Related papers: Regularized joint mixture models
Individuals or companies in a large social or financial network often display rather heterogeneous behaviors for various reasons. In this work, we propose a network vector autoregressive model with a latent group structure to model…
The history of the seemingly simple problem of straight line fitting in the presence of both $x$ and $y$ errors has been fraught with misadventure, with statistically ad hoc and poorly tested methods abounding in the literature. The problem…
Geographic Information Systems (GIS) and related technologies have generated substantial interest among statisticians with regard to scalable methodologies for analyzing large spatial datasets. A variety of scalable spatial process models…
An approach to distributed machine learning is to train models on local datasets and aggregate these models into a single, stronger model. A popular instance of this form of parallelization is federated learning, where the nodes…
Finite mixtures of regression models provide a flexible modeling framework for many phenomena. Using moment-based estimation of the regression parameters, we develop unbiased estimators with a minimum of assumptions on the mixture…
Joint sparsity offers powerful structural cues for feature selection, especially for variables that are expected to demonstrate a "grouped" behavior. Such behavior is commonly modeled via group-lasso, multitask lasso, and related methods…
High-dimensional data must be highly structured to be learnable. Although the compositional and hierarchical nature of data is often put forward to explain learnability, quantitative measurements establishing these properties are scarce.…
This article proposes diffusion LMS strategies for distributed estimation over adaptive networks that are able to exploit sparsity in the underlying system model. The approach relies on convex regularization, common in compressive sensing,…
Extreme value applications commonly employ regression techniques to capture cross-sectional heterogeneity or time-variation in the data. Estimation of the parameters of an extreme value regression model is notoriously challenging due to the…
Graphs from complex systems often share a partial underlying structure across domains while retaining individual features. Thus, identifying common structures can shed light on the underlying signal, for instance, when applied to scientific…
Linear mixed models (LMMs) are a popular class of methods for analyzing longitudinal and clustered data. However, such models can be sensitive to outliers, and this can lead to biased inference on model parameters and inaccurate prediction…
We introduce the Graph Mixture Density Networks, a new family of machine learning models that can fit multimodal output distributions conditioned on graphs of arbitrary topology. By combining ideas from mixture models and graph…
Model-based clustering methods for continuous data are well established and commonly used in a wide range of applications. However, model-based clustering methods for categorical data are less standard. Latent class analysis is a commonly…
We consider the problem of mixed linear regression (MLR), where each observed sample belongs to one of $K$ unknown linear models. In practical applications, the proportions of the $K$ components are often imbalanced. Unfortunately, most MLR…
Multi-task learning (MTL) aims to improve generalization performance by learning multiple related tasks simultaneously. While sometimes the underlying task relationship structure is known, often the structure needs to be estimated from data…
Network data are increasingly common in the social sciences and infectious disease epidemiology. Analyses often link network structure to node-level covariates, but existing methods falter with sparse networks and high-dimensional node…
Finite mixture models have become a popular tool for clustering. Amongst other uses, they have been applied for clustering longitudinal data and clustering high-dimensional data. In the latter case, a latent Gaussian mixture model is…
Combining additive models and neural networks allows to broaden the scope of statistical regression and extend deep learning-based approaches by interpretable structured additive predictors at the same time. Existing attempts uniting the…
The random coefficients model $Y_i={\beta_0}_i+{\beta_1}_i {X_1}_i+{\beta_2}_i {X_2}_i+\ldots+{\beta_d}_i {X_d}_i$, with $\mathbf{X}_i$, $Y_i$, $\mathbf{\beta}_i$ i.i.d, and $\mathbf{\beta}_i$ independent of $X_i$ is often used to capture…
Sparse generalized additive models (GAMs) are an extension of sparse generalized linear models which allow a model's prediction to vary non-linearly with an input variable. This enables the data analyst build more accurate models,…