Related papers: D-optimal Factorial Designs under Generalized Line…
Consider a logistic partially linear model, in which the logit of the mean of a binary response is related to a linear function of some covariates and a nonparametric function of other covariates. We derive simple, doubly robust estimators…
Dynamic Linear Models (DLMs) are commonly employed for time series analysis due to their versatile structure, simple recursive updating, ability to handle missing data, and probabilistic forecasting. However, the options for count time…
Probabilistic graphical models are traditionally known for their successes in generative modeling. In this work, we advocate layered graphical models (LGMs) for probabilistic discriminative learning. To this end, we design LGMs in close…
Multilevel models (MLMs) are a central building block of the Bayesian workflow. They enable joint, interpretable modeling of data across hierarchical levels and provide a fully probabilistic quantification of uncertainty. Despite their…
$2^K$ factorial designs are widely adopted by statisticians and the broader scientific community. In this short note, under the potential outcomes framework (Neyman, 1923; Rubin, 1974), we adopt the partial identification approach and…
We extend the approach in [Ann. Statist. 38 (2010) 2499-2524] for identifying locally optimal designs for nonlinear models. Conceptually the extension is relatively simple, but the consequences in terms of applications are profound. As we…
We consider optimal non-sequential designs for a large class of (linear and nonlinear) regression models involving polynomials and rational functions with heteroscedastic noise also given by a polynomial or rational weight function. The…
A new class of two-level non-regular fractional factorial designs is defined. We call this class an {\it affinely full-dimensional factorial design}, meaning that design points in the design of this class are not contained in any affine…
The paper considers linear regression problems where the number of predictor variables is possibly larger than the sample size. The basic motivation of the study is to combine the points of view of model selection and functional regression…
We develop a factor analysis for mixed continuous and binary observed variables. To this end, we utilized a recently developed multivariate probability distribution for mixed-type random variables, the Gaussian-Grassmann distribution. In…
In the past year, Generative Recommendations (GRs) have undergone substantial advancements, especially in leveraging the powerful sequence modeling and reasoning capabilities of Large Language Models (LLMs) to enhance overall recommendation…
High-dimensional datasets are frequently subject to contamination by outliers and heavy-tailed noise, which can severely bias standard regularized estimators like the Lasso. While Maximum Mean Discrepancy (MMD) has recently been introduced…
In Generalized Linear Models (GLMs) it is assumed that there is a linear effect of the predictor variables on the outcome. However, this assumption is often too strict, because in many applications predictors have a nonlinear relation with…
Recently it has been observed that the bivariate generalized linear failure rate distribution can be used quite effectively to analyze lifetime data in two dimensions. This paper introduces a more general class of bivariate distributions.…
Deep learning is a hierarchical inference method formed by subsequent multiple layers of learning able to more efficiently describe complex relationships. In this work, Deep Gaussian Mixture Models are introduced and discussed. A Deep…
The Generalized Linear Model (GLM) for the Gamma distribution (glmGamma) is widely used in modeling continuous, non-negative and positive-skewed data, such as insurance claims and survival data. However, model selection for GLM depends on…
Factorial designs are widely used due to their ability to accommodate multiple factors simultaneously. The factor-based regression with main effects and some interactions is the dominant strategy for downstream data analysis, delivering…
In this paper we derive locally D-optimal designs for discrete choice experiments based on multinomial probit models. These models include several discrete explanatory variables as well as a quantitative one. The commonly used multinomial…
This paper proposes distributed estimation procedures for three scalar-on-function regression models: the functional linear model (FLM), the functional non-parametric model (FNPM), and the functional partial linear model (FPLM). The…
Generalized Linear Models (GLMs) have been used extensively in statistical models of spike train data. However, the maximum likelihood estimates of the model parameters and their uncertainty, can be challenging to compute in situations…