Related papers: MMANOVA: A general multilevel framework for multiv…
Differential analysis is a routine procedure in the statistical analysis toolbox across many applied fields, including quantitative proteomics, the main illustration of the present paper. The state-of-the-art limma approach uses a…
Quantifying uncertainty in deep regression models is important both for understanding the confidence of the model and for safe decision-making in high-risk domains. Existing approaches that yield prediction intervals overlook distributional…
Modern machine learning methods are often overparametrized, allowing adaptation to the data at a fine level. This can seem puzzling; in the worst case, such models do not need to generalize. This puzzle inspired a great amount of work,…
Factors models are routinely used to analyze high-dimensional data in both single-study and multi-study settings. Bayesian inference for such models relies on Markov Chain Monte Carlo (MCMC) methods which scale poorly as the number of…
The multivariate normal linear model is one of the most widely employed models for statistical inference in applied research. Special cases include (multivariate) t testing, (M)AN(C)OVA, (multivariate) multiple regression, and repeated…
Meta-analysis based on only a few studies remains a challenging problem, as an accurate estimate of the between-study variance is apparently needed, but hard to attain, within this setting. Here we offer a new approach, based on the…
There are two things to be considered when we evaluate predictive models. One is prediction accuracy,and the other is interpretability. Over the recent decades, many prediction models of high performance, such as ensemble-based models and…
Forecasts of multivariate probability distributions are required for a variety of applications. Scoring rules enable the evaluation of forecast accuracy, and comparison between forecasting methods. We propose a theoretical framework for…
The subject of this paper is to introduce a novel permutation-based nonparametric approach for the problem of ranking several multivariate populations with respect to both experimental and observation studies to be referred to the most…
In this paper, we examine the Sample Average Approximation (SAA) procedure within a framework where the Monte Carlo estimator of the expectation is biased. We also introduce Multilevel Monte Carlo (MLMC) in the SAA setup to enhance the…
We propose a general framework for non-normal multivariate data analysis called multivariate covariance generalized linear models (McGLMs), designed to handle multivariate response variables, along with a wide range of temporal and spatial…
Regression models describing the joint distribution of multivariate response variables conditional on covariate information have become an important aspect of contemporary regression analysis. However, a limitation of such models is that…
Multivariate Analysis (MVA) comprises a family of well-known methods for feature extraction which exploit correlations among input variables representing the data. One important property that is enjoyed by most such methods is uncorrelation…
The two-level normal hierarchical model has played an important role in statistical theory and applications. In this paper, we first introduce a general adjusted maximum likelihood method for estimating the unknown variance component of the…
In this paper, we consider a Bayesian bi-level variable selection problem in high-dimensional regressions. In many practical situations, it is natural to assign group membership to each predictor. Examples include that genetic variants can…
Envelope methodology is succinctly pitched as a class of procedures for increasing efficiency in multivariate analyses without altering traditional objectives \citep[first sentence of page 1]{cook2018introduction}. This description is true…
We propose a variance reduction framework for variational inference using the Multilevel Monte Carlo (MLMC) method. Our framework is built on reparameterized gradient estimators and "recycles" parameters obtained from past update history in…
We develop a multilevel Monte Carlo (MLMC) framework for uncertainty quantification with Monte Carlo dropout. Treating dropout masks as a source of epistemic randomness, we define a fidelity hierarchy by the number of stochastic forward…
This paper focuses on the substantive application of multilevel LCA to the evolution of citizenship norms in a diverse array of democratic countries. To do so, we present a two-stage approach to fit multilevel latent class models: in the…
Functional data analysis is becoming increasingly popular to study data from real-valued random functions. Nevertheless, there is a lack of multiple testing procedures for such data. These are particularly important in factorial designs to…