Related papers: Component-based regularisation of multivariate gen…
This paper explores improvements in prediction accuracy and inference capability when allowing for potential correlation in team-level random effects across multiple game-level responses from different assumed distributions. First-order and…
Latent factor models that integrate data from multiple sources/studies or modalities have garnered considerable attention across various disciplines. However, existing methods predominantly focus either on multi-study integration or…
Estimating causal effects from observational data remains a fundamental challenge in causal inference, especially in the presence of latent confounders. This paper focuses on estimating causal effects in Gaussian Linear Structural Causal…
This paper develops a new framework, called modular regression, to utilize auxiliary information -- such as variables other than the original features or additional data sets -- in the training process of linear models. At a high level, our…
While matrix variate regression models have been studied in many existing works, classical statistical and computational methods for the analysis of the regression coefficient estimation are highly affected by high dimensional and noisy…
The standard procedures for analysing hierarquical or grouped data are by (non)linear mixed models or generalized mixed models. However, the generalized additive models for location, scale and shape (GAMLSSs) also allow different types of…
In this work a method to regularize Cox frailty models is proposed that accommodates time-varying covariates and time-varying coefficients and is based on the full instead of the partial likelihood. A particular advantage in this framework…
A compositional tree refers to a tree structure on a set of random variables where each random variable is a node and composition occurs at each non-leaf node of the tree. As a generalization of compositional data, compositional trees…
This chapter describes componentwise Least Squares Support Vector Machines (LS-SVMs) for the estimation of additive models consisting of a sum of nonlinear components. The primal-dual derivations characterizing LS-SVMs for the estimation of…
We formally introduce a class of models inspired by renormalization group (RG) theory, built on additive hierarchical expansions analogous to those appearing in functional ANOVA and mixed-effects models. Like ReLU convolutional neural…
Medical imaging provides essential visual insights for diagnosis, and multimodal large language models (MLLMs) are increasingly utilized for its analysis due to their strong generalization capabilities; however, the underlying factors…
In this paper, we consider a generalized multivariate regression problem where the responses are monotonic functions of linear transformations of predictors. We propose a semi-parametric algorithm based on the ordering of the responses…
Spatial generalized linear mixed models (SGLMMs) are popular and flexible models for non-Gaussian spatial data. They are useful for spatial interpolations as well as for fitting regression models that account for spatial dependence, and are…
Pairwise network models such as the Gaussian Graphical Model (GGM) are a powerful and intuitive way to analyze dependencies in multivariate data. A key assumption of the GGM is that each pairwise interaction is independent of the values of…
Properties of data are frequently seen to vary depending on the sampled situations, which usually changes along a time evolution or owing to environmental effects. One way to analyze such data is to find invariances, or representative…
We consider the problem of learning predictive models from longitudinal data, consisting of irregularly repeated, sparse observations from a set of individuals over time. Such data often exhibit {\em longitudinal correlation} (LC)…
We present a sequential Monte Carlo sampler algorithm for the Bayesian analysis of generalised linear mixed models (GLMMs). These models support a variety of interesting regression-type analyses, but performing inference is often extremely…
Unsupervised feature selection is an important method to reduce dimensions of high dimensional data without labels, which is benefit to avoid ``curse of dimensionality'' and improve the performance of subsequent machine learning tasks, like…
Recent works have shown that imposing tensor structures on the coefficient tensor in regression problems can lead to more reliable parameter estimation and lower sample complexity compared to vector-based methods. This work investigates a…
Restricted maximum likelihood (REML) estimation is a widely accepted and frequently used method for fitting linear mixed models, with its principal advantage being that it produces less biased estimates of the variance components. However,…