Related papers: Linear regression by observations from mixture wit…
In the last few decades both the volume of high-quality observing data on variable stars and common access to them have boomed; however the standard used methods of data processing and interpretation have lagged behind this progress. The…
We consider a linear model where the coefficients - intercept and slopes - are random with a law in a nonparametric class and independent from the regressors. Identification often requires the regressors to have a support which is the whole…
Linear Least Squares is a very well known technique for parameter estimation, which is used even when sub-optimal, because of its very low computational requirements and the fact that exact knowledge of the noise statistics is not required.…
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…
Mixed membership models are an extension of finite mixture models, where each observation can partially belong to more than one mixture component. A probabilistic framework for mixed membership models of high-dimensional continuous data is…
Case-control sampling is a commonly used retrospective sampling design to alleviate imbalanced structure of binary data. When fitting the logistic regression model with case-control data, although the slope parameter of the model can be…
We fit the exponent of the Pareto distribution, that is equivalent or can approximate the continuous power law distribution given a cutoff point, using linear regression (LR). We use LR on the logged variables of the empirical tail (one…
Linear regression is arguably the most fundamental statistical model; however, the validity of its use in randomized clinical trials, despite being common practice, has never been crystal clear, particularly when stratified or…
In this study, we propose a mixture logistic regression model with a Markov structure, and consider the estimation of model parameters using maximum likelihood estimation. We also provide a forward type variable selection algorithm to…
In functional linear regression, the parameters estimation involves solving a non necessarily well-posed problem and it has points of contact with a range of methodologies, including statistical smoothing, deconvolution and projection on…
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…
A reduced-rank mixed effects model is developed for robust modeling of sparsely observed paired functional data. In this model, the curves for each functional variable are summarized using a few functional principal components, and the…
We study a regression problem where for some part of the data we observe both the label variable ($Y$) and the predictors (${\bf X}$), while for other part of the data only the predictors are given. Such a problem arises, for example, when…
We improve a known result on the strong consistency of M-estimates of the regression parameters in a linear model for independent and identically distributed random errors under some mild conditions.
When estimating finite mixture models, it is common to make assumptions on the mixture components, such as parametric assumptions. In this work, we make no distributional assumptions on the mixture components and instead assume that…
We introduce a new nonlinear model for classification, in which we model the joint distribution of response variable, y, and covariates, x, non-parametrically using Dirichlet process mixtures. We keep the relationship between y and x linear…
The paper proposes a latent variable model for binary data coming from an unobserved heterogeneous population. The heterogeneity is taken into account by replacing the traditional assumption of Gaussian distributed factors by a finite…
Segmented regression models offer model flexibility and interpretability as compared to the global parametric and the nonparametric models, and yet are challenging in both estimation and inference. We consider a four-regime segmented model…
For the last two decades, high-dimensional data and methods have proliferated throughout the literature. Yet, the classical technique of linear regression has not lost its usefulness in applications. In fact, many high-dimensional…
The linear regression model is widely used in empirical work in Economics, Statistics, and many other disciplines. Researchers often include many covariates in their linear model specification in an attempt to control for confounders. We…