, p. 2816-2855 (2018). doi:10.1016/j.spa.2017.10.007. http://hdl.handle.net/2078.1/191604

8. Roueff, François; von Sachs, Rainer. Time-frequency analysis of locally stationary Hawkes processes. In: Bernoulli : a journal of mathematical statistics and probability, Vol. 25, no. 2, p. 1355-1385 (2019). http://hdl.handle.net/2078.1/203144

9. Pircalabelu, Eugen; Claeskens, Gerda; Gijbels, Irène. Copula directed acyclic graphs. In: Statistics and Computing, Vol. 27, no. 1, p. 55-78 (2015). doi:10.1007/s11222-015-9599-9. http://hdl.handle.net/2078/219723

10. Fiecas, Marc; Franke, Jürgen; von Sachs, Rainer; Tadjuidje, Joseph. Shrinkage Estimation for Multivariate Hidden Markov Mixture Models. In: Journal of the American Statistical Association, Vol. 112, no. 517, p. 424-435 (2017). doi:10.1080/01621459.2016.1148608. http://hdl.handle.net/2078.1/170146

11. Steland, Ansgar; von Sachs, Rainer. Large-Sample Approximations for Variance-Covariance Matrices of High-Dimensional Time Series. In: Bernoulli : a journal of mathematical statistics and probability, Vol. 23, no. 4A, p. 2299-2329 (2017). doi:10.3150/16-BEJ811. http://hdl.handle.net/2078.1/170149

12. Pircalabelu, Eugen; Claeskens, Gerda. Focused model selection for social networks. In: Social Networks, Vol. 46, no./, p. 76-86 (2016). doi:10.1016/j.socnet.2016.03.002. http://hdl.handle.net/2078/219719

13. Pircalabelu, Eugen; Claeskens, Gerda; Waldorp, Lourens J. Mixed scale joint graphical lasso. In: Biostatistics, Vol. 17, no.4, p. 793-806 (2016). doi:10.1093/biostatistics/kxw025. http://hdl.handle.net/2078/219718

14. Roueff, François; von Sachs, Rainer; Sansonnet, Laure. Locally stationary Hawkes processes. In: Stochastic Processes and Their Applications, Vol. 126, no. 6, p. 1710-1743 (2016). doi:10.1016/j.spa.2015.12.003. http://hdl.handle.net/2078.1/170138

15. Chau, Van Vinh; von Sachs, Rainer. Functional mixed effects wavelet estimation for spectra of replicated time series. In: Electronic Journal of Statistics, Vol. 10, no.2, p. 2461-2510 (2016). doi:10.1214/16-EJS1181. http://hdl.handle.net/2078.1/176976

16. Pircalabelu, Eugen; Claeskens, Gerda; Jahfari, Sara; Waldorp, Lourens J. A focused information criterion for graphical models in fMRI connectivity with high-dimensional data. In: The Annals of Applied Statistics, Vol. 9, no.4, p. 2179-2214 (2015). doi:10.1214/15-aoas882. http://hdl.handle.net/2078/219720

17. Pircalabelu, Eugen; Claeskens, Gerda; Waldorp, Lourens J. A focused information criterion for graphical models. In: Statistics and Computing, Vol. 25, no.6, p. 1071-1092 (2014). doi:10.1007/s11222-014-9504-y. http://hdl.handle.net/2078/219724

18. Timmermans, Catherine; von Sachs, Rainer. A novel semi-distance for measuring dissimilarities of curves with sharp local patterns. In: Journal of Statistical Planning and Inference, Vol. 160, p. 35-50 (2015). doi:10.1016/j.jspi.2014.11.007. http://hdl.handle.net/2078.1/154928

19. Varughese, Melvin; von Sachs, Rainer; Stephanou, Michael; Bassett, Bruce. Nonparametric Transient Classification using Adaptive Wavelets. In: Monthly Notices of the Royal Astronomical Society, Vol. 453, no. 3, p. 2848-2861 (2015). doi:10.1093/mnras/stv1816. http://hdl.handle.net/2078.1/165197


Book Chapters


1. Pircalabelu, Eugen; Gerda Claeskens. Top-down joint graphical lasso. In: Proceedings of the 32nd International Workshop on Statistical Modelling , xxx, 2017, p. 47-50. http://hdl.handle.net/2078/219739

2. Gerda Claeskens; Pircalabelu, Eugen; Lourens J. Waldorp. Constructing Graphical Models via the Focused Information Criterion. In: Modeling and Stochastic Learning for Forecasting in High Dimensions (Lecture Notes in Statistics; xxx), Springer, 2015, p. 55-78. 978-3-319-18731-0. doi:10.1007/978-3-319-18732-7. http://hdl.handle.net/2078/219728

3. von Sachs, Rainer; Timmermans, Catherine. The BAGIDIS distance: about a fractal topology, with applications to functional classification and prediction. In: Modeling and Stochastic Learning for Forecasting in High Dimensions (Lecture Notes in Statistics; xxx), Springer New York LLC: (United States) New York, 2015, 319-339. 978-3-319-18731-0. doi:10.1007/978-3-319-18732-7_16. http://hdl.handle.net/2078.1/146393

4. Pircalabelu, Eugen; Gerda Claeskens; Sara Jahfari; Lourens J. Waldorp. Nodewise graphical modeling using the Focused Information Criterion for ‘p larger than n’ settings. In: Proceedings of the 29th International Workshop on Statistical Modelling , xxx, 2014, p. 273-278. http://hdl.handle.net/2078/219729


Working Papers


1. Bibal, Adrien; Marion, Rebecca; Frénay, Benoît; von Sachs, Rainer. BIOT: Explaining Multidimensional MDS Embeddings Using the Best Interpretable Orthogonal Transformation (xxx), 2019. http://hdl.handle.net/2078.1/224108

2. von Sachs, Rainer. Spectral Analysis of Multivariate Time Series (xxx), 2019. 24 p. http://hdl.handle.net/2078.1/215112

3. Chau, Van Vinh; von Sachs, Rainer. Intrinsic wavelet regression for surfaces of Hermitian positive definite matrices (xxx), 2018. 51 p. http://hdl.handle.net/2078.1/203429

4. Chau, Van Vinh; von Sachs, Rainer. Positive-Definite Multivariate Spectral Estimation: A Geometric Wavelet Approach (xxx), 2017. 47 p. http://hdl.handle.net/2078.1/182634

5. Roueff, François; von Sachs, Rainer. Time-frequency analysis of locally stationary Hawkes processes (xxx), 2017. 34 p. http://hdl.handle.net/2078.1/183997

6. Chau, Van Vinh; Ombao, Hernando; von Sachs, Rainer. Data depth and rank-based tests for covariance and spectral density matrices (xxx), 2017. 47 p. http://hdl.handle.net/2078.1/187151