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Latent Markov (LM) models represent an important class of models for the analysis of longitudinal data (Bartolucci et. al., 2013), especially when response variables are categorical. These models have a great potential of application for…

The tracking method based on the extreme learning machine (ELM) is efficient and effective. ELM randomly generates input weights and biases in the hidden layer, and then calculates and computes the output weights by reducing the iterative…

Expected risk minimization (ERM) is at the core of many machine learning systems. This means that the risk inherent in a loss distribution is summarized using a single number - its average. In this paper, we propose a general approach to…

Large, non-Gaussian spatial datasets pose a considerable modeling challenge as the dependence structure implied by the model needs to be captured at different scales, while retaining feasible inference. Skew-normal and skew-t distributions…

We show how the expectation-maximization (EM) algorithm can be applied exactly for the fitting of mixtures of general multivariate skew t (MST) distributions, eliminating the need for computationally expensive Monte Carlo estimation. Finite…

Multivariate data occurs in a wide range of fields, with ever more flexible model specifications being proposed, often within a multivariate generalised linear mixed effects (MGLME) framework. In this article, we describe an extended…

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 propose a new estimator, the thresholded scaled Lasso, in high dimensional threshold regressions. First, we establish an upper bound on the $\ell_\infty$ estimation error of the scaled Lasso estimator of Lee et al. (2012). This is a…

In a mixture of linear regression model, the regression coefficients are treated as random vectors that may follow either a continuous or discrete distribution. We propose two Expectation-Maximization (EM) algorithms to estimate this prior…

We introduce a novel matrix-variate extension of the Heckman selection model to accommodate multiple outcomes, providing a flexible and natural generalization of classical selection models for matrix-valued data. By relying on the matrix…

This article studies two regularized robust estimators of scatter matrices proposed (and proved to be well defined) in parallel in (Chen et al., 2011) and (Pascal et al., 2013), based on Tyler's robust M-estimator (Tyler, 1987) and on…

This article proposes a new class of Real Elliptically Skewed (RESK) distributions and associated clustering algorithms that allow for integrating robustness and skewness into a single unified cluster analysis framework. Non-symmetrically…

The Mallows model occupies a central role in parametric modelling of ranking data to learn preferences of a population of judges. Despite the wide range of metrics for rankings that can be considered in the model specification, the choice…

This paper is concerned with learning of mixture regression models for individuals that are measured repeatedly. The adjective "unsupervised" implies that the number of mixing components is unknown and has to be determined, ideally by data…

Linear Mixed Effects (LME) models have been widely applied in clustered data analysis in many areas including marketing research, clinical trials, and biomedical studies. Inference can be conducted using maximum likelihood approach if…

We describe $k$-MLE, a fast and efficient local search algorithm for learning finite statistical mixtures of exponential families such as Gaussian mixture models. Mixture models are traditionally learned using the expectation-maximization…

Complex biological processes are usually experimented along time among a collection of individuals. Longitudinal data are then available and the statistical challenge is to better understand the underlying biological mechanisms. The…

The envelope model provides a dimension-reduction framework for multivariate linear regression. However, existing envelope methods typically assume normally distributed random errors and do not accommodate repeated measures in longitudinal…

The accelerated failure time (AFT) model is widely used to analyze relationships between variables in the presence of censored observations. However, this model relies on some assumptions such as the error distribution, which can lead to…

Cluster-weighted modeling (CWM) is a mixture approach for modeling the joint probability of a response variable and a set of explanatory variables. The parameters are estimated by means of the expectation-maximization algorithm according to…