Related papers: Matrix Variate Logistic Regression Model with Appl…
VAR models are a type of multi-equation model that have been widely applied in econometrics. With the arrival of Big Data, huge amounts of data are being collected in numerous fields, making feasible the application of these kind of…
Compositional data arise in many areas of research in the natural and biomedical sciences. One prominent example is in the study of the human gut microbiome, where one can measure the relative abundance of many distinct microorganisms in a…
Two different approaches to analysis of data from diagnostic biomarker studies are commonly employed. Logistic regression is used to fit models for probability of disease given marker values, while ROC curves and risk distributions are used…
Lag windows are commonly used in time series, econometrics, steady-state simulation, and Markov chain Monte Carlo to estimate time-average covariance matrices. In the presence of positive correlation of the underlying process, estimators of…
Covariance matrix estimation arises in multivariate problems including multivariate normal sampling models and regression models where random effects are jointly modeled, e.g. random-intercept, random-slope models. A Bayesian analysis of…
We present the R-package mgm for the estimation of k-order Mixed Graphical Models (MGMs) and mixed Vector Autoregressive (mVAR) models in high-dimensional data. These are a useful extensions of graphical models for only one variable type,…
Ordered categorical data frequently arise in the analysis of biomedical, agricultural, and social sciences data. The logistic regression model is attractive in analyzing ordered categorical data because of its use in interpretation of a…
Logistic linear mixed model is widely used in experimental designs and genetic analysis with binary traits. Motivated by modern applications, we consider the case with many groups of random effects and each group corresponds to a variance…
In this study, a longitudinal regression model for covariance matrix outcomes is introduced. The proposal considers a multilevel generalized linear model for regressing covariance matrices on (time-varying) predictors. This model…
The linear varying coefficient models posits a linear relationship between an outcome and covariates in which the covariate effects are modeled as functions of additional effect modifiers. Despite a long history of study and use in…
We propose a regression model with matrix-variate skew-t response (REGMVST) for analyzing irregular longitudinal data with skewness, symmetry, or heavy tails. REGMVST models matrix-variate responses and predictors, with rows indexing…
The covariance matrix plays a fundamental role in many modern exploratory and inferential statistical procedures, including dimensionality reduction, hypothesis testing, and regression. In low-dimensional regimes, where the number of…
Linear regression is arguably the most fundamental statistical model; however, the validity of its use in randomized clinical trials, despite being common practice, has never been crystal clear, particularly when stratified or…
In the following short article we adapt a new and popular machine learning model for inference on medical data sets. Our method is based on the Variational AutoEncoder (VAE) framework that we adapt to survival analysis on small data sets…
Survival regression is widely used to model time-to-events data, to explore how covariates may influence the occurrence of events. Modern datasets often encompass a vast number of covariates across many subjects, with only a subset of the…
Machine learning models used in medical applications often face challenges due to the covariate shift, which occurs when there are discrepancies between the distributions of training and target data. This can lead to decreased predictive…
A methodology is developed for the adjustment of the covariance matrices underlying a multivariate constant time series dynamic linear model. The covariance matrices are embedded in a distribution-free inner-product space of matrix objects…
In multivariate time series, the estimation of the covariance matrix of the observation innovations plays an important role in forecasting as it enables the computation of the standardized forecast error vectors as well as it enables the…
In practical regression applications, multiple covariates are often measured, but not all may be associated with the response variable. Identifying and including only the relevant covariates in the model is crucial for improving prediction…
In this work, we propose a modeling procedure for fMRI data analysis using a Bayesian Matrix-Variate Dynamic Linear Model (MVDLM). With this type of model, less complex than the more traditional temporal-spatial models, we are able to take…