Related papers: Marginal Log-linear Parameters and their Collapsib…
Statistical system models provide the basis for the examination of various sorts of distributions. Classification distributions are a very common and versatile form of statistics in e.g. real economic, social, and IT systems. The…
In this paper, we obtain general representations for the joint distributions and copulas of arbitrary dependent random variables absolutely continuous with respect to the product of given one-dimensional marginal distributions. The…
Deep sequence models are receiving significant interest in current machine learning research. By representing probability distributions that are fit to data using maximum likelihood estimation, such models can model data on general…
The properties of the normal distribution under linear transformation, as well the easy way to compute the covariance matrix of marginals and conditionals, offer a unique opportunity to get an insight about several aspects of uncertainties…
Data-driven methods for modeling dynamic systems have received considerable attention as they provide a mechanism for control synthesis directly from the observed time-series data. In the absence of prior assumptions on how the time-series…
Probability density models based on deep networks have achieved remarkable success in modeling complex high-dimensional datasets. However, unlike kernel density estimators, modern neural models do not yield marginals or conditionals in…
Odds ratios and log-linear parameters are not collapsible, meaning that including a variable into the analysis or omitting one from it, may change the strength of association among the remaining variables. Even the direction of association…
This is an up-to-date introduction to, and overview of, marginal likelihood computation for model selection and hypothesis testing. Computing normalizing constants of probability models (or ratio of constants) is a fundamental issue in many…
We consider functional linear regression models where functional outcomes are associated with scalar predictors by coefficient functions with shape constraints, such as monotonicity and convexity, that apply to sub-domains of interest. To…
We propose a mixture of latent trait models with common slope parameters (MCLT) for model-based clustering of high-dimensional binary data, a data type for which few established methods exist. Recent work on clustering of binary data, based…
This article extends the literature on copulas with discrete or continuous marginals to the case where some of the marginals are a mixture of discrete and continuous components. We do so by carefully defining the likelihood as the density…
Linear mixed models are a versatile statistical tool to study data by accounting for fixed effects and random effects from multiple sources of variability. In many situations, a large number of candidate fixed effects is available and it is…
Theoretical guarantees are established for a standard estimator in a semi-parametric finite mixture model, where each component density is modeled as a product of univariate densities under a conditional independence assumption. The focus…
We study random joint choice rules, allowing for interdependence of choice across agents. These capture random choice by multiple agents, or a single agent across goods or time periods. Our interest is in separable choice rules, where each…
This paper addresses two central problems for probabilistic processing models: parameter estimation from incomplete data and efficient retrieval of most probable analyses. These questions have been answered satisfactorily only for…
Neural network design has utilized flexible nonlinear processes which can mimic biological systems, but has suffered from a lack of traceability in the resulting network. Graphical probabilistic models ground network design in probabilistic…
We consider a log-linear model for survival data, where both the location and scale parameters depend on covariates and the baseline hazard function is completely unspecified. This model provides the flexibility needed to capture many…
We know that the marginals in a multinomial distribution are binomial variates exhibiting a negative correlation. But we can construct two linear combinations of such marginals in such a way to obtain a positive correlation. We discuss the…
We show that the log-likelihood of several probabilistic graphical models is Lipschitz continuous with respect to the lp-norm of the parameters. We discuss several implications of Lipschitz parametrization. We present an upper bound of the…
Optimal designs for generalized linear models require a prior knowledge of the regression parameters. At certain values of the parameters we propose particular assumptions which allow to derive a locally optimal design for a model without…