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We propose a penalized orthogonal-components regression (POCRE) for large p small n data. Orthogonal components are sequentially constructed to maximize, upon standardization, their correlation to the response residuals. A new penalization…

Methodology · Statistics 2013-04-18 Dabao Zhang , Yanzhu Lin , Min Zhang

In the multiple linear regression setting, we propose a general framework, termed weighted orthogonal components regression (WOCR), which encompasses many known methods as special cases, including ridge regression and principal components…

Machine Learning · Statistics 2018-01-24 Xiaogang Su , Yaa Wonkye , Pei Wang , Xiangrong Yin

We address the component-based regularisation of a multivariate Generalized Linear Mixed Model (GLMM). A set of random responses Y is modelled by a GLMM, using a set X of explanatory variables, a set T of additional covariates, and random…

Methodology · Statistics 2019-08-22 Jocelyn Chauvet , Catherine Trottier , Xavier Bry , Frederic Mortier

We address the component-based regularisation of a multivariate Generalised Linear Mixed Model (GLMM) in the framework of grouped data. A set Y of random responses is modelled with a multivariate GLMM, based on a set X of explanatory…

Statistics Theory · Mathematics 2019-08-13 Jocelyn Chauvet , Catherine Trottier , Xavier Bry

We address component-based regularisation of a multivariate Generalized Linear Mixed Model. A set of random responses Y is modelled by a GLMM, using a set X of explanatory variables and a set T of additional covariates. Variables in X are…

Methodology · Statistics 2018-01-23 Jocelyn Chauvet , Catherine Trottier , Xavier Bry , Frédéric Mortier

Ordinal regression is a classification task where classes have an order and prediction error increases the further the predicted class is from the true class. The standard approach for modeling ordinal data involves fitting parallel…

Machine Learning · Computer Science 2022-02-16 Fred Lu , Francis Ferraro , Edward Raff

Multivariate regression techniques are commonly applied to explore the associations between large numbers of outcomes and predictors. In real-world applications, the outcomes are often of mixed types, including continuous measurements,…

Methodology · Statistics 2020-10-19 Aditya Mishra , Dipak K. Dey , Yong Chen , Kun Chen

Sparse linear regression, which entails finding a sparse solution to an underdetermined system of linear equations, can formally be expressed as an $l_0$-constrained least-squares problem. The Orthogonal Least-Squares (OLS) algorithm…

Machine Learning · Statistics 2016-08-01 Abolfazl Hashemi , Haris Vikalo

Generalized linear regressions, such as logistic regressions or Poisson regressions, are long-studied regression analysis approaches, and their applications are widely employed in various classification problems. Our study considers a…

Machine Learning · Statistics 2024-01-17 Vu Duc Anh , Tran Anh Tuan , Tran Ngoc Thang , Nguyen Thi Ngoc Anh

A growth curve model (GCM) aims to characterize how an outcome variable evolves, develops and grows as a function of time, along with other predictors. It provides a particularly useful framework to model growth trend in longitudinal data.…

Methodology · Statistics 2023-12-29 Xin Zhou , Yin Xia , Lexin Li

High-dimensional compositional data are commonplace in the modern omics sciences amongst others. Analysis of compositional data requires a proper choice of orthonormal coordinate representation as their relative nature is not compatible…

Principal component regression (PCR) is a widely used two-stage procedure: principal component analysis (PCA), followed by regression in which the selected principal components are regarded as new explanatory variables in the model. Note…

Machine Learning · Statistics 2018-04-03 Shuichi Kawano , Hironori Fujisawa , Toyoyuki Takada , Toshihiko Shiroishi

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…

Methodology · Statistics 2023-09-04 S. J. W. Willems , A. J. van der Kooij , J. J. Meulman

The generalized linear model (GLM) plays a key role in regression analyses. In high-dimensional data, the sparse GLM has been used but it is not robust against outliers. Recently, the robust methods have been proposed for the specific…

Machine Learning · Statistics 2026-05-15 Takayuki Kawashima , Hironori Fujisawa

This paper studies high-dimensional regression with two-way structured data. To estimate the high-dimensional coefficient vector, we propose the generalized matrix decomposition regression (GMDR) to efficiently leverage any auxiliary…

Methodology · Statistics 2023-02-17 Yue Wang , Ali Shojaie , Timothy W. Randolph , Parker Knight , Jing Ma

We propose generalized additive partial linear models for complex data which allow one to capture nonlinear patterns of some covariates, in the presence of linear components. The proposed method improves estimation efficiency and increases…

Statistics Theory · Mathematics 2014-05-26 Li Wang , Lan Xue , Annie Qu , Hua Liang

Forward regression is a classical and effective tool for variable screening in ultra-high dimensional linear models, but its standard projection-based implementation can be computationally costly and numerically unstable when predictors are…

Methodology · Statistics 2026-03-20 Jialuo Chen , Zhaoxing Gao , Yifan Jiang , Ruey S. Tsay

This paper introduces a method for studying the correlation structure of a range of responses modelled by a multivariate generalised linear mixed model (MGLMM). The methodology requires the existence of clusters of observations and that…

Methodology · Statistics 2021-08-02 Jeanett S. Pelck , Rodrigo Labouriau

Difficulties may arise when analyzing longitudinal data using mixed-effects models if there are nonparametric functions present in the linear predictor component. This study extends the use of semiparametric mixed-effects modeling in cases…

Methodology · Statistics 2024-02-05 Mozhgan Taavoni , Mohammad Arashi

The generalized partially linear additive model (GPLAM) is a flexible and interpretable approach to building predictive models. It combines features in an additive manner, allowing each to have either a linear or nonlinear effect on the…

Methodology · Statistics 2018-03-29 Yin Lou , Jacob Bien , Rich Caruana , Johannes Gehrke
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