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We present generalized additive latent and mixed models (GALAMMs) for analysis of clustered data with responses and latent variables depending smoothly on observed variables. A scalable maximum likelihood estimation algorithm is proposed,…

Methodology · Statistics 2023-03-29 Øystein Sørensen , Anders M. Fjell , Kristine B. Walhovd

A common goal in modeling demographic rates is to compare two or more groups. For ex- ample comparing mortality rates between men and women or between geographic regions may reveal health inequalities. A popular class of models for…

Methodology · Statistics 2018-06-08 Theresa Smith

Small-area mortality estimation is inherently difficult, as random fluctuations from low death counts can obscure real geographic differences. We introduce a flexible model that borrows strength across age, space, and time to estimate…

Applications · Statistics 2025-11-25 Jacob Martin , Carlo Giovanni Camarda

Human mortality patterns and trajectories in closely related populations are likely linked together and share similarities. It is always desirable to model them simultaneously while taking their heterogeneity into account. This paper…

Methodology · Statistics 2024-12-30 Ka Kin Lam , Bo Wang

Generalized additive models (GAMs) are a commonly used, flexible framework applied to many problems in statistical ecology. GAMs are often considered to be a purely frequentist framework (`generalized linear models with wiggly bits'),…

Methodology · Statistics 2025-01-27 David L. Miller

Background: Seasonal influenza causes a substantial burden on healthcare services over the winter period when these systems are already under pressure. Policies during the COVID-19 pandemic supressed the transmission of season influenza,…

Like density functions, period life-table death counts are nonnegative and have a constrained integral, and thus live in a constrained nonlinear space. Implementing established modelling and forecasting methods without obeying these…

Methodology · Statistics 2025-04-02 Han Lin Shang , Steven Haberman

When modeling sub-national mortality rates, we should consider three features: (1) how to incorporate any possible correlation among sub-populations to potentially improve forecast accuracy through multi-population joint modeling; (2) how…

Methodology · Statistics 2020-09-22 Han Lin Shang , Steven Haberman

Age-disaggregated health data is crucial for effective public health planning and monitoring. Monitoring under-five mortality, for example, requires highly detailed age data since the distribution of potential causes of death varies…

Applications · Statistics 2023-02-23 Shuxian Fan , Li Liu , Jamie Perin , Tyler H. McCormick

The development of statistical approaches for the joint modelling of the temporal changes of imaging, biochemical, and clinical biomarkers is of paramount importance for improving the understanding of neurodegenerative disorders, and for…

Applications · Statistics 2018-02-16 Marco Lorenzi , Maurizio Filippone , Daniel C. Alexander , Sebastien Ourselin

Mortality forecasting plays a pivotal role in insurance and financial risk management of life insurers, pension funds, and social securities. Mortality data is usually high-dimensional in nature and favors factor model approaches to…

Applications · Statistics 2021-12-10 Lingyu He , Fei Huang , Yanrong Yang

This paper presents a novel approach to stochastic mortality modelling by using the Conway--Maxwell--Poisson (CMP) distribution to model death counts. Unlike standard Poisson or negative binomial distributions, the CMP is a more adaptable…

Methodology · Statistics 2026-01-06 Jackie Siaw Tze Wong , Emiliano A. Valdez

Understanding and modeling mortality patterns, especially differences in mortality rates between populations, is vital for demographic analysis and public health planning. We compare three statistical models within the age-period framework…

Applications · Statistics 2025-10-14 Giacomo Lanfiuti Baldi , Andrea Nigri , Han Lin Shang

Age-specific mortality improvements are non-uniform, neither across ages nor across time. We propose a two-step procedure to estimate the rates of mortality improvement (RMI) in age-specific death rates (ASDR) at ages 85 and above for ten…

Applications · Statistics 2023-03-30 Trifon I. Missov , Silvio C. Patricio , Francisco Villavicencio

The United Nations (UN) issued official probabilistic population projections for all countries to 2100 in July 2015. This was done by simulating future levels of total fertility and life expectancy from Bayesian hierarchical models, and…

Applications · Statistics 2016-09-15 David J. Sharrow , Jessica Godwin , Yanjun He , Samuel J. Clark , Adrian E. Raftery

Bayesian models are increasing fit to large administrative data sets and then used to make individualized recommendations. For instance, Medicare's Hospital Compare webpage provides information to patients about specific hospital mortality…

Applications · Statistics 2018-04-03 E. I. George , V. Rockova , P. R. Rosenbaum , V. A. Satopaa , J. H. Silber

Joint models for longitudinal and time-to-event data have seen many developments in recent years. Though spatial joint models are still rare and the traditional proportional hazards formulation of the time-to-event part of the model is…

Methodology · Statistics 2024-06-25 Anja Rappl , Thomas Kneib , Stefan Lang , Elisabeth Bergherr

We propose a hidden Markov model for univariate proportion time series taking values in (0,1), where regime switching captures latent structural changes and the emission distribution belongs to the Beta family. In each latent state, the…

Methodology · Statistics 2026-05-11 Andrea Nigri , Han Lin Shang , Marco Bonetti

Although the analysis of human mortality has a well-established history, the attempt to accurately forecast future death-rate patterns for different age groups and time horizons still attracts active research. Such a predictive focus has…

Applications · Statistics 2024-01-15 Federico Pavone , Sirio Legramanti , Daniele Durante

Cohort effects are important factors in determining the evolution of human mortality for certain countries. Extensions of dynamic mortality models with cohort features have been proposed in the literature to account for these factors under…

Statistical Finance · Quantitative Finance 2019-02-20 Man Chung Fung , Gareth W. Peters , Pavel V. Shevchenko
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