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A novel method is proposed for the exact posterior mean and covariance of the random effects given the response in a generalized linear mixed model (GLMM) when the response does not follow normal. The research solves a long-standing problem…

Methodology · Statistics 2024-09-17 Tonglin Zhang

Multivariate count models are often justified by their ability to capture latent dependence, but researchers receive little guidance on when this added structure improves on simpler penalized marginal Poisson regression. We study this…

Machine Learning · Computer Science 2026-04-07 Daniel Agyapong , Julien Chiquet , Jane Marks , Toby Dylan Hocking

Given a statistical model, we propose a novel estimation method that yields randomised estimators for the unknown distribution of an observed random variable. We establish non-asymptotic bounds for the performance of these estimators and…

Statistics Theory · Mathematics 2026-05-06 Yannick Baraud

We propose a method that performs anomaly detection and localisation within heterogeneous data using a pairwise undirected mixed graphical model. The data are a mixture of categorical and quantitative variables, and the model is learned…

Machine Learning · Statistics 2016-07-21 Romain Laby , François Roueff , Alexandre Gramfort

A popular model selection approach for generalized linear mixed-effects models is the Akaike information criterion, or AIC. Among others, \cite{vaida05} pointed out the distinction between the marginal and conditional inference depending on…

Methodology · Statistics 2008-10-14 Heng Lian

High-dimensional data of discrete and skewed nature is commonly encountered in high-throughput sequencing studies. Analyzing the network itself or the interplay between genes in this type of data continues to present many challenges. As…

Methodology · Statistics 2017-12-01 Anjali Silva , Steven J. Rothstein , Paul D. McNicholas , Sanjeena Subedi

Estimation of crossed random effects models commonly requires computational costs that grow faster than linearly in the sample size $N$, often as fast as $\Omega(N^{3/2})$, making them unsuitable for large data sets. For non-Gaussian…

Methodology · Statistics 2025-05-01 Ruggero Bellio , Swarnadip Ghosh , Art B. Owen , Cristiano Varin

In behavioral and psychiatric research, data consisting of a per-subject proportion of "successes" and "failures" over a finite number of trials often arise. This kind of clustered binary data are usually non-normally distributed, which can…

Quantitative Methods · Quantitative Biology 2016-05-09 Alberto Ferrari , Mario Comelli

Motivated by genome-wide association studies, we consider a standard linear model with one additional random effect in situations where many predictors have been collected on the same subjects and each predictor is analyzed separately.…

Applications · Statistics 2013-04-24 Matti Pirinen , Peter Donnelly , Chris C. A. Spencer

In this article we survey properties of mixed Poisson distributions and probabilistic aspects of the Stirling transform: given a non-negative random variable $X$ with moment sequence $(\mu_s)_{s\in\mathbb{N}}$ we determine a discrete random…

Combinatorics · Mathematics 2014-09-12 Markus Kuba , Alois Panholzer

One of the well-known challenges in optimal experimental design is how to efficiently estimate the nested integrations of the expected information gain. The Gaussian approximation and associated importance sampling have been shown to be…

Computation · Statistics 2021-08-17 Quan Long

We propose a general method for distributed Bayesian model choice, using the marginal likelihood, where a data set is split in non-overlapping subsets. These subsets are only accessed locally by individual workers and no data is shared…

Computation · Statistics 2022-10-18 Alexander Buchholz , Daniel Ahfock , Sylvia Richardson

We study maximum likelihood estimation in log-linear models under conditional Poisson sampling schemes. We derive necessary and sufficient conditions for existence of the maximum likelihood estimator (MLE) of the model parameters and…

Statistics Theory · Mathematics 2012-07-24 Stephen E. Fienberg , Alessandro Rinaldo

We consider constructing model selection criteria for evaluating nonlinear mixed effects models via basis expansions. Mean functions and random functions in the mixed effects model are expressed by basis expansions, then they are estimated…

Methodology · Statistics 2014-02-25 Hidetoshi Matsui

We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to solve a maximum likelihood problem with an added l_1-norm…

Artificial Intelligence · Computer Science 2007-07-06 Onureena Banerjee , Laurent El Ghaoui , Alexandre d'Aspremont

We consider a binary unsupervised classification problem where each observation is associated with an unobserved label that we want to retrieve. More precisely, we assume that there are two groups of observation: normal and abnormal. The…

Machine Learning · Statistics 2011-05-05 Stevenn Volant , Marie-Laure Martin Magniette , Stéphane Robin

Modeling count data is important in physics and other scientific disciplines, where measurements often involve discrete, non-negative quantities such as photon or neutrino detection events. Traditional parametric approaches can be trained…

Data Analysis, Statistics and Probability · Physics 2026-02-10 Anushka Saha , Abhijith Gandrakota , Alexandre V. Morozov

We study mixture of linear regression (random coefficient) models, which capture population heterogeneity by allowing the regression coefficients to follow an unknown distribution $G^*$. In contrast to common parametric methods that fix the…

Methodology · Statistics 2025-07-01 Hansheng Jiang , Adityanand Guntuboyina

The empirical probability density function for the conditional distribution of the true value of Poisson distribution parameter on one measurement is constructed by computer experiment. The analysis of the obtained distributions confirms…

Data Analysis, Statistics and Probability · Physics 2009-11-10 S. I. Bityukov , V. A. Medvedev , V. V. Smirnova , Yu. V. Zernii

This work was motivated by a twin study with the goal of assessing the genetic control of immune traits. We propose a mixture bivariate distribution to model twin data where the underlying order within a pair is unclear. Though estimation…

Methodology · Statistics 2025-07-21 Zonghui Hu , Pengfei Li , Dean Follmann , Jing Qin
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