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Three-way data structures, characterized by three entities, the units, the variables and the occasions, are frequent in biological studies. In RNA sequencing, three-way data structures are obtained when high-throughput transcriptome…
Finite mixture models are a useful statistical model class for clustering and density approximation. In the Bayesian framework finite mixture models require the specification of suitable priors in addition to the data model. These priors…
Factor analysis for high-dimensional data is a canonical problem in statistics and has a wide range of applications. However, there is currently no factor model tailored to effectively analyze high-dimensional count responses with…
Mixture models are flexible tools in density estimation and classification problems. Bayesian estimation of such models typically relies on sampling from the posterior distribution using Markov chain Monte Carlo. Label switching arises…
Conventional survival analysis methods are typically ineffective to characterize heterogeneity in the population while such information can be used to assist predictive modeling. In this study, we propose a hybrid survival analysis method,…
Normalizing flows are objects used for modeling complicated probability density functions, and have attracted considerable interest in recent years. Many flexible families of normalizing flows have been developed. However, the focus to date…
The problem of complex data analysis is a central topic of modern statistical science and learning systems and is becoming of broader interest with the increasing prevalence of high-dimensional data. The challenge is to develop statistical…
This paper proposes factor stochastic volatility models with skew error distributions. The generalized hyperbolic skew t-distribution is employed for common-factor processes and idiosyncratic shocks. Using a Bayesian sparsity modeling…
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…
In mixture model-based clustering applications, it is common to fit several models from a family and report clustering results from only the `best' one. In such circumstances, selection of this best model is achieved using a model selection…
The mixed effects model for repeated measures (MMRM) has been widely used for the analysis of longitudinal clinical data collected at a number of fixed time points. We propose a robust extension of the MMRM for skewed and heavy-tailed data…
Finite mixture models have been widely used for the modelling and analysis of data from heterogeneous populations. Maximum likelihood estimation of the parameters is typically carried out via the Expectation-Maximization (EM) algorithm. The…
In this paper we propose a mixture model, SparseMix, for clustering of sparse high dimensional binary data, which connects model-based with centroid-based clustering. Every group is described by a representative and a probability…
Spectral clustering approaches have led to well-accepted algorithms for finding accurate clusters in a given dataset. However, their application to large-scale datasets has been hindered by computational complexity of eigenvalue…
A new method for analyzing high-dimensional categorical data, Linear Latent Structure (LLS) analysis, is presented. LLS models belong to the family of latent structure models, which are mixture distribution models constrained to satisfy the…
Model-based clustering of moderate or large dimensional data is notoriously difficult. We propose a model for simultaneous dimensionality reduction and clustering by assuming a mixture model for a set of latent scores, which are then linked…
Model-based clustering is a technique widely used to group a collection of units into mutually exclusive groups. There are, however, situations in which an observation could in principle belong to more than one cluster. In the context of…
With the recent growth in data availability and complexity, and the associated outburst of elaborate modelling approaches, model selection tools have become a lifeline, providing objective criteria to deal with this increasingly challenging…
With the advent of ubiquitous monitoring and measurement protocols, studies have started to focus more and more on complex, multivariate and heterogeneous datasets. In such studies, multivariate response variables are drawn from a…
In this paper, we comment on the recent comparison in Azzalini et al. (2014) of two different distributions proposed in the literature for the modelling of data that have asymmetric and possibly long-tailed clusters. They are referred to as…