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We estimate a general mixture of Markov jump processes. The key novel feature of the proposed mixture is that the transition intensity matrices of the Markov processes comprising the mixture are entirely unconstrained. The Markov processes…

Methodology · Statistics 2022-04-12 Halina Frydman , Budhi Surya

The analysis of data from multiple experiments, such as observations of several individuals, is commonly approached using mixed-effects models, which account for variation between individuals through hierarchical representations. This makes…

Computation · Statistics 2026-03-05 Henrik Häggström , Sebastian Persson , Marija Cvijovic , Umberto Picchini

Standard random-effects meta-analysis relies heavily on the assumption that the underlying true effects are normally distributed. In the social sciences, where evidence synthesis increasingly involves large, highly heterogeneous datasets,…

Methodology · Statistics 2026-05-01 Daihe Sui , Elizabeth Tipton

Hierarchical data with multiple observations per group is ubiquitous in empirical sciences and is often analyzed using mixed-effects regression. In such models, Bayesian inference gives an estimate of uncertainty but is analytically…

Machine Learning · Computer Science 2026-02-05 Alex Kipnis , Marcel Binz , Eric Schulz

Nonlinear mixed effects models have received a great deal of attention in the statistical literature in recent years because of their flexibility in handling longitudinal studies, including human immunodeficiency virus viral dynamics,…

Methodology · Statistics 2021-09-28 Fernanda L. Schumacher , Dipak K. Dey , Victor H. Lachos

The Expectation-Maximization (EM) algorithm is a widely used method for maximum likelihood estimation in models with latent variables. For estimating mixtures of Gaussians, its iteration can be viewed as a soft version of the k-means…

Machine Learning · Statistics 2017-06-06 Constantinos Daskalakis , Christos Tzamos , Manolis Zampetakis

The bias of an estimator is defined as the difference of its expected value from the parameter to be estimated, where the expectation is with respect to the model. Loosely speaking, small bias reflects the desire that if an experiment is…

Methodology · Statistics 2018-02-16 Ioannis Kosmidis

As one of the most commonly seen data challenges, missing data, in particular, multiple, non-monotone missing patterns, complicates estimation and inference due to the fact that missingness mechanisms are often not missing at random, and…

Methodology · Statistics 2025-04-21 Jianing Dong , Raymond K. W. Wong , Kwun Chuen Gary Chan

Linear mixed-effects models are a central analytical tool for modeling hierarchical and longitudinal data, as they allow simultaneous representation of fixed and random sources of variation. In practice, inference for such models is most…

Methodology · Statistics 2026-02-12 Hilde Vinje , Lars Erik Gangsei

In a meta-analysis, it is important to specify a model that adequately describes the effect-size distribution of the underlying population of studies. The conventional normal fixed-effect and normal random-effects models assume a normal…

Methodology · Statistics 2013-10-21 George Karabatsos , Elizabeth Talbott , Stephen G. Walker

Meta-analysis, because of both logistical convenience and statistical efficiency, is widely popular for synthesizing information on common parameters of interest across multiple studies. We propose developing a generalized meta-analysis…

Methodology · Statistics 2018-11-27 Prosenjit Kundu , Runlong Tang , Nilanjan Chatterjee

The EM algorithm is a generic tool that offers maximum likelihood solutions when datasets are incomplete with data values missing at random or completely at random. At least for its simplest form, the algorithm can be rewritten in terms of…

Methodology · Statistics 2025-09-25 Daniel A. Griffith

Random-effects meta-analyses are very commonly used in medical statistics. Recent methodological developments include multivariate (multiple outcomes) and network (multiple treatments) meta-analysis. Here we provide a new model and…

Methodology · Statistics 2017-08-16 Dan Jackson , Sylwia Bujkiewicz , Martin Law , Richard D Riley , Ian White

The Expectation-Maximization (EM) algorithm is a fundamental tool in unsupervised machine learning. It is often used as an efficient way to solve Maximum Likelihood (ML) estimation problems, especially for models with latent variables. It…

Quantum Physics · Physics 2020-07-08 Iordanis Kerenidis , Alessandro Luongo , Anupam Prakash

Modeling biological processes is a highly demanding task because not all processes are fully understood. Mathematical models allow us to test hypotheses about possible mechanisms of biological processes. The mathematical mechanisms…

Numerical Analysis · Mathematics 2023-12-11 Cordula Reisch , Hannah Burmester

We present a new nonparametric mixture-of-experts model for multivariate regression problems, inspired by the probabilistic k-nearest neighbors algorithm. Using a conditionally specified model, predictions for out-of-sample inputs are based…

Machine Learning · Statistics 2022-08-05 Tianfang Zhang , Rasmus Bokrantz , Jimmy Olsson

In this paper we study the problem of statistical inference on the parameters of the semiparametric variance-mean mixtures. This class of mixtures has recently become rather popular in statistical and financial modelling. We design a…

Other Statistics · Statistics 2017-05-23 Denis Belomestny , Vladimir Panov

In fitting a mixture of linear regression models, normal assumption is traditionally used to model the error and then regression parameters are estimated by the maximum likelihood estimators (MLE). This procedure is not valid if the normal…

Methodology · Statistics 2018-11-06 Yanyuan Ma , Shaoli Wang , Lin Xu , Weixin Yao

In this paper, a practical estimation method for a regression model is proposed using semiparametric efficient score functions applicable to data with various shapes of errors. First, I derive semiparametric efficient score vectors for a…

Methodology · Statistics 2023-01-23 Mijeong Kim

We describe and analyze a broad class of mixture models for real-valued multivariate data in which the probability density of observations within each component of the model is represented as an arbitrary combination of basis functions.…

Methodology · Statistics 2025-02-28 M. E. J. Newman