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Test log-likelihood is commonly used to compare different models of the same data or different approximate inference algorithms for fitting the same probabilistic model. We present simple examples demonstrating how comparisons based on test…

Machine Learning · Statistics 2024-01-22 Sameer K. Deshpande , Soumya Ghosh , Tin D. Nguyen , Tamara Broderick

Deciding which predictors to use plays an integral role in deriving statistical models in a wide range of applications. Motivated by the challenges of predicting events across a telecommunications network, we propose a semi-automated, joint…

Methodology · Statistics 2020-01-10 Aaron Lowther , Paul Fearnhead , Matthew Nunes , Kjeld Jensen

Objectives: This study provides an effective model selection method based on the empirical likelihood approach for constructing summary receiver operating characteristic (sROC) curves from meta-analyses of diagnostic studies. Methods: We…

Methodology · Statistics 2018-03-13 ShengLi Tzeng , Chun-Shu Chen , Yu-Fen Li , Jin-Hua Chen

In this paper, we deduce a new multivariate regression model designed to fit correlated binary data. The multivariate distribution is derived from a Bernoulli mixed model with a nonnormal random intercept on the marginal approach. The…

Methodology · Statistics 2024-06-10 Lizandra C. Fabio , Vanessa Barros , Cristian Villegas , Jalmar M. F. Carrasco

The composite likelihood (CL) is amongst the computational methods used for estimation of the generalized linear mixed model (GLMM) in the context of bivariate meta-analysis of diagnostic test accuracy studies. Its advantage is that the…

Methodology · Statistics 2018-07-12 Aristidis K. Nikoloulopoulos

Sparse covariates are frequent in classification and regression problems and in these settings the task of variable selection is usually of interest. As it is well known, sparse statistical models correspond to situations where there are…

Methodology · Statistics 2020-02-14 Ana M. Bianco , Graciela Boente , Gonzalo Chebi

The generalized log-gamma (GLG) model is a very flexible family of distributions to analyze datasets in many different areas of science and technology. In this paper, we propose estimators which are simultaneously highly robust and highly…

Methodology · Statistics 2015-12-07 Claudio Agostinelli , Isabella Locatelli , Alfio Marazzi , Victor J. Yohai

We introduce a new approach to a linear-circular regression problem that relates multiple linear predictors to a circular response. We follow a modeling approach of a wrapped normal distribution that describes angular variables and angular…

Methodology · Statistics 2019-09-17 Ali Esmaieeli Sikaroudi , Chiwoo Park

Motivated by genome-wide association studies, we consider a standard linear model with one additional random effect in situations where many predictors have been collected on the same subjects and each predictor is analyzed separately.…

Applications · Statistics 2013-04-24 Matti Pirinen , Peter Donnelly , Chris C. A. Spencer

We introduce the bivariate unit-log-symmetric model based on the bivariate log-symmetric distribution (BLS) defined in [Vila et al., 2022, Bivariate Log-symmetric Models: Theoretical Properties and Parameter Estimation. Avaliable at…

Methodology · Statistics 2023-01-19 Roberto Vila , Narayanaswamy Balakrishnan , Helton Saulo , Peter Zörnig

Continuous-time multi-state survival models can be used to describe health-related processes over time. In the presence of interval-censored times for transitions between the living states, the likelihood is constructed using transition…

Methodology · Statistics 2017-03-24 Robson J. M. Machado , Ardo van den Hout

Independently trained machine learning models tend to learn similar features. Given an ensemble of independently trained models, this results in correlated predictions and common failure modes. Previous attempts focusing on decorrelation of…

Well-calibrated probabilistic regression models are a crucial learning component in robotics applications as datasets grow rapidly and tasks become more complex. Unfortunately, classical regression models are usually either probabilistic…

Machine Learning · Computer Science 2023-09-12 Hany Abdulsamad , Peter Nickl , Pascal Klink , Jan Peters

We study multivariate Gaussian models that are described by linear conditions on the concentration matrix. We compute the maximum likelihood (ML) degrees of these models. That is, we count the critical points of the likelihood function over…

Algebraic Geometry · Mathematics 2021-02-23 Carlos Améndola , Lukas Gustafsson , Kathlén Kohn , Orlando Marigliano , Anna Seigal

Many probabilistic models that have an intractable normalizing constant may be extended to contain covariates. Since the evaluation of the exact likelihood is difficult or even impossible for these models, score matching was proposed to…

Statistics Theory · Mathematics 2022-03-21 Jiazhen Xu , Janice L. Scealy , Andrew T. A. Wood , Tao Zou

We outline how modern likelihood theory, which provides essentially exact inferences in a variety of parametric statistical problems, may routinely be applied in practice. Although the likelihood procedures are based on analytical…

Methodology · Statistics 2009-06-23 Alessandra R. Brazzale , Anthony C. Davison

We study the problem of multiple hypothesis testing for multidimensional data when inter-correlations are present. The problem of multiple comparisons is common in many applications. When the data is multivariate and correlated, existing…

Statistics Theory · Mathematics 2015-06-02 Mahdis Azadbakhsh , Xin Gao , Hanna Jankowski

We develop an improvement to conditional logistic regression (CLR) in the setting where the parameter of interest is the additive effect of binary treatment effect on log-odds of the positive level in the binary response. Our improvement is…

Methodology · Statistics 2026-03-03 Jacob Tennenbaum , Adam Kapelner

Logistic models are studied as a tool to convert output from numerical weather forecasting systems (deterministic and ensemble) into probability forecasts for binary events. A logistic model obtains by putting the logarithmic odds ratio…

Atmospheric and Oceanic Physics · Physics 2009-01-29 Jochen Bröcker

We propose an l1-regularized likelihood method for estimating the inverse covariance matrix in the high-dimensional multivariate normal model in presence of missing data. Our method is based on the assumption that the data are missing at…

Methodology · Statistics 2012-02-28 Nicolas Städler , Peter Bühlmann