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This paper is concerned with modeling the dependence structure of two (or more) time-series in the presence of a (possible multivariate) covariate which may include past values of the time series. We assume that the covariate influences…

Statistics Theory · Mathematics 2018-12-11 Natalie Neumeyer , Marek Omelka , Sarka Hudecova

Covariate-specific treatment effects (CSTEs) represent heterogeneous treatment effects across subpopulations defined by certain selected covariates. In this article, we consider marginal structural models where CSTEs are linearly…

Methodology · Statistics 2021-05-25 Peng Wu , Zhiqiang Tan , Wenjie Hu , Xiao-Hua Zhou

A novel copula-based multivariate panel ordinal model is developed to estimate structural relations among components of well-being. Each ordinal time-series is modelled using a copula-based Markov model to relate the marginal distributions…

Methodology · Statistics 2017-06-02 Aristidis K. Nikoloulopoulos , Emmanouil Mentzakis

Joint models of longitudinal and survival data have become an important tool for modeling associations between longitudinal biomarkers and event processes. The association between marker and log-hazard is assumed to be linear in existing…

Methodology · Statistics 2017-10-24 Meike Köhler , Nikolaus Umlauf , Sonja Greven

In this paper we propose a flexible class of multivariate nonlinear non-Gaussian state space models, based on copulas. More precisely, we assume that the observation equation and the state equation are defined by copula families that are…

Methodology · Statistics 2019-11-04 Alexander Kreuzer , Luciana Dalla Valle , Claudia Czado

Copula-based methods provide a flexible approach to build missing data imputation models of multivariate data of mixed types. However, the choice of copula function is an open question. We consider a Bayesian nonparametric approach by using…

Methodology · Statistics 2019-10-15 Jiali Wang , Anton Westveld , Bronwyn Loong , Alan Welsh

Copulas allow a flexible and simultaneous modeling of complicated dependence structures together with various marginal distributions. Especially if the density function can be represented as the product of the marginal density functions and…

Methodology · Statistics 2020-08-31 Jae Youn Ahn , Sebastian Fuchs , Rosy Oh

The problem of joint estimation of multiple graphical models from high dimensional data has been studied in the statistics and machine learning literature, due to its importance in diverse fields including molecular biology, neuroscience…

Methodology · Statistics 2019-07-04 Peyman Jalali , Kshitij Khare , George Michailidis

Starting from a variational formulation, we present a model for image segmentation that employs both region statistics and edge information. This combination allows for improved flexibility, making the proposed model suitable to process a…

Analysis of PDEs · Mathematics 2019-10-15 Carlos M. Paniagua Mejia

Building higher-dimensional copulas is generally recognized as a difficult problem. Regular-vines using bivariate copulas provide a flexible class of high-dimensional dependency models. In large dimensions, the drawback of the model is the…

Statistics Theory · Mathematics 2012-06-07 Edith Kovacs , Tamas Szantai

Functional data analysis, which handles data arising from curves, surfaces, volumes, manifolds and beyond in a variety of scientific fields, is a rapidly developing area in modern statistics and data science in the recent decades. The…

Methodology · Statistics 2020-08-21 Xiaoke Zhang , Wu Xue , Qiyue Wang

Missingness and measurement frequency are two sides of the same coin. How frequent should we measure clinical variables and conduct laboratory tests? It depends on many factors such as the stability of patient conditions, diagnostic…

Machine Learning · Computer Science 2024-02-16 Jiacheng Liu , Jaideep Srivastava

We consider the joint inference of regression coefficients and the inverse covariance matrix for covariates in high-dimensional probit regression, where the predictors are both relevant to the binary response and functionally related to one…

Methodology · Statistics 2022-03-15 Xuan Cao , Kyoungjae Lee

We propose a method to construct a joint statistical model for mixed-domain data to analyze their dependence. Multivariate Gaussian and log-linear models are particular examples of the proposed model. It is shown that the functional…

Methodology · Statistics 2023-10-03 Tomonari Sei , Keisuke Yano

This article extends the literature on copulas with discrete or continuous marginals to the case where some of the marginals are a mixture of discrete and continuous components. We do so by carefully defining the likelihood as the density…

Methodology · Statistics 2017-09-05 David Gunawan , Mohamad A. Khaled , Robert Kohn

The joint modeling of multiple longitudinal biomarkers together with a time-to-event outcome is a challenging modeling task of continued scientific interest. In particular, the computational complexity of high dimensional (generalized)…

Methodology · Statistics 2023-12-12 Alexander Volkmann , Nikolaus Umlauf , Sonja Greven

We are interested in survival analysis of hemodialysis patients for whom several biomarkers are recorded over time. Motivated by this challenging problem, we propose a general framework for multivariate joint longitudinal-survival modeling…

Joint models for longitudinal and survival data have become a popular framework for studying the association between repeatedly measured biomarkers and clinical events. Nevertheless, addressing complex survival data structures, especially…

We propose a scalable semiparametric Bayesian model to capture dependencies among multiple neurons by detecting their co-firing (possibly with some lag time) patterns over time. After discretizing time so there is at most one spike at each…

Applications · Statistics 2015-06-22 Babak Shahbaba , Bo Zhou , Shiwei Lan , Hernando Ombao , David Moorman , Sam Behseta

The rapid development of high-throughput technologies has enabled the generation of data from biological or disease processes that span multiple layers, like genomic, proteomic or metabolomic data, and further pertain to multiple sources,…

Machine Learning · Statistics 2022-01-25 Subhabrata Majumdar , George Michailidis
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