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High-dimensional multivariate longitudinal data, which arise when many outcome variables are measured repeatedly over time, are becoming increasingly common in social, behavioral and health sciences. We propose a latent variable model for…

Methodology · Statistics 2025-12-09 Sze Ming Lee , Yunxiao Chen , Tony Sit

Generalized linear regressions, such as logistic regressions or Poisson regressions, are long-studied regression analysis approaches, and their applications are widely employed in various classification problems. Our study considers a…

Machine Learning · Statistics 2024-01-17 Vu Duc Anh , Tran Anh Tuan , Tran Ngoc Thang , Nguyen Thi Ngoc Anh

Despite the frequent use of agent-based models (ABMs) for studying social phenomena, parameter estimation remains a challenge, often relying on costly simulation-based heuristics. This work uses variational inference to estimate the…

Computers and Society · Computer Science 2025-12-04 Jacopo Lenti , Fabrizio Silvestri , Gianmarco De Francisci Morales

Combining machine learning with econometric analysis is becoming increasingly prevalent in both research and practice. A common empirical strategy involves the application of predictive modeling techniques to 'mine' variables of interest…

Econometrics · Economics 2020-12-22 Mochen Yang , Edward McFowland , Gordon Burtch , Gediminas Adomavicius

Poisson-like behavior for event count data is ubiquitous in nature. At the same time, differencing of such counts arises in the course of data processing in a variety of areas of application. As a result, the Skellam distribution -- defined…

Probability · Mathematics 2018-04-04 H. L. Gan , Eric D. Kolaczyk

Estimating boundary curves has many applications such as economics, climate science, and medicine. Bayesian trend filtering has been developed as one of locally adaptive smoothing methods to estimate the non-stationary trend of data. This…

Methodology · Statistics 2023-11-13 Takahiro Onizuka , Fumiya Iwashige , Shintaro Hashimoto

A social system is susceptible to perturbation when its collective properties depend sensitively on a few pivotal components. Using the information geometry of minimal models from statistical physics, we develop an approach to identify…

Physics and Society · Physics 2020-07-06 Edward D. Lee , Daniel M. Katz , Michael J. Bommarito , Paul Ginsparg

In reinsurance, Poisson and Negative binomial distributions are employed for modeling frequency. However, the incomplete data regarding reported incurred claims above a priority level presents challenges in estimation. This paper focuses on…

Methodology · Statistics 2024-12-16 Nicolas Baradel

Ranking and comparing items is crucial for collecting information about preferences in many areas, from marketing to politics. The Mallows rank model is among the most successful approaches to analyse rank data, but its computational…

Methodology · Statistics 2017-04-28 Valeria Vitelli , Øystein Sørensen , Marta Crispino , Arnoldo Frigessi , Elja Arjas

Gaussian graphical models are often used to infer gene networks based on microarray expression data. Many scientists, however, have begun using high-throughput sequencing technologies to measure gene expression. As the resulting…

Applications · Statistics 2012-05-30 Genevera I. Allen , Zhandong Liu

Diffusion models have emerged as powerful tools for solving inverse problems, yet prior work has primarily focused on observations with Gaussian measurement noise, restricting their use in real-world scenarios. This limitation persists due…

Machine Learning · Statistics 2025-02-11 Alessandro Micheli , Mélodie Monod , Samir Bhatt

Within the context of the binomial model, we analyse sequences of values that are almost-uniform and we discuss a prediction method called the frequent outcome approach, in which the outcome that has occurred the most in the observed trials…

Statistics Theory · Mathematics 2022-09-29 Ben O'Neill

We present a new optimization method for the group selection problem in linear regression. In this problem, predictors are assumed to have a natural group structure and the goal is to select a small set of groups that best fits the…

Methodology · Statistics 2024-04-23 Anant Mathur , Sarat Moka , Benoit Liquet , Zdravko Botev

We consider the challenges that arise when fitting complex ecological models to 'large' data sets. In particular, we focus on random effect models which are commonly used to describe individual heterogeneity, often present in ecological…

Methodology · Statistics 2022-05-17 Ruth King , Blanca Sarzo , Víctor Elvira

We consider a discrete latent variable model for two-way data arrays, which allows one to simultaneously produce clusters along one of the data dimensions (e.g. exchangeable observational units or features) and contiguous groups, or…

We present new sampling methods in finite population that allow to control the joint inclusion probabilities of units and especially the spreading of sampled units in the population. They are based on the use of renewal chains and…

Methodology · Statistics 2017-04-12 Yves Tillé , Lionel Qualité , Matthieu Wilhelm

Feature selection procedures for spatial point processes parametric intensity estimation have been recently developed since more and more applications involve a large number of covariates. In this paper, we investigate the setting where the…

Methodology · Statistics 2017-12-29 Achmad Choiruddin , Jean-François Coeurjolly , Frédérique Letué

The goal of subsampling is to select an informative subset of all observations, when using the full data for statistical analysis is not viable. We construct locally $ D $-optimal subsampling designs under a Poisson regression model with a…

Statistics Theory · Mathematics 2024-03-28 Torsten Reuter , Rainer Schwabe

This article is devoted to the problem of predicting the value taken by a random permutation $\Sigma$, describing the preferences of an individual over a set of numbered items $\{1,\; \ldots,\; n\}$ say, based on the observation of an…

Statistics Theory · Mathematics 2017-12-20 Stephan Clémençon , Anna Korba , Eric Sibony

The analysis of multivariate discrete data is crucial in various scientific research areas, such as epidemiology, the social sciences, genomics, and environmental studies. As the availability of such data increases, developing robust…

Methodology · Statistics 2026-02-11 Chak Kwong , Cheng , Hakan Demirtas