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This article considers a nonparametric method for detecting change points in non-stationary time series. The proposed method will divide the time series into several segments so that between two adjacent segments, the normalized spectral…

Statistics Theory · Mathematics 2020-11-05 Zixiang Guan , Gemai Chen

In a regression analysis, suppose we suspect that there are several heterogeneous groups in the population that a sample represents. Mixture regression models have been applied to address such problems. By modeling the conditional…

Methodology · Statistics 2013-07-02 Toshiya Hoshikawa

Bayesian statistical models allow us to formalise our knowledge about the world and reason about our uncertainty, but there is a need for better procedures to accurately encode its complexity. One way to do so is through compositional…

Computation · Statistics 2017-03-01 Maria Lomeli

Inpatient care is a large share of total health care spending, making analysis of inpatient utilization patterns an important part of understanding what drives health care spending growth. Common features of inpatient utilization measures…

Machine Learning · Statistics 2017-11-22 Christoph Kurz , Laura Hatfield

We propose a method for inference in generalised linear mixed models (GLMMs) and several extensions of these models. First, we extend the GLMM by allowing the distribution of the random components to be non-Gaussian, that is, assuming an…

Methodology · Statistics 2021-07-27 Jeanett S. Pelck , Rodrigo Labouriau

We propose a structure of a semiparametric two-component mixture model when one component is parametric and the other is defined through L-moments conditions. Estimation of a two-component mixture model with an unknown component is very…

Methodology · Statistics 2017-12-22 Diaa Al Mohamad

Detection heterogeneity is inherent to ecological data, arising from factors such as varied terrain or weather conditions, inconsistent sampling effort, or heterogeneity of individuals themselves. Incorporating additional covariates into a…

Applications · Statistics 2021-08-27 Daniel Turek , Claudia Wehrhahn , Olivier Gimenez

We consider a binary unsupervised classification problem where each observation is associated with an unobserved label that we want to retrieve. More precisely, we assume that there are two groups of observation: normal and abnormal. The…

Machine Learning · Statistics 2011-05-05 Stevenn Volant , Marie-Laure Martin Magniette , Stéphane Robin

Survey data collection often is plagued by unit and item nonresponse. To reduce reliance on strong assumptions about the missingness mechanisms, statisticians can use information about population marginal distributions known, for example,…

Methodology · Statistics 2024-06-10 Yanjiao Yang , Jerome P. Reiter

Finite mixtures are a broad class of models useful in scenarios where observed data is generated by multiple distinct processes but without explicit information about the responsible process for each data point. Estimating Bayesian mixture…

Machine Learning · Statistics 2026-03-17 Šimon Kucharský , Paul Christian Bürkner

A natural Bayesian approach for mixture models with an unknown number of components is to take the usual finite mixture model with Dirichlet weights, and put a prior on the number of components---that is, to use a mixture of finite mixtures…

Methodology · Statistics 2015-02-24 Jeffrey W. Miller , Matthew T. Harrison

Unmeasured confounding is a major challenge for identifying causal relationships from non-experimental data. Here, we propose a method that can accommodate unmeasured discrete confounding. Extending recent identifiability results in deep…

Machine Learning · Computer Science 2024-08-13 Patrick Burauel , Frederick Eberhardt , Michel Besserve

There has been a wide interest to extend univariate and multivariate nonparametric procedures to clustered and hierarchical data. Traditionally, parametric mixed models have been used to account for the correlation structures among the…

Statistics Theory · Mathematics 2018-03-02 Jaakko Nevalainen , Denis Larocque , Hannu Oja , Ilkka Pörsti

Typical causal effects are defined based on the marginal distribution of potential outcomes. However, many real-world applications require causal estimands involving the joint distribution of potential outcomes to enable more nuanced…

Methodology · Statistics 2026-04-17 Peng Wu , Xiaojie Mao

Parametric sensitivity analysis is a critical component in the study of mathematical models of physical systems. Due to its simplicity, finite difference methods are used extensively for this analysis in the study of stochastically modeled…

Numerical Analysis · Mathematics 2020-09-03 David F. Anderson , Chaojie Yuan

We consider statistical procedures for hypothesis testing of real valued functionals of matched pairs with missing values. In order to improve the accuracy of existing methods, we propose a novel multiplication combination procedure.…

Statistics Theory · Mathematics 2018-01-29 Lubna Amro , Frank Konietschke , Markus Pauly

The entropy is a measure of uncertainty that plays a central role in information theory. When the distribution of the data is unknown, an estimate of the entropy needs be obtained from the data sample itself. We propose a semi-parametric…

Methodology · Statistics 2022-01-06 Stéphane Robin , Luca Scrucca

When observations are organized into groups where commonalties exist amongst them, the dependent random measures can be an ideal choice for modeling. One of the propositions of the dependent random measures is that the atoms of the…

Machine Learning · Statistics 2016-06-28 Cheng Luo , Richard Yi Da Xu , Yang Xiang

In this manuscript, we consider a finite nonparametric mixture model with non-independent marginal density functions. Dependence between the marginal densities is modeled using a copula device. Until recently, no deterministic algorithms…

Methodology · Statistics 2025-05-23 Michael Levine

This paper provides a nonparametric framework for causal inference with categorical outcomes under binary treatment and binary instrument settings. I decompose the observed joint probability of outcomes and treatment into marginal…

Econometrics · Economics 2025-11-11 Onil Boussim