Related papers: Poisson loglinear modeling with linear constraints…
Estimation of parameters that obey specific constraints is crucial in statistics and machine learning; for example, when parameters are required to satisfy boundedness, monotonicity, or linear inequalities. Traditional approaches impose…
Generalized linear models (GLMs) -- such as logistic regression, Poisson regression, and robust regression -- provide interpretable models for diverse data types. Probabilistic approaches, particularly Bayesian ones, allow coherent…
Two popular approaches for relating correlated measurements of a non-Gaussian response variable to a set of predictors are to fit a marginal model using generalized estimating equations and to fit a generalized linear mixed model by…
This article concerns a class of generalized linear mixed models for clustered data, where the random effects are mapped uniquely onto the grouping structure and are independent between groups. We derive necessary and sufficient conditions…
Constraints can be interpreted in a broad sense as any kind of explicit restriction over the parameters. While some constraints are defined directly on the parameter space, when they are instead defined by known behaviour on the model,…
Inference is typically intractable in high-treewidth undirected graphical models, making maximum likelihood learning a challenge. One way to overcome this is to restrict parameters to a tractable set, most typically the set of…
Generalized linear regressions, such as logistic regressions or Poisson regressions, are long-studied regression analysis approaches, and their applications are widely employed in various classification problems. Our study considers a…
Latent class model (LCM), which is a finite mixture of different categorical distributions, is one of the most widely used models in statistics and machine learning fields. Because of its non-continuous nature and the flexibility in shape,…
Factor structures or interactive effects are convenient devices to incorporate latent variables in panel data models. We consider fixed effect estimation of nonlinear panel single-index models with factor structures in the unobservables,…
A constrained multivariate linear model is a multivariate linear model with the columns of its coefficient matrix constrained to lie in a known subspace. This class of models includes those typically used to study growth curves and…
In this paper we consider the problem of estimating the parameters of a Poisson arrival process where the rate function is assumed to lie in the span of a known basis. Our goal is to estimate the basis expansions coefficients given a…
Many application domains such as ecology or genomics have to deal with multivariate non Gaussian observations. A typical example is the joint observation of the respective abundances of a set of species in a series of sites, aiming to…
A validated simulation model primarily requires performing an appropriate input analysis mainly by determining the behavior of real-world processes using probability distributions. In many practical cases, probability distributions of the…
Multiple linear regression is a basic statistical tool, yielding a prediction formula with the input variables, slopes, and an intercept. But is it really easy to see which terms have the largest effect, or to explain why the prediction of…
We consider a finite mixture model with varying mixing probabilities. Linear regression models are assumed for observed variables with coefficients depending on the mixture component the observed subject belongs to. A modification of the…
Estimating the log-likelihood of a given sentence under an autoregressive language model is straightforward: one can simply apply the chain rule and sum the log-likelihood values for each successive token. However, for masked language…
Log-linear models are a classical tool for the analysis of contingency tables. In particular, the subclass of graphical log-linear models provides a general framework for modelling conditional independences. However, with the exception of…
Log-linear models are typically fitted to contingency table data to describe and identify the relationship between different categorical variables. However, the data may include observed zero cell entries. The presence of zero cell entries…
Model selection is a cornerstone of statistical inference, where information criteria are widely employed to balance model fit and complexity. However, classical likelihood-based criteria are often highly sensitive to contamination,…
Relational data characterized by directed edges with count measurements are common in social science. Most existing methods either assume the count edges are derived from continuous random variables or model the edge dependency by…