Related papers: On the "Poisson Trick" and its Extensions for Fitt…
[ABRIDGED] The Cash statistic, also known as the C stat, is commonly used for the analysis of low-count Poisson data, including data with null counts for certain values of the independent variable. The use of this statistic is especially…
Linear regression is a fundamental modeling tool in statistics and related fields. In this paper, we study an important variant of linear regression in which the predictor-response pairs are partially mismatched. We use an optimization…
Generalized linear models and the quasi-likelihood method extend the ordinary regression models to accommodate more general conditional distributions of the response. Nonparametric methods need no explicit parametric specification, and the…
In the framework of censored data modeling, the classical linear regression model that assumes normally distributed random errors has received increasing attention in recent years, mainly for mathematical and computational convenience.…
Categorical predictors are omnipresent in everyday regression practice: in fact, most regression data involve some categorical predictors, and this tendency is increasing in modern applications with more complex structures and larger data…
In this paper, we extend to generalized linear models (including logistic and other binary regression models, Poisson regression and gamma regression models) the robust model selection methodology developed by Mueller and Welsh (2005; JASA)…
Generalized additive models have been popular among statisticians and data analysts in multivariate nonparametric regression with non-Gaussian responses including binary and count data. In this paper, a new likelihood approach for fitting…
This paper studies the inference of the regression coefficient matrix under multivariate response linear regressions in the presence of hidden variables. A novel procedure for constructing confidence intervals of entries of the coefficient…
Mixed-effects regression models represent a useful subclass of regression models for grouped data; the introduction of random effects allows for the correlation between observations within each group to be conveniently captured when…
A family of parsimonious Gaussian cluster-weighted models is presented. This family concerns a multivariate extension to cluster-weighted modelling that can account for correlations between multivariate responses. Parsimony is attained by…
Models with intractable likelihood functions arise in areas including network analysis and spatial statistics, especially those involving Gibbs random fields. Posterior parameter es timation in these settings is termed a doubly-intractable…
A basic principle in the design of observational studies is to approximate the randomized experiment that would have been conducted under controlled circumstances. Now, linear regression models are commonly used to analyze observational…
Complex biological processes are usually experimented along time among a collection of individuals. Longitudinal data are then available and the statistical challenge is to better understand the underlying biological mechanisms. The…
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,…
Conformal prediction is a theoretically grounded framework for constructing predictive intervals. We study conformal prediction with missing values in the covariates -- a setting that brings new challenges to uncertainty quantification. We…
Compound Poisson distributions have been employed by many authors to fit experimental data, typically via the method of moments or maximum likelihood estimation. We propose a new technique and apply it to several sets of published data. It…
This paper is concerned with an important issue in finite mixture modelling, the selection of the number of mixing components. We propose a new penalized likelihood method for model selection of finite multivariate Gaussian mixture models.…
We present a new nonparametric mixture-of-experts model for multivariate regression problems, inspired by the probabilistic k-nearest neighbors algorithm. Using a conditionally specified model, predictions for out-of-sample inputs are based…
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…
This paper considers the problem of kernel regression and classification with possibly unobservable response variables in the data, where the mechanism that causes the absence of information is unknown and can depend on both predictors and…