Related papers: Robust Fitting for Generalized Additive Models for…
Unmeasured or latent variables are often the cause of correlations between multivariate measurements, which are studied in a variety of fields such as psychology, ecology, and medicine. For Gaussian measurements, there are classical tools…
A weighted likelihood technique for robust estimation of a multivariate Wrapped Normal distribution for data points scattered on a p-dimensional torus is proposed. The occurrence of outliers in the sample at hand can badly compromise…
Model selection is a central task in statistics, but standard methods are not robust in misspecified settings where the true data-generating process (DGP) is not in the set of candidate models. The key limitation is that existing methods --…
We propose a novel framework for fitting additive quantile regression models, which provides well calibrated inference about the conditional quantiles and fast automatic estimation of the smoothing parameters, for model structures as…
Despite their outstanding performance, large language models (LLMs) suffer notorious flaws related to their preference for simple, surface-level textual relations over full semantic complexity of the problem. This proposal investigates a…
Over the last decades, the challenges in applied regression and in predictive modeling have been changing considerably: (1) More flexible model specifications are needed as big(ger) data become available, facilitated by more powerful…
Additive models and generalized additive models are effective semiparametric tools for multidimensional data. In this article we propose an online smoothing backfitting method for generalized additive models with local polynomial smoothers.…
This paper presents a score-based weighted likelihood estimator (SWLE) for robust estimations of generalized linear model (GLM) for insurance loss data. The SWLE exhibits a limited sensitivity to the outliers, theoretically justifying its…
We propose a framework for computing, optimizing and integrating with respect to a smooth marginal likelihood in statistical models that involve high-dimensional parameters/latent variables and continuous low-dimensional hyperparameters.…
We observe a $n$-sample, the distribution of which is assumed to belong, or at least to be close enough, to a given mixture model. We propose an estimator of this distribution that belongs to our model and possesses some robustness…
In this paper, we propose a robust profile estimation method for the parametric and nonparametric components of a single index model when the errors have a strongly unimodal density with unknown nuisance parameter. Under regularity…
We present a novel algorithm for generating robust and consistent hypotheses for multiple-structure model fitting. Most of the existing methods utilize random sampling which produce varying results especially when outlier ratio is high. For…
We study generalized additive partial linear models, proposing the use of polynomial spline smoothing for estimation of nonparametric functions, and deriving quasi-likelihood based estimators for the linear parameters. We establish…
The Laplace approximation is sometimes not sufficiently accurate for smoothing parameter estimation in generalized additive mixed models. A novel estimation strategy is proposed that solves this problem and leads to estimates exhibiting the…
We study generalised additive models, with shape restrictions (e.g. monotonicity, convexity, concavity) imposed on each component of the additive prediction function. We show that this framework facilitates a nonparametric estimator of each…
Generalized linear models and the quasi-likelihood method extend the ordinary regression models to accommodate more general conditional distributions of the response. Nonparametric methods need no explicit parametric specification, and the…
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…
Throughout the life sciences we routinely seek to interpret measurements and observations using parameterised mechanistic mathematical models. A fundamental and often overlooked choice in this approach involves relating the solution of a…
Ordinary least square (OLS), maximum likelihood (ML) and robust methods are the widely used methods to estimate the parameters of a linear regression model. It is well known that these methods perform well under some distributional…
IBM models are very important word alignment models in Machine Translation. Following the Maximum Likelihood Estimation principle to estimate their parameters, the models will easily overfit the training data when the data are sparse. While…