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Statistical boosting algorithms are renowned for their intrinsic variable selection and enhanced predictive performance compared to classical statistical methods, making them especially useful for complex models such as generalized additive…

Methodology · Statistics 2026-02-20 Alexandra Daub , Elisabeth Bergherr

We propose a new framework of CatBoost that predicts the entire conditional distribution of a univariate response variable. In particular, CatBoostLSS models all moments of a parametric distribution (i.e., mean, location, scale and shape…

Machine Learning · Statistics 2020-01-08 Alexander März

We propose a new framework of XGBoost that predicts the entire conditional distribution of a univariate response variable. In particular, XGBoostLSS models all moments of a parametric distribution (i.e., mean, location, scale and shape…

Machine Learning · Statistics 2019-08-27 Alexander März

The Generalized Additive Model (GAM) is a powerful tool and has been well studied. This model class helps to identify additive regression structure. Via available test procedures one may identify the regression structure even sharper if…

Methodology · Statistics 2020-09-11 Rong Liu , Wolfgang Karl Härdle

We read with interest the above article by Zavorsky (2025, Respiratory Medicine, doi:10.1016/j.rmed.2024.107836) concerning reference equations for pulmonary function testing. The author compares a Generalized Additive Model for Location,…

This is a hands-on introduction to Generalised Additive Mixed Models (GAMMs) in the context of linguistics with a particular focus on dynamic speech analysis (e.g. formant contours, pitch tracks, diachronic change, etc.). The main goal is…

Applications · Statistics 2017-03-17 Márton Sóskuthy

We introduce GAMSEL (Generalized Additive Model Selection), a penalized likelihood approach for fitting sparse generalized additive models in high dimension. Our method interpolates between null, linear and additive models by allowing the…

Machine Learning · Statistics 2015-06-18 Alexandra Chouldechova , Trevor Hastie

The Generalized Linear Model (GLM) for the Gamma distribution (glmGamma) is widely used in modeling continuous, non-negative and positive-skewed data, such as insurance claims and survival data. However, model selection for GLM depends on…

Methodology · Statistics 2018-04-24 Xin Chen , Aleksandr Y. Aravkin , R. Douglas Martin

Meta-analytical models are typically formulated as a mixed-effects model where the sampling variances of the effect sizes are treated as known. In principle, such models could be fitted with standard mixed-modelling software such as the…

There are proposals that extend the classical generalized additive models (GAMs) to accommodate high-dimensional data ($p>>n$) using group sparse regularization. However, the sparse regularization may induce excess shrinkage when estimating…

Methodology · Statistics 2022-07-07 Boyi Guo , Byron C. Jaeger , A. K. M. Fazlur Rahman , D. Leann Long , Nengjun Yi

A method for the local and global interpretation of a black-box model on the basis of the well-known generalized additive models is proposed. It can be viewed as an extension or a modification of the algorithm using the neural additive…

Machine Learning · Computer Science 2020-10-16 Andrei V. Konstantinov , Lev V. Utkin

The R add-on package FDboost is a flexible toolbox for the estimation of functional regression models by model-based boosting. It provides the possibility to fit regression models for scalar and functional response with effects of scalar as…

Computation · Statistics 2018-04-27 Sarah Brockhaus , David Rügamer , Sonja Greven

ProfileGLMM is an R package integrating Generalised Linear Mixed Models (GLMMs) as the outcome model for Bayesian profile regression. This statistical framework simultaneously i) explains the variation in the outcome and ii) clusters the…

Methodology · Statistics 2026-04-23 Matteo Amestoy , Mark A. van de Wiel , Wessel N. van Wieringen

We propose an L1-penalized algorithm for fitting high-dimensional generalized linear mixed models. Generalized linear mixed models (GLMMs) can be viewed as an extension of generalized linear models for clustered observations. This…

Computation · Statistics 2014-06-03 Jürg Schelldorfer , Lukas Meier , Peter Bühlmann

Imbalanced regression arises when the target distribution is skewed, causing models to focus on dense regions and struggle with underrepresented (minority) samples. Despite its relevance across many applications, few methods have been…

Machine Learning · Computer Science 2025-08-05 Shayan Alahyari , Shiva Mehdipour Ghobadlou , Mike Domaratzki

Generalized Additive Models (GAMs) can be used to create non-linear glass-box (i.e. explicitly interpretable) models, where the predictive function is fully observable over the complete input space. However, glass-box interpretability…

Machine Learning · Computer Science 2026-04-22 Nicolas Salvadé , Tim Hillel

Generalized additive models (GAM) have been successfully applied to high dimensional data analysis. However, most existing methods cannot simultaneously estimate the link function, the component functions and the variable interaction. To…

Machine Learning · Statistics 2024-10-14 Peipei Yuan , Xinge You , Hong Chen , Xuelin Zhang , Qinmu Peng

The sparse group lasso is a high-dimensional regression technique that is useful for problems whose predictors have a naturally grouped structure and where sparsity is encouraged at both the group and individual predictor level. In this…

Generalized additive models (GAMs) provide a way to blend parametric and non-parametric (function approximation) techniques together, making them flexible tools suitable for many modeling problems. For instance, GAMs can be used to…

Methodology · Statistics 2023-03-07 Antti Solonen , Stratos Staboulis

BHAM is a freely avaible R pakcage that implments Bayesian hierarchical additive models for high-dimensional clinical and genomic data. The package includes functions that generalized additive model, and Cox additive model with the…

Computation · Statistics 2022-07-07 Boyi Guo , Nengjun Yi