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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…

I develop Macroeconomic Random Forest (MRF), an algorithm adapting the canonical Machine Learning (ML) tool to flexibly model evolving parameters in a linear macro equation. Its main output, Generalized Time-Varying Parameters (GTVPs), is a…

This paper presents a framework for estimating the remaining useful life (RUL) of mechanical systems. The framework consists of a multi-layer perceptron and an evolutionary algorithm for optimizing the data-related parameters. The framework…

In practice, there often exist unobserved variables, also termed hidden variables, associated with both the response and covariates. Existing works in the literature mostly focus on linear regression with hidden variables. However, when the…

Computer experiments involving both qualitative and quantitative (QQ) factors have attracted increasing attention. Gaussian process (GP) models have proven effective in this context by choosing specialized covariance functions for QQ…

A linear multi-factor model is one of the most important tools in equity portfolio management. The linear multi-factor models are widely used because they can be easily interpreted. However, financial markets are not linear and their…

The chain-ladder (CL) method is the most widely used claims reserving technique in non-life insurance. This manuscript introduces a novel approach to computing the CL reserves based on a fundamental restructuring of the data utilization for…

Predicting the future trajectory of complex and rapidly evolving systems remains a significant challenge, particularly in domains where data is scarce or unreliable. This study introduces a novel approach to qualitative forecasting by…

Gene gain-loss-duplication models are commonly based on continuous-time birth-death processes. Employed in a phylogenetic context, such models have been increasingly popular in studies of gene content evolution across multiple genomes.…

Probabilistic graphical modeling (PGM) provides a framework for formulating an interpretable generative process of data and expressing uncertainty about unknowns, but it lacks flexibility. Deep learning (DL) is an alternative framework for…

The emergence of LM-based judging reward modeling, represented by generative reward models, has successfully made reinforcement learning from AI feedback (RLAIF) efficient and scalable. To further advance this paradigm, we propose a core…

In this study, we have developed an incremental machine learning (ML) method that efficiently obtains the optimal model when a small number of instances or features are added or removed. This problem holds practical importance in model…

The development of robust generative models for highly varied non-stationary time series data is a complex yet important problem. Traditional models for time series data prediction, such as Long Short-Term Memory (LSTM), are inefficient and…

Semiparametric regression offers a flexible framework for modeling non-linear relationships between a response and covariates. A prime example are generalized additive models where splines (say) are used to approximate non-linear functional…

We revisit a model for time-varying linear regression that assumes the unknown parameters evolve according to a linear dynamical system. Counterintuitively, we show that when the underlying dynamics are stable the parameters of this model…

This paper presents the hierarchical generalized linear model (HGLM) for loss reserving in a non-life insurance company. Because in this case the error of prediction is expressed by a complex analytical formula, the error bootstrap…

The recent successes of deep learning and deep reinforcement learning have firmly established their statuses as state-of-the-art artificial learning techniques. However, longstanding drawbacks of these approaches, such as their poor sample…

Logistic regression (LR) is widely used in clinical prediction because it is simple to deploy and easy to interpret. Nevertheless, being a linear model, LR has limited expressive capability and often has unsatisfactory performance.…

Conditional medical image generation plays an important role in many clinically relevant imaging tasks. However, existing methods still face a fundamental challenge in balancing inference efficiency, patient-specific fidelity, and…

This paper proposes a set of tools to help dealing with XML database evolution. It aims at establishing a multi-system environment where a global integrated system works in harmony with some local original ones, allowing data translation in…