Related papers: Logistic Regression with Missing Covariates -- Par…
Baseline covariates in randomized experiments are often used in the estimation of treatment effects, for example, when estimating treatment effects within covariate-defined subgroups. In practice, however, covariate values may be missing…
The standard linear and logistic regression models assume that the response variables are independent, but share the same linear relationship to their corresponding vectors of covariates. The assumption that the response variables are…
Multiple imputation (MI) has become one of the main procedures used to treat missing data, but the guidelines from the methodological literature are not easily transferred to multilevel research. For models including random slopes, proper…
The missing data problem has been broadly studied in the last few decades and has various applications in different areas such as statistics or bioinformatics. Even though many methods have been developed to tackle this challenge, most of…
Consider semi-supervised learning for classification, where both labeled and unlabeled data are available for training. The goal is to exploit both datasets to achieve higher prediction accuracy than just using labeled data alone. We…
Learning models that can handle distribution shifts is a key challenge in domain generalization. Invariance learning, an approach that focuses on identifying features invariant across environments, improves model generalization by capturing…
We develop a new method to fit the multivariate response linear regression model that exploits a parametric link between the regression coefficient matrix and the error covariance matrix. Specifically, we assume that the correlations…
Missing data is a common challenge when analyzing epidemiological data, and imputation is often used to address this issue. Here, we investigate the scenario where a covariate used in an analysis has missingness and will be imputed. There…
The task of modeling claim severities is addressed when data is not consistent with the classical regression assumptions. This framework is common in several lines of business within insurance and reinsurance, where catastrophic losses or…
We present a family of expectation-maximization (EM) algorithms for binary and negative-binomial logistic regression, drawing a sharp connection with the variational-Bayes algorithm of Jaakkola and Jordan (2000). Indeed, our results allow a…
The expectation-maximization (EM) algorithm and its variants are widely used in statistics. In high-dimensional mixture linear regression, the model is assumed to be a finite mixture of linear regression and the number of predictors is much…
In practical regression applications, multiple covariates are often measured, but not all may be associated with the response variable. Identifying and including only the relevant covariates in the model is crucial for improving prediction…
This paper presents a study on an $\ell_1$-penalized covariance regression method. Conventional approaches in high-dimensional covariance estimation often lack the flexibility to integrate external information. As a remedy, we adopt the…
Nowadays, several data analysis problems require for complexity reduction, mainly meaning that they target at removing the non-influential covariates from the model and at delivering a sparse model. When categorical covariates are present,…
We propose a computationally intensive method, the random lasso method, for variable selection in linear models. The method consists of two major steps. In step 1, the lasso method is applied to many bootstrap samples, each using a set of…
This paper is concerned with inference on the regression function of a high-dimensional linear model when outcomes are missing at random. We propose an estimator which combines a Lasso pilot estimate of the regression function with a bias…
The Ising model has become a popular psychometric model for analyzing item response data. The statistical inference of the Ising model is typically carried out via a pseudo-likelihood, as the standard likelihood approach suffers from a high…
Network estimation and variable selection have been extensively studied in the statistical literature, but only recently have those two challenges been addressed simultaneously. In this paper, we seek to develop a novel method to…
In many applied fields incomplete covariate vectors are commonly encountered. It is well known that this can be problematic when making inference on model parameters, but its impact on prediction performance is less understood. We develop a…
Complex biological processes are usually experimented along time among a collection of individuals. Longitudinal data are then available and the statistical challenge is to better understand the underlying biological mechanisms. The…