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An efficient monotone data augmentation (MDA) algorithm is proposed for missing data imputation for incomplete multivariate nonnormal data that may contain variables of different types, and are modeled by a sequence of regression models…

Methodology · Statistics 2018-11-21 Yongqiang Tang

The monotone data augmentation (MDA) algorithm has been widely used to impute missing data for longitudinal continuous outcomes. Compared to a full data augmentation approach, the MDA scheme accelerates the mixing of the Markov chain,…

Methodology · Statistics 2025-12-23 Yongqiang Tang

In clinical trials, mixed effects models for repeated measures (MMRM) and pattern mixture models (PMM) are often used to analyze longitudinal continuous outcomes. We describe a simple missing data imputation algorithm for the MMRM that can…

Methodology · Statistics 2016-10-13 Yongqiang Tang

Gaussian mixtures are commonly used for modeling heavy-tailed error distributions in robust linear regression. Combining the likelihood of a multivariate robust linear regression model with a standard improper prior distribution yields an…

Statistics Theory · Mathematics 2023-01-05 Haoxiang Li , Qian Qin , Galin L. Jones

In this study, we propose a robust mixture regression procedure based on the skew t distribution to model heavy-tailed and/or skewed errors in a mixture regression setting. Using the scale mixture representation of the skew t distribution,…

Statistics Theory · Mathematics 2017-06-12 Fatma Zehra Doğru , Olcay Arslan

The data augmentation (DA) algorithms are popular Markov chain Monte Carlo (MCMC) algorithms often used for sampling from intractable probability distributions. This review article comprehensively surveys DA MCMC algorithms, highlighting…

Computation · Statistics 2024-06-18 Vivekananda Roy , Kshitij Khare , James P. Hobert

Multivariate longitudinal data of mixed-type are increasingly collected in many science domains. However, algorithms to cluster this kind of data remain scarce, due to the challenge to simultaneously model the within- and between-time…

Machine Learning · Statistics 2025-09-16 Francesco Amato , Julien Jacques

In clinical trials, studies often present longitudinal data or clustered data. These studies are commonly analyzed using linear mixed models (LMMs), usually considering Gaussian assumptions for random effect and error terms. Recently,…

Methodology · Statistics 2021-09-28 Fernanda L. Schumacher , Larissa A. Matos , Celso R. B. Cabral

Longitudinal brain imaging data facilitate the monitoring of structural and functional alterations in individual brains across time, offering essential understanding of dynamic neurobiological mechanisms. Such data improve sensitivity for…

Applications · Statistics 2026-02-04 Zhentao Yu , Jiaqi Ding , Guorong Wu , Quefeng Li

The contribution of this work is the introduction of a multivariate circular-linear (or poly- cylindrical) distribution obtained by combining the projected and the skew-normal. We show the flexibility of our proposal, its property of…

Methodology · Statistics 2017-11-29 Gianluca Mastrantonio

The multivariate extended skew-normal distribution allows for accommodating raw data which are skewed and heavy tailed, and has at least three appealing statistical properties, namely closure under conditioning, affine transformations, and…

Methodology · Statistics 2015-06-19 Mathieu Gerber , Florian Pelgrin

In longitudinal studies, repeated measures are collected over time and hence they tend to be serially correlated. In this paper we consider an extension of skew-normal/independent linear mixed models introduced by Lachos et al. (2010),…

Methodology · Statistics 2021-01-19 Fernanda L. Schumacher , Victor H. Lachos , Larissa A. Matos

The mixture of factor analyzers (MFA) model provides a powerful tool for analyzing high-dimensional data as it can reduce the number of free parameters through its factor-analytic representation of the component covariance matrices. This…

Methodology · Statistics 2013-07-09 Tsung-I Lin , Geoffrey J. McLachlan , Sharon X. Lee

Motivated by two case studies using primary care records from the Clinical Practice Research Datalink, we describe statistical methods that facilitate the analysis of tall data, with very large numbers of observations. Our focus is on…

Methodology · Statistics 2018-05-14 Kirsty Rhodes , Rebecca Turner , Rupert Payne , Ian White

Let $\pi$ denote the intractable posterior density that results when the likelihood from a multivariate linear regression model with errors from a scale mixture of normals is combined with the standard non-informative prior. There is a…

Statistics Theory · Mathematics 2015-12-08 Qian Qin , James P. Hobert

Mixture of Experts (MoE) is a popular framework in the fields of statistics and machine learning for modeling heterogeneity in data for regression, classification and clustering. MoE for continuous data are usually based on the normal…

Methodology · Statistics 2016-12-22 Faicel Chamroukhi

Markov chain Monte Carlo is widely used in a variety of scientific applications to generate approximate samples from intractable distributions. A thorough understanding of the convergence and mixing properties of these Markov chains can be…

Methodology · Statistics 2023-05-23 Saptarshi Chakraborty , Kshitij Khare

Stochastic epidemic models describe the dynamics of an epidemic as a disease spreads through a population. Typically, only a fraction of cases are observed at a set of discrete times. The absence of complete information about the time…

Computation · Statistics 2017-02-14 Jonathan Fintzi , Xiang Cui , Jon Wakefield , Vladimir N. Minin

We present a flexible Bayesian semiparametric mixed model for longitudinal data analysis in the presence of potentially high-dimensional categorical covariates. Building on a novel hidden Markov tensor decomposition technique, our proposed…

Methodology · Statistics 2022-08-05 Giorgio Paulon , Peter Müller , Abhra Sarkar
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