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Since the pioneering work by Koenker and Bassett (1978), quantile regression models and its applications have become increasingly popular and important for research in many areas. In this paper, a random effects ordinal quantile regression…

Computation · Statistics 2016-03-02 Rahim Alhamzawi

The paper introduces a Bayesian estimation method for quantile regression in univariate ordinal models. Two algorithms are presented that utilize the latent variable inferential framework of Albert and Chib (1993) and the normal-exponential…

Methodology · Statistics 2022-09-30 Mohammad Arshad Rahman

Quantile regression is a powerful tool for inferring how covariates affect specific percentiles of the response distribution. Existing methods either estimate conditional quantiles separately for each quantile of interest or estimate the…

Methodology · Statistics 2024-11-19 Joseph Feldman , Daniel Kowal

In this article, we develop a semiparametric Bayesian estimation and model selection approach for partially linear additive models in conditional quantile regression. The asymmetric Laplace distribution provides a mechanism for Bayesian…

Computation · Statistics 2013-07-11 Yuao Hu , Kaifeng Zhao , Heng Lian

This article describes an R package bqror that estimates Bayesian quantile regression for ordinal models introduced in Rahman (2016). The paper classifies ordinal models into two types and offers computationally efficient, yet simple,…

Econometrics · Economics 2023-05-30 Prajual Maheshwari , Mohammad Arshad Rahman

Variational Bayesian inference and (collapsed) Gibbs sampling are the two important classes of inference algorithms for Bayesian networks. Both have their advantages and disadvantages: collapsed Gibbs sampling is unbiased but is also…

Machine Learning · Computer Science 2012-06-18 Max Welling , Yee Whye Teh , Hilbert Kappen

Ordinal categorical data are routinely encountered in many practical applications. When the primary goal is to construct a regression model for ordinal outcomes, cumulative link models represent one of the most popular choices to link the…

Methodology · Statistics 2026-03-13 Emanuele Aliverti

Quantile regression is a powerful tool for detecting exposure-outcome associations given covariates across different parts of the outcome's distribution, but has two major limitations when the aim is to infer the effect of an exposure.…

Ordinal Regression (OR) aims to model the ordering information between different data categories, which is a crucial topic in multi-label learning. An important class of approaches to OR models the problem as a linear combination of basis…

Machine Learning · Computer Science 2019-10-21 Chang Li , Maarten de Rijke

The declining response rates in probability surveys along with the widespread availability of unstructured data has led to growing research into non-probability samples. Existing robust approaches are not well-developed for non-Gaussian…

Methodology · Statistics 2022-03-29 Ali Rafei , Michael R. Elliott , Carol A. C. Flannagan

Sparse regression based on global-local shrinkage priors are increasingly used for Bayesian modeling of modern high-dimensional data, but scaling up the Gibbs sampler for posterior inference remains a challenge. While much effort has gone…

Methodology · Statistics 2026-05-08 Andrew Chin , Xiyu Ding , Akihiko Nishimura

Direct quantile regression involves estimating a given quantile of a response variable as a function of input variables. We present a new framework for direct quantile regression where a Gaussian process model is learned, minimising the…

Methodology · Statistics 2012-07-03 Alexis Boukouvalas , Remi Barillec , Dan Cornford

We introduce a Bayesian Gaussian process latent variable model that explicitly captures spatial correlations in data using a parameterized spatial kernel and leveraging structure-exploiting algebra on the model covariance matrices for…

Machine Learning · Statistics 2018-05-23 Steven Atkinson , Nicholas Zabaras

The multinomial probit model is a typical statistical model for multiple-choice data applied in many research areas. When we are interested in some quantiles of relative utilities for understanding the distribution of these utilities, the…

Methodology · Statistics 2025-08-20 Masaaki Okabe , Koki Matsuoka , Jun Tsuchida , Hiroshi Yadohisa

We consider new formulations and methods for sparse quantile regression in the high-dimensional setting. Quantile regression plays an important role in many applications, including outlier-robust exploratory analysis in gene selection. In…

Machine Learning · Statistics 2014-02-20 Aleksandr Y. Aravkin , Anju Kambadur , Aurelie C. Lozano , Ronny Luss

Quantile regression models provide a wide picture of the conditional distributions of the response variable by capturing the effect of the covariates at different quantile levels. In most applications, the parametric form of those…

Methodology · Statistics 2017-11-03 T. Rodrigues , J. -L. Dortet-Bernadet , Y. Fan

Ordinal measurements are common outcomes in studies within psychology, as well as in the social and behavioral sciences. Choosing an appropriate regression model for analysing such data poses a difficult task. This paper aims to facilitate…

Methodology · Statistics 2026-03-03 Stefan Inerle , Markus Pauly , Moritz Berger

In randomized controlled trials, ordinal outcomes typically improve statistical efficiency over binary outcomes. The treatment effect on an ordinal outcome is usually described by the odds ratio from a proportional odds model, but this…

Methodology · Statistics 2026-01-01 Lindsey E. Turner , Carolyn T. Bramante , Thomas A. Murray

Count data frequently arises in biomedical applications, such as the length of hospital stay. However, their discrete nature poses significant challenges for appropriately modeling conditional quantiles, which are crucial for understanding…

Methodology · Statistics 2025-07-28 Yuta Yamauchi , Genya Kobayashi , Shonosuke Sugasawa

Quantile regression is a very important tool to explore the relationship between the response variable and its covariates. Motivated by mean regression with LASSO for compositional covariates proposed by Lin et al. (2014), we consider…

Methodology · Statistics 2020-06-02 Xuejun Ma , Ping Zhang
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