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Stacking regressions is an ensemble technique that forms linear combinations of different regression estimators to enhance predictive accuracy. The conventional approach uses cross-validation data to generate predictions from the…
This paper develops a new approach to post-selection inference for screening high-dimensional predictors of survival outcomes. Post-selection inference for right-censored outcome data has been investigated in the literature, but much…
A non linear regression approach which consists of a specific regression model incorporating a latent process, allowing various polynomial regression models to be activated preferentially and smoothly, is introduced in this paper. The model…
In this paper, we consider the multicollinearity problem in the gamma regression model when model parameters are linearly restricted. The linear restrictions are available from prior information to ensure the validity of scientific theories…
Forecasting a time series from multivariate predictors constitutes a challenging problem, especially using model-free approaches. Most techniques, such as nearest-neighbor prediction, quickly suffer from the curse of dimensionality and…
We study the tensor-on-tensor regression, where the goal is to connect tensor responses to tensor covariates with a low Tucker rank parameter tensor/matrix without the prior knowledge of its intrinsic rank. We propose the Riemannian…
We use the Stein-Chen method to obtain compound Poisson approximations for the distribution of the number of subgraphs in a generalised stochastic block model which are isomorphic to some fixed graph. This model generalises the classical…
Variational methods are attractive for computing Bayesian inference for highly parametrized models and large datasets where exact inference is impractical. They approximate a target distribution - either the posterior or an augmented…
Mixture models have attracted significant attention due to practical effectiveness and comprehensive theoretical foundations. A persisting challenge is model misspecification, which occurs when the model to be fitted has more mixture…
This paper considers the maximum likelihood estimation of panel data models with interactive effects. Motivated by applications in economics and other social sciences, a notable feature of the model is that the explanatory variables are…
A large number and diversity of techniques have been offered in the literature in recent years for solving multi-label classification tasks, including classifier chains where predictions are cascaded to other models as additional features.…
We present a Bayesian approach to machine learning with probabilistic programs. In our approach, training on available data is implemented as inference on a hierarchical model. The posterior distribution of model parameters is then used to…
We consider a class of semiparametric regression models which are one-parameter extensions of the Cox [J. Roy. Statist. Soc. Ser. B 34 (1972) 187-220] model for right-censored univariate failure times. These models assume that the hazard…
In this paper, we consider the beta prime regression model recently proposed by \cite{bour18}, which is tailored to situations where the response is continuous and restricted to the positive real line with skewed and long tails and the…
Modern multivariate machine learning and statistical methodologies estimate parameters of interest while leveraging prior knowledge of the association between outcome variables. The methods that do allow for estimation of relationships do…
Imputing missing potential outcomes using an estimated regression function is a natural idea for estimating causal effects. In the literature, estimators that combine imputation and regression adjustments are believed to be comparable to…
The Expectation-Maximization algorithm is perhaps the most broadly used algorithm for inference of latent variable problems. A theoretical understanding of its performance, however, largely remains lacking. Recent results established that…
We propose a new family of regression models for analyzing categorical responses, called multinomial link models. It consists of four classes, namely, mixed-link models that generalize existing multinomial logistic models and their…
This paper discusses the problem of determining optimal designs for regression models, when the observations are dependent and taken on an interval. A complete solution of this challenging optimal design problem is given for a broad class…
The cause of failure in cohort studies that involve competing risks is frequently incompletely observed. To address this, several methods have been proposed for the semiparametric proportional cause-specific hazards model under a missing at…