Related papers: Multiple-Instance Logistic Regression with LASSO P…
Logistic regression is a well-known statistical model which is commonly used in the situation where the output is a binary random variable. It has a wide range of applications including machine learning, public health, social sciences,…
Computational efficient evaluation of penalized estimators of multivariate exponential family distributions is sought. These distributions encompass among others Markov random fields with variates of mixed type (e.g. binary and continuous)…
When an expert operates a perilous dynamic system, ideal constraint information is tacitly contained in their demonstrated trajectories and controls. The likelihood of these demonstrations can be computed, given the system dynamics and task…
Graphical models with bi-directed edges (<->) represent marginal independence: the absence of an edge between two vertices indicates that the corresponding variables are marginally independent. In this paper, we consider maximum likelihood…
We focus on an unloading problem, typical of the logistics sector, modeled as a sequential pick-and-place task. In this type of task, modern machine learning techniques have shown to work better than classic systems since they are more…
Relational logistic regression (RLR) is a representation of conditional probability in terms of weighted formulae for modelling multi-relational data. In this paper, we develop a learning algorithm for RLR models. Learning an RLR model from…
Semi-supervised learning has received increasingly attention in statistics and machine learning. In semi-supervised learning settings, a labeled data set with both outcomes and covariates and an unlabeled data set with covariates only are…
We propose a modified version of the three-step estimation method for the latent class model with covariates, which may be used to estimate latent Markov models for longitudinal data. The three-step estimation approach we propose is based…
Penalized estimation can conduct variable selection and parameter estimation simultaneously. The general framework is to minimize a loss function subject to a penalty designed to generate sparse variable selection. The…
The success of a football team depends on various individual skills and performances of the selected players as well as how cohesively they perform. We propose a two-stage process for selecting optimal playing eleven of a football team from…
We consider the problem of sparse estimation via a lasso-type penalized likelihood procedure in a factor analysis model. Typically, the model estimation is done under the assumption that the common factors are orthogonal (uncorrelated).…
Considering the close interaction between spare parts logistics and maintenance planning, this paper presents a model for joint optimization of multi-location spare parts supply chain and condition-based maintenance under predictive and…
Maximum likelihood estimation (MLE) of latent variable models is often recast as the minimization of a free energy functional over an extended space of parameters and probability distributions. This perspective was recently combined with…
This paper compares convex and non-convex penalized likelihood methods in high-dimensional statistical modeling, focusing on their strengths and limitations. Convex penalties, like LASSO, offer computational efficiency and strong…
The learning curve expresses the error rate of a predictive modeling procedure as a function of the sample size of the training dataset. It typically is a decreasing, convex function with a positive limiting value. An estimate of the…
I present a new estimation procedure for production functions with latent group structures. I consider production functions that are heterogeneous across groups but time-homogeneous within groups, and where the group membership of the firms…
Latent class model (LCM), which is a finite mixture of different categorical distributions, is one of the most widely used models in statistics and machine learning fields. Because of its non-continuous nature and the flexibility in shape,…
In this paper, we propose a novel Mixed-Integer Non-Linear Optimization formulation to construct a risk score, where we optimize the logistic loss with sparsity constraints. Previous approaches are typically designed to handle binary…
A reciprocal LASSO (rLASSO) regularization employs a decreasing penalty function as opposed to conventional penalization approaches that use increasing penalties on the coefficients, leading to stronger parsimony and superior model…
In this paper, we provide a multiscale perspective on the problem of maximum marginal likelihood estimation. We consider and analyse a diffusion-based maximum marginal likelihood estimation scheme using ideas from multiscale dynamics. Our…