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The expectation-maximization (EM) algorithm and its variants are widely used in statistics. In high-dimensional mixture linear regression, the model is assumed to be a finite mixture of linear regression and the number of predictors is much…

Statistics Theory · Mathematics 2023-07-24 Ning Wang , Xin Zhang , Qing Mai

In multi-state models based on high-dimensional data, effective modeling strategies are required to determine an optimal, ideally parsimonious model. In particular, linking covariate effects across transitions is needed to conduct joint…

Methodology · Statistics 2024-11-27 Kaya Miah , Jelle J. Goeman , Hein Putter , Annette Kopp-Schneider , Axel Benner

Nonlinear Mixed effects models are hidden variables models that are widely used in many fields such as pharmacometrics. In such models, the distribution characteristics of hidden variables can be specified by including several parameters…

Methodology · Statistics 2021-10-19 Edouard Ollier

Predicting clinical variables from whole-brain neuroimages is a high dimensional problem that requires some type of feature selection or extraction. Penalized regression is a popular embedded feature selection method for high dimensional…

Methodology · Statistics 2018-02-27 Joanne C. Beer , Howard J. Aizenstein , Stewart J. Anderson , Robert T. Krafty

High-dimensional variable selection, with many more covariates than observations, is widely documented in standard regression models, but there are still few tools to address it in non-linear mixed-effects models where data are collected…

Statistics Theory · Mathematics 2024-04-08 Marion Naveau , Guillaume Kon Kam King , Renaud Rincent , Laure Sansonnet , Maud Delattre

We propose a new approach to mixed-frequency regressions in a high-dimensional environment that resorts to Group Lasso penalization and Bayesian techniques for estimation and inference. In particular, to improve the prediction properties of…

Econometrics · Economics 2020-06-12 Matteo Mogliani , Anna Simoni

This article focuses on parameter estimation of multi-levels nonlinear mixed effects models (MNLMEMs). These models are used to analyze data presenting multiple hierarchical levels of grouping (cluster data, clinical trials with several…

Methodology · Statistics 2008-12-18 Xavière Panhard , Adeline Samson

We consider the problem of sparse estimation in a factor analysis model. A traditional estimation procedure in use is the following two-step approach: the model is estimated by maximum likelihood method and then a rotation technique is…

Methodology · Statistics 2013-03-18 Kei Hirose , Michio Yamamoto

We consider a finite mixture of regressions (FMR) model for high-dimensional inhomogeneous data where the number of covariates may be much larger than sample size. We propose an l1-penalized maximum likelihood estimator in an appropriate…

Methodology · Statistics 2012-02-28 Nicolas Städler , Peter Bühlmann , Sara van de Geer

Penalized regression is an attractive framework for variable selection problems. Often, variables possess a grouping structure, and the relevant selection problem is that of selecting groups, not individual variables. The group lasso has…

Computation · Statistics 2016-07-20 Patrick Breheny , Jian Huang

Skew normal mixture models provide a more flexible framework than the popular normal mixtures for modelling heterogeneous data with asymmetric behaviors. Due to the unboundedness of likelihood function and the divergency of shape…

Methodology · Statistics 2016-08-05 Libin Jin , Wangli Xu , Liping Zhu , Lixing Zhu

Group lasso is a commonly used regularization method in statistical learning in which parameters are eliminated from the model according to predefined groups. However, when the groups overlap, optimizing the group lasso penalized objective…

Machine Learning · Statistics 2024-02-22 Mingyu Qi , Tianxi Li

The EM algorithm is a popular tool for maximum likelihood estimation but has not been used much for high-dimensional regularization problems in linear mixed-effects models. In this paper, we introduce the EMLMLasso algorithm, which combines…

Methodology · Statistics 2023-08-04 Daniela C. R. Oliveira , Fernanda L. Schumacher , Victor H. Lachos

The paper deals with generalized functional regression. The aim is to estimate the influence of covariates on observations, drawn from an exponential distribution. The link considered has a semiparametric expression: if we are interested in…

Statistics Theory · Mathematics 2013-09-20 Irène Gannaz

We consider nonlinear mixed effects models including high-dimensional covariates to model individual parameters variability. The objective is to identify relevant covariates among a large set under sparsity assumption and to estimate model…

Statistics Theory · Mathematics 2025-08-06 Antoine Caillebotte , Estelle Kuhn , Sarah Lemler

This work is motivated by analyses of longitudinal data collected from participants in the Quebec Longitudinal Study of Child Development (QLSCD) and the Quebec Newborn Twin Study (QNTS) to identify important genetic predictors for…

The ability to generate samples of the random effects from their conditional distributions is fundamental for inference in mixed effects models. Random walk Metropolis is widely used to perform such sampling, but this method is known to…

Methodology · Statistics 2019-10-29 Belhal Karimi , Marc Lavielle , Eric Moulines

We consider the problem of sparse estimation via a lasso-type penalized likelihood procedure in a factor analysis model. Typically, the model estimation is done under the assumption that the common factors are orthogonal (uncorrelated).…

Methodology · Statistics 2013-02-25 Kei Hirose , Michio Yamamoto

For data with high-dimensional covariates but small to moderate sample sizes, the analysis of single datasets often generates unsatisfactory results. The integrative analysis of multiple independent datasets provides an effective way of…

Methodology · Statistics 2015-01-19 Yuan Huang , Qingzhao Zhang , Sanguo Zhang , Jian Huang , Shuangge Ma

The identification of predictive biomarkers from a large scale of covariates for subgroup analysis has attracted fundamental attention in medical research. In this article, we propose a generalized penalized regression method with a novel…

Methodology · Statistics 2019-04-29 Chong Ma , Wenxuan Deng , Shuangge Ma , Ray Liu , Kevin Galinsky
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