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Model averaging combines forecasts obtained from a range of models, and it often produces more accurate forecasts than a forecast from a single model. The crucial part of forecast accuracy improvement in using the model averaging lies in…

Applications · Statistics 2018-10-01 Han Lin Shang , Steven Haberman

This paper develops forecasting methodology and application of new classes of dynamic models for time series of non-negative counts. Novel univariate models synthesise dynamic generalized linear models for binary and conditionally Poisson…

Methodology · Statistics 2022-06-07 Lindsay Berry , Mike West

In prevalent cohort studies where subjects are recruited at a cross-section, the time to an event may be subject to length-biased sampling, with the observed data being either the forward recurrence time, or the backward recurrence time, or…

Statistics Theory · Mathematics 2019-04-05 Pourab Roy , Jason P. Fine , Michael R. Kosorok

For exchangeable data, mixture models are an extremely useful tool for density estimation due to their attractive balance between smoothness and flexibility. When additional covariate information is present, mixture models can be extended…

Methodology · Statistics 2023-08-01 Sara Wade , Vanda Inacio , Sonia Petrone

In credit risk analysis, survival models with fixed and time-varying covariates are widely used to predict a borrower's time-to-event. When the time-varying drivers are endogenous, modelling jointly the evolution of the survival time and…

Risk Management · Quantitative Finance 2025-09-03 Victor Medina-Olivares , Finn Lindgren , Raffaella Calabrese , Jonathan Crook

The objective is to model longitudinal and survival data jointly taking into account the dependence between the two responses in a real HIV/AIDS dataset using a shared parameter approach inside a Bayesian framework. We propose a linear…

Applications · Statistics 2016-05-02 Rui Martins

In many clinical trials studying neurodegenerative diseases such as Parkinson's disease (PD), multiple longitudinal outcomes are collected to fully explore the multidimensional impairment caused by this disease. If the outcomes deteriorate…

Applications · Statistics 2017-05-18 Jue Wang , Sheng Luo , Liang Li

Bayesian model averaging enables one to combine the disparate predictions of a number of models in a coherent fashion, leading to superior predictive performance. The improvement in performance arises from averaging models that make…

Applications · Statistics 2011-08-01 Qingzhao Yu , Steven N. MacEachern , Mario Peruggia

Intensive Longitudinal Data (ILD) is increasingly available to social and behavioral scientists. With this increased availability come new opportunities for modeling and predicting complex biological, behavioral, and physiological…

Methodology · Statistics 2025-01-08 Zachary F. Fisher , Younghoon Kim , Barbara Fredrickson , Vladas Pipiras

Generalized estimating equation (GEE) is widely adopted for regression modeling for longitudinal data, taking account of potential correlations within the same subjects. Although the standard GEE assumes common regression coefficients among…

Methodology · Statistics 2022-07-11 Tsubasa Ito , Shonosuke Sugasawa

It is often of interest to perform clustering on longitudinal data, yet it is difficult to formulate an intuitive model for which estimation is computationally feasible. We propose a model-based clustering method for clustering objects that…

Methodology · Statistics 2020-05-19 Daniel K. Sewell , Yuguo Chen , William Bernhard , Tracy Sulkin

The doubly robust estimator, which models both the propensity score and outcomes, is a popular approach to estimate the average treatment effect in the potential outcome setting. The primary appeal of this estimator is its theoretical…

Methodology · Statistics 2024-09-11 Kaoru Babasaki , Shonosuke Sugasawa , Kosaku Takanashi , Kenichiro McAlinn

Based on the proposed time-varying JLCM (Miao and Charalambous, 2022), the heterogeneous random covariance matrix can also be considered, and a regression submodel for the variance-covariance matrix of the multivariate latent random effects…

Methodology · Statistics 2025-03-30 Ruoyu Miao , Christiana Charalambous

This article considers the joint modeling of longitudinal covariates and partly-interval censored time-to-event data. Longitudinal time-varying covariates play a crucial role in obtaining accurate clinically relevant predictions using a…

Methodology · Statistics 2024-12-05 Annabel Webb , Nan Zou , Serigne Lo , Jun Ma

In this paper we introduce a novel Bayesian approach for linking multiple social networks in order to discover the same real world person having different accounts across networks. In particular, we develop a latent model that allow us to…

Applications · Statistics 2018-08-15 Juan Sosa , Abel Rodriguez

This paper deals with inference and prediction for multiple correlated time series, where one has also the choice of using a candidate pool of contemporaneous predictors for each target series. Starting with a structural model for the…

Machine Learning · Statistics 2018-09-20 S. Rao Jammalamadaka , Jinwen Qiu , Ning Ning

There is a rich literature for modeling binary and polychotomous responses. However, existing methods are inadequate for handling combinatorial responses, where each response is an integer array under additional constraints. Such data are…

Methodology · Statistics 2026-05-05 Yu Zheng , Malay Ghosh , Leo Duan

In many applications, data can be heterogeneous in the sense of spanning latent groups with different underlying distributions. When predictive models are applied to such data the heterogeneity can affect both predictive performance and…

Machine Learning · Statistics 2022-05-04 Thomas Lartigue , Sach Mukherjee

Complex data features, such as unmodelled censored event times and variables with time-dependent effects, are common in cancer recurrence studies and pose challenges for Bayesian survival modelling. Current methodologies for predictive…

Methodology · Statistics 2026-01-12 Saku Suorsa , Aki Vehtari

Products manufactured from the same batch or utilized in the same region often exhibit correlated lifetime observations due to the latent heterogeneity caused by the influence of shared but unobserved covariates. The unavailable…

Methodology · Statistics 2021-07-15 Xuxue Sun , Mingyang Li