Related papers: Fixed effects Selection in high dimensional Linear…
The generalized persistence (GP) model, developed in the context of estimating ``value added'' by individual teachers to their students' current and future test scores, is one of the most flexible value-added models in the literature.…
We consider joint estimation of multiple graphical models arising from heterogeneous and high-dimensional observations. Unlike most previous approaches which assume that the cluster structure is given in advance, an appealing feature of our…
In a mixture of linear regression model, the regression coefficients are treated as random vectors that may follow either a continuous or discrete distribution. We propose two Expectation-Maximization (EM) algorithms to estimate this prior…
Lasso is a popular and efficient approach to simultaneous estimation and variable selection in high-dimensional regression models. In this paper, a robust LAD-lasso method for multiple outcomes is presented that addresses the challenges of…
We consider a joint survival and mixed-effects model to explain the survival time from longitudinal data and high-dimensional covariates in a population. The longitudinal data is modeled using a non linear mixed-effects model to account for…
We address regularised versions of the Expectation-Maximisation (EM) algorithm for Generalised Linear Mixed Models (GLMM) in the context of panel data (measured on several individuals at different time points). A random response y is…
Linear mixed models (LMMs) are suitable for clustered data and are common in biometrics, medicine, survey statistics and many other fields. In those applications, it is essential to carry out valid inference after selecting a subset of the…
Identifying and characterizing relationships between treatments, exposures, or other covariates and time-to-event outcomes has great significance in a wide range of biomedical settings. In research areas such as multi-center clinical…
Change-point processes are one flexible approach to model long time series. We propose a method to uncover which model parameter truly vary when a change-point is detected. Given a set of breakpoints, we use a penalized likelihood approach…
Penalized regression methods, such as lasso and elastic net, are used in many biomedical applications when simultaneous regression coefficient estimation and variable selection is desired. However, missing data complicates the…
Filtering and parameter estimation under partial information for multiscale problems is studied in this paper. After proving mean square convergence of the nonlinear filter to a filter of reduced dimension, we establish that the conditional…
Linear mixed-effects models have increasingly replaced mixed-model analyses of variance for statistical inference in factorial psycholinguistic experiments. Although LMMs have many advantages over ANOVA, like ANOVAs, setting them up for…
We present a flexible Bayesian semiparametric mixed model for longitudinal data analysis in the presence of potentially high-dimensional categorical covariates. Building on a novel hidden Markov tensor decomposition technique, our proposed…
We introduce a new approach to a linear-circular regression problem that relates multiple linear predictors to a circular response. We follow a modeling approach of a wrapped normal distribution that describes angular variables and angular…
We develop a new method for simultaneously selecting fixed and random effects in a multilevel functional regression model. The proposed method is motivated by accelerometer-derived physical activity data from the 2011-12 cohort of the…
Bates et al. (2015) described the evaluation of the profiled log-likelihood of a linear mixed-effects model by updating a sparse, symmetric positive-definite matrix and computing its Cholesky factor, as implemented in the lme4 package for…
This paper discusses the application of L1-regularized maximum entropy modeling or SL1-Max [9] to multiclass categorization problems. A new modification to the SL1-Max fast sequential learning algorithm is proposed to handle conditional…
Accurately selecting and estimating smooth functional effects in additive models with potentially many functions is a challenging task. We introduce a novel Demmler-Reinsch basis expansion to model the functional effects that allows us to…
Along with the desire to address more complex problems, feature selection methods have gained in importance. Feature selection methods can be classified into wrapper method, filter method, and embedded method. Being a powerful embedded…
Confounding can lead to spurious associations. Typically, one must observe confounders in order to adjust for them, but in high-dimensional settings, recent research has shown that it becomes possible to adjust even for unobserved…