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Functional magnetic resonance imaging (fMRI) data have become increasingly available and are useful for describing functional connectivity (FC), the relatedness of neuronal activity in regions of the brain. This FC of the brain provides…

Machine Learning · Statistics 2020-10-14 Andrew DiLernia , Karina Quevedo , Jazmin Camchong , Kelvin Lim , Wei Pan , Lin Zhang

Hidden Markov Models (HMMs) comprise a powerful generative approach for modeling sequential data and time-series in general. However, the commonly employed assumption of the dependence of the current time frame to a single or multiple…

Machine Learning · Computer Science 2021-09-13 Konstantinos P. Panousis , Sotirios Chatzis , Sergios Theodoridis

This paper proposes a linear categorical random coefficient model, in which the random coefficients follow parametric categorical distributions. The distributional parameters are identified based on a linear recurrence structure of moments…

Econometrics · Economics 2023-03-01 Zhan Gao , M. Hashem Pesaran

In longitudinal studies, subjects may be lost to follow-up, or miss some of the planned visits, leading to incomplete response sequences. When the probability of non-response, conditional on the available covariates and the observed…

Methodology · Statistics 2017-07-10 Alessandra Spagnoli , Maria Francesca Marino , Marco Alfò

How to estimate heterogeneity, e.g. the effect of some variable differing across observations, is a key question in political science. Methods for doing so make simplifying assumptions about the underlying nature of the heterogeneity to…

Methodology · Statistics 2021-03-31 Max Goplerud

Heterogeneous data from multiple populations, sub-groups, or sources is often represented as a ``mixture model'' with a single latent class influencing all of the observed covariates. Heterogeneity can be resolved at multiple levels by…

Machine Learning · Computer Science 2024-12-16 Bijan Mazaheri , Chandler Squires , Caroline Uhler

The link between attitudes and behaviour has been a key topic in choice modelling for two decades, with the widespread application of ever more complex hybrid choice models. This paper proposes a pragmatic and computationally tractable…

Econometrics · Economics 2026-04-15 Akshay Vij , Stephane Hess

Finite Mixture Regression (FMR) refers to the mixture modeling scheme which learns multiple regression models from the training data set. Each of them is in charge of a subset. FMR is an effective scheme for handling sample heterogeneity,…

Machine Learning · Statistics 2020-10-13 Jian Liang , Kun Chen , Ming Lin , Changshui Zhang , Fei Wang

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

Stepped wedge cluster-randomized trial (CRTs) designs randomize clusters of individuals to intervention sequences, ensuring that every cluster eventually transitions from a control period to receive the intervention under study by the end…

In the last few decades, the study of ordinal data in which the variable of interest is not exactly observed but only known to be in a specific ordinal category has become important. In Psychometrics such variables are analysed under the…

Econometrics · Economics 2025-01-22 Bernard M. S. van Praag , J. Peter Hop , William H. Greene

Classical regression analysis relates the expectation of a response variable to a linear combination of explanatory variables. In this article, we propose a covariance regression model that parameterizes the covariance matrix of a…

Methodology · Statistics 2011-03-01 Peter D. Hoff , Xiaoyue Niu

In linear models, omitting a covariate that is orthogonal to covariates in the model does not result in biased coefficient estimation. This in general does not hold for longitudinal data, where additional assumptions are needed to get…

Statistics Theory · Mathematics 2023-05-30 Zhuowei Sun , Hongyuan Cao , Li Chen , Jason P. Fine

Physical activity is crucial for human health. With the increasing availability of large-scale mobile health data, strong associations have been found between physical activity and various diseases. However, accurately capturing this…

Methodology · Statistics 2026-01-19 Xiaojing Sun , Bingxin Zhao , Fei Xue

Attrition is a common occurrence in cluster randomised trials (CRTs) which leads to missing outcome data. Two approaches for analysing such trials are cluster-level analysis and individual-level analysis. This paper compares the performance…

Methodology · Statistics 2016-03-15 Anower Hossain , Karla Diaz-Ordaz , Jonathan W. Bartlett

Understanding the how the distribution of an economic outcome, such as income, changes with respect to space and covariates is a key concern for policy makers. To address this, we develop a Bayesian nonparametric model, the Normalised…

Methodology · Statistics 2026-04-28 Ziyou Wang , Jim Griffin , Maria Kalli

The mixture cure rate model is the most commonly used cure rate model in the literature. In the context of mixture cure rate model, the standard approach to model the effect of covariates on the cured or uncured probability is to use a…

Methodology · Statistics 2022-08-23 Suvra Pal , Yingwei Peng , Sandip Barui , Pei Wang

Latent feature modeling allows capturing the latent structure responsible for generating the observed properties of a set of objects. It is often used to make predictions either for new values of interest or missing information in the…

Machine Learning · Statistics 2018-03-09 Isabel Valera , Melanie F. Pradier , Maria Lomeli , Zoubin Ghahramani

Selective inference aims at providing valid inference after a data-driven selection of models or hypotheses. It is essential to avoid overconfident results and replicability issues. While significant advances have been made in this area for…

Methodology · Statistics 2025-03-14 Matteo D'Alessandro , Magne Thoresen

Physical activity is crucial for human health. With the increasing availability of large-scale mobile health data, strong associations have been found between physical activity and various diseases. However, accurately capturing this…

Applications · Statistics 2025-01-03 Xiaojing Sun , Bingxin Zhao , Fei Xue