Related papers: A latent variable model with mixed binary and cont…
Maximum likelihood (ML) estimation is widely used in statistics. The h-likelihood has been proposed as an extension of Fisher's likelihood to statistical models including unobserved latent variables of recent interest. Its advantage is that…
We provide a comprehensive overview of latent Markov (LM) models for the analysis of longitudinal categorical data. The main assumption behind these models is that the response variables are conditionally independent given a latent process…
Powerful generative models, particularly in Natural Language Modelling, are commonly trained by maximizing a variational lower bound on the data log likelihood. These models often suffer from poor use of their latent variable, with ad-hoc…
This paper develops a two-part finite mixture quantile regression model for semi-continuous longitudinal data. The proposed methodology allows heterogeneity sources that influence the model for the binary response variable, to influence…
The Rasch model, a classical model in the item response theory, is widely used in psychometrics to model the relationship between individuals' latent traits and their binary responses to assessments or questionnaires. In this paper, we…
In this paper, we present a latent variable (LV) framework to identify all the speakers and their keywords given a multi-speaker mixture signal. We introduce two separate LVs to denote active speakers and the keywords uttered. The…
The primary analysis of clinical trials in diabetes therapeutic area often involves a mixed-model repeated measure (MMRM) approach to estimate the average treatment effect for longitudinal continuous outcome, and a generalized linear mixed…
Response times collected in computerised assessments provide information about the underlying response process and may exhibit within-person variation over the course of a test. We propose a latent variable model for log response times that…
Regression method has been widely used to explore relationship between dependent and independent variables. In practice, data issues such as censoring and missing data often exist. When the response variable is (fixed) censored, Tobit…
In data science and machine learning, hierarchical parametric models, such as mixture models, are often used. They contain two kinds of variables: observable variables, which represent the parts of the data that can be directly measured,…
Standard variational lower bounds used to train latent variable models produce biased estimates of most quantities of interest. We introduce an unbiased estimator of the log marginal likelihood and its gradients for latent variable models…
Logistic regression is a classical model for describing the probabilistic dependence of binary responses to multivariate covariates. We consider the predictive performance of the maximum likelihood estimator (MLE) for logistic regression,…
Optimization problems with an auxiliary latent variable structure in addition to the main model parameters occur frequently in computer vision and machine learning. The additional latent variables make the underlying optimization task…
We propose an inferential approach for maximum likelihood estimation of the hidden Markov models for continuous responses. We extend to the case of longitudinal observations the finite mixture model of multivariate Gaussian distributions…
There is a rich literature for modeling binary and polychotomous responses. However, existing methods are inadequate for handling combinatorial responses, where each response is an integer array under additional constraints. Such data are…
Latent-variable energy-based models (LVEBMs) assign a single normalized energy to joint pairs of observed data and latent variables, offering expressive generative modeling while capturing hidden structure. We recast maximum-likelihood…
We advocate for a practical Maximum Likelihood Estimation (MLE) approach towards designing loss functions for regression and forecasting, as an alternative to the typical approach of direct empirical risk minimization on a specific target…
We propose a probabilistic graphical model realizing a minimal encoding of real variables dependencies based on possibly incomplete observation and an empirical cumulative distribution function per variable. The target application is a…
We consider a high-dimensional multi-outcome regression in which $q,$ possibly dependent, binary and continuous outcomes are regressed onto $p$ covariates. We model the observed outcome vector as a partially observed latent realization from…
High-dimensional regression and regression with a left-censored response are each well-studied topics. In spite of this, few methods have been proposed which deal with both of these complications simultaneously. The Tobit model -- long the…