Related papers: Latent drop-out transitions in quantile regression
Relational data characterized by directed edges with count measurements are common in social science. Most existing methods either assume the count edges are derived from continuous random variables or model the edge dependency by…
Quantile regression permits describing how quantiles of a scalar response variable depend on a set of predictors. Because a unique definition of multivariate quantiles is lacking, extending quantile regression to multivariate responses is…
Probabilistic wind power forecasting approaches have significantly advanced in recent decades. However, forecasters often assume data completeness and overlook the challenge of missing values resulting from sensor failures, network…
Hierarchical parametric models consisting of observable and latent variables are widely used for unsupervised learning tasks. For example, a mixture model is a representative hierarchical model for clustering. From the statistical point of…
Motivated by investigating the relationship between progesterone and the days in a menstrual cycle in a longitudinal study, we propose a multi-kink quantile regression model for longitudinal data analysis. It relaxes the linearity condition…
We develop inference procedures for longitudinal data where some of the measurements are censored by fixed constants. We consider a semi-parametric quantile regression model that makes no distributional assumptions. Our research is…
We introduce a self-censoring model for multivariate nonignorable nonmonotone missing data, where the missingness process of each outcome is affected by its own value and is associated with missingness indicators of other outcomes, while…
In medicine, comorbidities refer to the presence of multiple, co-occurring diseases. Due to their co-occurring nature, the course of one comorbidity is often highly dependent on the course of the other disease and, hence, treatments can…
In medical and biological research, longitudinal data and survival data types are commonly seen. Traditional statistical models mostly consider to deal with either of the data types, such as linear mixed models for longitudinal data, and…
Model selection is a necessary step in unsupervised machine learning. Despite numerous criteria and metrics, model selection remains subjective. A high degree of subjectivity may lead to questions about repeatability and reproducibility of…
We consider the general problem of modeling temporal data with long-range dependencies, wherein new observations are fully or partially predictable based on temporally-distant, past observations. A sufficiently powerful temporal model…
While studying response trajectory, often the population of interest may be diverse enough to exist distinct subgroups within it and the longitudinal change in response may not be uniform in these subgroups. That is, the timeslope and/or…
This article presents factor copula approaches to model temporal dependency of non-Gaussian (continuous/discrete) longitudinal data. Factor copula models are canonical vine copulas which explain the underlying dependence structure of a…
A new modeling framework for bipartite social networks arising from a sequence of partially time-ordered relational events is proposed. We directly model the joint distribution of the binary variables indicating if each single actor is…
This report introduces a parsimonious structure for mixture of autoregressive models, where the weighting coefficients are determined through latent random variables as functions of all past observations. These variables follow a hidden…
This article reviews recent advances in fixed effect estimation of panel data models for long panels, where the number of time periods is relatively large. We focus on semiparametric models with unobserved individual and time effects, where…
Survival regression is widely used to model time-to-events data, to explore how covariates may influence the occurrence of events. Modern datasets often encompass a vast number of covariates across many subjects, with only a subset of the…
Marginal models involve restrictions on the conditional and marginal association structure of a set of categorical variables. They generalize log-linear models for contingency tables, which are the fundamental tools for modelling the…
Multivariate processes with long-range dependent properties are found in a large number of applications including finance, geophysics and neuroscience. For real data applications, the correlation between time series is crucial. Usual…
This study aims to estimate the parameters of a stochastic exposed-infected epidemiological model for the transmission dynamics of notifiable infectious diseases, based on observations related to isolated cases counts only. We use the…