Related papers: Additive quantile regression for clustered data wi…
Measurement involves the determination of quantitative estimates of physical quantities from experiment, along with estimates of their associated uncertainties. Herewith an experimental system model is the key to extracting information from…
Longitudinal studies are frequently used in medical research and involve collecting repeated measures on individuals over time. Observations from the same individual are invariably correlated and thus an analytic approach that accounts for…
Image data are increasingly encountered and are of growing importance in many areas of science. Much of these data are quantitative image data, which are characterized by intensities that represent some measurement of interest in the…
We report on an empirical study of the main strategies for quantile regression in the context of stochastic computer experiments. To ensure adequate diversity, six metamodels are presented, divided into three categories based on order…
Application of nonparametric and semiparametric regression techniques to high-dimensional time series data has been hampered due to the lack of effective tools to address the ``curse of dimensionality.'' Under rather weak conditions, we…
Model-based clustering is a technique widely used to group a collection of units into mutually exclusive groups. There are, however, situations in which an observation could in principle belong to more than one cluster. In the context of…
Clustering analysis of functional data, which comprises observations that evolve continuously over time or space, has gained increasing attention across various scientific disciplines. Practical applications often involve functional data…
Estimation of extreme conditional quantiles is often required for risk assessment of natural hazards in climate and geo-environmental sciences and for quantitative risk management in statistical finance, econometrics, and actuarial…
The aim of this paper is to present a mixture composite regression model for claim severity modelling. Claim severity modelling poses several challenges such as multimodality, heavy-tailedness and systematic effects in data. We tackle this…
In this paper, the flexibility, versatility and predictive power of kernel regression are combined with now lavishly available network data to create regression models with even greater predictive performances. Building from previous work…
Time series, as frequently the case in neuroscience, are rarely stationary, but often exhibit abrupt changes due to attractor transitions or bifurcations in the dynamical systems producing them. A plethora of methods for detecting such…
Since many physical laws -- from classical mechanics to electromagnetism -- are formulated as two-body interactions, the same perspective naturally extends to biological and social dynamics. Here we focus on rhythmic phenomena, where phase…
Interest in targeted disease prevention has stimulated development of models that assign risks to individuals, using their personal covariates. We need to evaluate these models, and to quantify the gains achieved by expanding a model with…
Quantile regression is a powerful tool capable of offering a richer view of the data as compared to least-squares regression. Quantile regression is typically performed individually on a few quantiles or a grid of quantiles without…
In this paper we propose a new class of Dynamic Mixture Models (DAMMs) being able to sequentially adapt the mixture components as well as the mixture composition using information coming from the data. The information driven nature of the…
This paper investigates the identification of quantiles and quantile regression parameters when observations are set valued. We define the identification set of quantiles of random sets in a way that extends the definition of quantiles for…
Temporal data, obtained in the setting where it is only possible to observe one time point per experiment, is widely used in different research fields, yet remains insufficiently addressed from the statistical point of view. Such data often…
Mixed membership models, or partial membership models, are a flexible unsupervised learning method that allows each observation to belong to multiple clusters. In this paper, we propose a Bayesian mixed membership model for functional data.…
The hybrid clustering-classification neural network is proposed. This network allows increasing a quality of information processing under the condition of overlapping classes due to the rational choice of a learning rate parameter and…
In order to reduce overfitting, neural networks are typically trained with data augmentation, the practice of artificially generating additional training data via label-preserving transformations of existing training examples. While these…