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We address the component-based regularisation of a multivariate Generalised Linear Mixed Model (GLMM) in the framework of grouped data. A set Y of random responses is modelled with a multivariate GLMM, based on a set X of explanatory…

Statistics Theory · Mathematics 2019-08-13 Jocelyn Chauvet , Catherine Trottier , Xavier Bry

We address component-based regularisation of a multivariate Generalized Linear Mixed Model. A set of random responses Y is modelled by a GLMM, using a set X of explanatory variables and a set T of additional covariates. Variables in X are…

Methodology · Statistics 2018-01-23 Jocelyn Chauvet , Catherine Trottier , Xavier Bry , Frédéric Mortier

We address regularised versions of the Expectation-Maximisation (EM) algorithm for Generalised Linear Mixed Models (GLMM) in the context of panel data (measured on several individuals at different time-points). A random response y is…

Methodology · Statistics 2019-08-21 Jocelyn Chauvet , Catherine Trottier , Xavier Bry

We address regularised versions of the Expectation-Maximisation (EM) algorithm for Generalised Linear Mixed Models (GLMM) in the context of panel data (measured on several individuals at different time points). A random response y is…

Methodology · Statistics 2019-08-21 Jocelyn Chauvet , Catherine Trottier , Xavier Bry

This paper introduces a method for studying the correlation structure of a range of responses modelled by a multivariate generalised linear mixed model (MGLMM). The methodology requires the existence of clusters of observations and that…

Methodology · Statistics 2021-08-02 Jeanett S. Pelck , Rodrigo Labouriau

We propose a method for inference in generalised linear mixed models (GLMMs) and several extensions of these models. First, we extend the GLMM by allowing the distribution of the random components to be non-Gaussian, that is, assuming an…

Methodology · Statistics 2021-07-27 Jeanett S. Pelck , Rodrigo Labouriau

Conditional Gaussian graphical models (cGGM) are a recent reparametrization of the multivariate linear regression model which explicitly exhibits $i)$ the partial covariances between the predictors and the responses, and $ii)$ the partial…

Methodology · Statistics 2014-09-26 Julien Chiquet , Tristan Mary-Huard , Stéphane Robin

ProfileGLMM is an R package integrating Generalised Linear Mixed Models (GLMMs) as the outcome model for Bayesian profile regression. This statistical framework simultaneously i) explains the variation in the outcome and ii) clusters the…

Methodology · Statistics 2026-04-23 Matteo Amestoy , Mark A. van de Wiel , Wessel N. van Wieringen

We propose an approach for fitting linear regression models that splits the set of covariates into groups. The optimal split of the variables into groups and the regularized estimation of the regression coefficients are performed by…

Methodology · Statistics 2019-12-13 Anthony Christidis , Ruben Zamar , Laks V. S. Lakshmanan , Ezequiel Smucler

We propose an L1-penalized algorithm for fitting high-dimensional generalized linear mixed models. Generalized linear mixed models (GLMMs) can be viewed as an extension of generalized linear models for clustered observations. This…

Computation · Statistics 2014-06-03 Jürg Schelldorfer , Lukas Meier , Peter Bühlmann

Here we propose an algorithm, named generalized orthogonal components regression (GOCRE), to explore the relationship between a categorical outcome and a set of massive variables. A set of orthogonal components are sequentially constructed…

Methodology · Statistics 2013-04-18 Yanzhu Lin , Min Zhang , Dabao Zhang

Finite mixture distributions arise in sampling a heterogeneous population. Data drawn from such a population will exhibit extra variability relative to any single subpopulation. Statistical models based on finite mixtures can assist in the…

Methodology · Statistics 2024-01-19 Andrew M. Raim , Nagaraj K. Neerchal , Jorge G. Morel

Sparse regularized regression methods are now widely used in genome-wide association studies (GWAS) to address the multiple testing burden that limits discovery of potentially important predictors. Linear mixed models (LMMs) have become an…

Methodology · Statistics 2022-06-27 Julien St-Pierre , Karim Oualkacha , Sahir Rai Bhatnagar

We describe the \proglang{R} package \pkg{glmmrBase} and an extension \pkg{glmmrOptim}. \pkg{glmmrBase} provides a flexible approach to specifying, fitting, and analysing generalised linear mixed models. We use an object-orientated class…

Computation · Statistics 2024-03-15 Samuel I. Watson

Generalized linear mixed models (GLMMs) are used to model responses from exponential families with a combination of fixed and random effects. For variance components in GLMMs, we propose an approximate restricted likelihood ratio test that…

Methodology · Statistics 2019-06-11 Stephanie T. Chen , Luo Xiao , Ana-Maria Staicu

The Generalized Linear Model (GLM) for the Gamma distribution (glmGamma) is widely used in modeling continuous, non-negative and positive-skewed data, such as insurance claims and survival data. However, model selection for GLM depends on…

Methodology · Statistics 2018-04-24 Xin Chen , Aleksandr Y. Aravkin , R. Douglas Martin

The Generalized Additive Model (GAM) is a powerful tool and has been well studied. This model class helps to identify additive regression structure. Via available test procedures one may identify the regression structure even sharper if…

Methodology · Statistics 2020-09-11 Rong Liu , Wolfgang Karl Härdle

Regularized regression models are well studied and, under appropriate conditions, offer fast and statistically interpretable results. However, large data in many applications are heterogeneous in the sense of harboring distributional…

Methodology · Statistics 2022-10-25 Konstantinos Perrakis , Thomas Lartigue , Frank Dondelinger , Sach Mukherjee

Generalized linear mixed-effects models (GLMMs) are widely used to analyze grouped and hierarchical data. In a GLMM, each response is assumed to follow an exponential-family distribution where the natural parameter is given by a linear…

Machine Learning · Statistics 2026-04-14 Yuli Slavutsky , Sebastian Salazar , David M. Blei

In this paper, we propose the Graph-Fused Multivariate Regression (GFMR) via Total Variation regularization, a novel method for estimating the association between a one-dimensional or multidimensional array outcome and scalar predictors.…

Methodology · Statistics 2020-01-15 Ying Liu , Bowei Yan , Kathleen Merikangas , Haochang Shou
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