Related papers: Zero-Modified Poisson-Lindley distribution with ap…
We extend a recently established asymptotic normality theorem for generalized linear mixed models to include the dispersion parameter. The new results show that the maximum likelihood estimators of all model parameters have asymptotically…
There has been much recent interest in modifying Bayesian inference for misspecified models so that it is useful for specific purposes. One popular modified Bayesian inference method is "cutting feedback" which can be used when the model…
We propose a novel statistical inference methodology for multiway count data that is corrupted by false zeros that are indistinguishable from true zero counts. Our approach consists of zero-truncating the Poisson distribution to neglect all…
We propose a way to remove the bias of a Poisson regression when the subjects are partially observed. In this paper we address this issue under certain assumptions about the missing-data generating process. We fix the total number of…
Some crucial issues about a recently proposed estimator for the proportion of true null hypotheses ($\pi_0$) under discrete setup are discussed. An estimator for $\pi_0$ is introduced under the same setup. The estimator may be seen as a…
The Poisson distribution arises naturally when dealing with data involving counts, and it has found many applications in inverse problems and imaging. In this work, we develop an approximate Bayesian inference technique based on expectation…
Tweedie's compound Poisson model is a popular method to model insurance claims with probability mass at zero and nonnegative, highly right-skewed distribution. In particular, it is not uncommon to have extremely unbalanced data with…
Standard maximum-likelihood estimators for binary-star and exoplanet eccentricities are biased high, in the sense that the estimated eccentricity tends to be larger than the true eccentricity. As with most non-trivial observables, a simple…
The computational complexity of simultaneous inference methods in high-dimensional linear regression models quickly increases with the number variables. This paper proposes a computationally efficient method based on the Moore-Penrose…
Probabilistic modeling is cyclical: we specify a model, infer its posterior, and evaluate its performance. Evaluation drives the cycle, as we revise our model based on how it performs. This requires a metric. Traditionally, predictive…
We introduce and study interval partition diffusions with Poisson--Dirichlet$(\alpha,\theta)$ stationary distribution for parameters $\alpha\in(0,1)$ and $\theta\ge 0$. This extends previous work on the cases $(\alpha,0)$ and…
In this article, we investigate posterior convergence of nonparametric binary and Poisson regression under possible model misspecification, assuming general stochastic process prior with appropriate properties. Our model setup and objective…
Control charts for zero-inflated processes have attracted the interest of the researchers in the recent years. In this work we investigate the performance of Shewhart-type charts for zero-inflated Poisson and zero-inflated Binomial…
In a recent paper, the authors proposed a general methodology for probabilistic learning on manifolds. The method was used to generate numerical samples that are statistically consistent with an existing dataset construed as a realization…
In an attempt to provide an answer to the increasing criticism against p-values and to bridge the gap between statistical inference and prediction modelling, we introduce the probability of improved prediction (PIP). In general, the PIP is…
Non-probability sampling, for example in the form of online panels, has become a fast and cheap method to collect data. While reliable inference tools are available for classical probability samples, non-probability samples can yield…
Negative binomial distribution is the most used distribution to model macro-parasite burden in hosts. However reliable maximum likelihood parameter estimation from data is far from trivial. No closed formula is available and numerical…
In this paper, I propose a new class of Zero-Inflated Poisson models into the family of Cluster Weighted Models (CWMs) called Zero-Inflated Poisson CWMs (ZIPCWM). ZIPCWM extends Poisson cluster weighted models and other mixture models. I…
Widely used methods for analyzing missing data can be biased in small samples. To understand these biases, we evaluate in detail the situation where a small univariate normal sample, with values missing at random, is analyzed using either…
The continuous extension of a discrete random variable is amongst the computational methods used for estimation of multivariate normal copula-based models with discrete margins. Its advantage is that the likelihood can be derived…