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The first investigation is made of designs for screening experiments where the response variable is approximated by a generalised linear model. A Bayesian information capacity criterion is defined for the selection of designs that are…

Methodology · Statistics 2016-10-27 David C. Woods , James M. McGree , Susan M. Lewis

In this paper, we consider the estimation of generalized linear models with covariates that are missing completely at random. We propose a model averaging estimation method and prove that the corresponding model averaging estimator is…

Statistics Theory · Mathematics 2017-10-26 Qingfeng Liu , Miaomiao Zheng

We consider high-dimensional generalized linear models when the covariates are contaminated by measurement error. Estimates from errors-in-variables regression models are well-known to be biased in traditional low-dimensional settings if…

Computation · Statistics 2020-01-06 Michael Byrd , Monnie McGee

This paper proposes a framework for developing forecasting models by streamlining the connections between core components of the developmental process. The proposed framework enables swift and robust integration of new datasets,…

Machine Learning · Computer Science 2023-04-14 Jonathan Hans Soeseno , Sergio González , Trista Pei-Chun Chen

This work addresses the problem of conducting valid inference for additive and linear mixed models after model selection. One possible solution to overcome overconfident inference results after model selection is selective inference, which…

Methodology · Statistics 2020-12-22 David Rügamer , Philipp F. M. Baumann , Sonja Greven

The popular generalized additive model framework is extended to allow both the mean curves and the response distribution to be nonparametric. The approach is demonstrated to be a flexible yet parsimonious tool for data analysis in its own…

Methodology · Statistics 2017-09-18 Alan Huang , Nanxi Zhang

This paper presents an integrated framework for estimation and inference from generalized linear models using adjusted score equations that result in mean and median bias reduction. The framework unifies theoretical and methodological…

Methodology · Statistics 2019-01-15 Ioannis Kosmidis , Euloge Clovis Kenne Pagui , Nicola Sartori

Generalized additive models (GAMs) provide a way to blend parametric and non-parametric (function approximation) techniques together, making them flexible tools suitable for many modeling problems. For instance, GAMs can be used to…

Methodology · Statistics 2023-03-07 Antti Solonen , Stratos Staboulis

Many problems in statistics and machine learning can be formulated as model selection problems, where the goal is to choose an optimal parsimonious model among a set of candidate models. It is typical to conduct model selection by…

Methodology · Statistics 2024-04-29 Qingyuan Zhang , Hien Duy Nguyen

We introduce generalized filtration with which we can represent situations such as some agents forget information at some specific time. The filtration is defined as a functor to a category Prob whose objects are all probability spaces and…

Mathematical Finance · Quantitative Finance 2020-11-18 Takanori Adachi , Katsushi Nakajima , Yoshihiro Ryu

This paper introduces a general framework for estimating variance components in the linear mixed models via general unbiased estimating equations, which include some well-used estimators such as the restricted maximum likelihood estimator.…

Methodology · Statistics 2021-05-18 Tatsuya Kubokawa , Shonosuke Sugasawa , Hiromasa Tamae , Sanjay Chaudhuri

In generalized regression models the effect of continuous covariates is commonly assumed to be linear. This assumption, however, may be too restrictive in applications and may lead to biased effect estimates and decreased predictive…

Methodology · Statistics 2023-11-01 Nikolai Spuck , Matthias Schmid , Moritz Berger

This paper presents a general framework for estimating high-dimensional conditional latent factor models via constrained nuclear norm regularization. We establish large sample properties of the estimators and provide efficient algorithms…

Econometrics · Economics 2025-12-09 Qihui Chen

We express the mean and variance terms in a double exponential regression model as additive functions of the predictors and use Bayesian variable selection to determine which predictors enter the model, and whether they enter linearly or…

Methodology · Statistics 2007-07-17 Remy Cottet , Robert Kohn , David Nott

A general framework for dealing with both linear regression and clustering problems is described. It includes Gaussian clusterwise linear regression analysis with random covariates and cluster analysis via Gaussian mixture models with…

Methodology · Statistics 2015-10-13 Giuliano Galimberti , Annamaria Manisi , Gabriele Soffritti

We introduce a new computational framework for estimating parameters in generalized generalized linear models (GGLM), a class of models that extends the popular generalized linear models (GLM) to account for dependencies among observations…

Methodology · Statistics 2023-04-28 Anatoli Juditsky , Arkadi Nemirovski , Yao Xie , Chen Xu

Generalized estimating equation (GEE) is widely adopted for regression modeling for longitudinal data, taking account of potential correlations within the same subjects. Although the standard GEE assumes common regression coefficients among…

Methodology · Statistics 2022-07-11 Tsubasa Ito , Shonosuke Sugasawa

Over the past years several authors have used the approach of generalized modeling to study the dynamics of food chains and food webs. Generalized models come close to the efficiency of random matrix models, while being as directly…

Populations and Evolution · Quantitative Biology 2011-04-18 Justin D. Yeakel , Dirk Stiefs , Mark Novak , Thilo Gross

Graphical models have been widely used in applications ranging from medical expert systems to natural language processing. Their popularity partly arises since they are intuitive representations of complex inter-dependencies among variables…

Artificial Intelligence · Computer Science 2020-07-31 Roland R. Ramsahai

Linear structural equation models, which relate random variables via linear interdependencies and Gaussian noise, are a popular tool for modeling multivariate joint distributions. These models correspond to mixed graphs that include both…

Computation · Statistics 2015-04-14 Mathias Drton , Luca Weihs