Related papers: Finite mixture modeling of censored and missing da…
Finite Mixture of Regressions (FMR) models are among the most widely used approaches in dealing with the heterogeneity among the observations in regression problems. One of the limitations of current approaches is their inability to…
Analysis of random censored life-time data along with some related stochastic covariables is of great importance in many applied sciences like medical research, population studies and planning etc. The parametric estimation technique…
Envelope method was recently proposed as a method to reduce the dimension of responses in multivariate regressions. However, when there exists missing data, the envelope method using the complete case observations may lead to biased and…
In many semiparametric models that are parameterized by two types of parameters---a Euclidean parameter of interest and an infinite-dimensional nuisance parameter---the two parameters are bundled together, that is, the nuisance parameter is…
Data clustering has received a lot of attention and numerous methods, algorithms and software packages are available. Among these techniques, parametric finite-mixture models play a central role due to their interesting mathematical…
We introduce a mixture model for censored durations (C-mix), and develop maximum likelihood inference for the joint estimation of the time distributions and latent regression parameters of the model. We consider a high-dimensional setting,…
Expectation maximisation (EM) is an unsupervised learning method for estimating the parameters of a finite mixture distribution. It works by introducing "hidden" or "latent" variables via Baum's auxiliary function $Q$ that allow the joint…
Handling missing values plays an important role in the analysis of survival data, especially, the ones marked by cure fraction. In this paper, we discuss the properties and implementation of stochastic approximations to the…
Mixture models are a fundamental tool in applied statistics and machine learning for treating data taken from multiple subpopulations. The current practice for estimating the parameters of such models relies on local search heuristics…
This paper deals with parameter estimation when the data are randomly right censored. The maximum likelihood estimates from censored samples are obtained by using the expectation-maximization (EM) and Monte Carlo EM (MCEM) algorithms. We…
This paper tackles the problem of missing data imputation for noisy and non-Gaussian data. A classical imputation method, the Expectation Maximization (EM) algorithm for Gaussian mixture models, has shown interesting properties when…
A reduced-rank mixed effects model is developed for robust modeling of sparsely observed paired functional data. In this model, the curves for each functional variable are summarized using a few functional principal components, and the…
Recently skew-t mixture models have been introduced as a flexible probabilistic modeling technique taking into account both skewness in data clusters and the statistical degree of freedom (S-DoF) to improve modeling generalizability, and…
Mixture models postulate the overall population as a mixture of finite subpopulations with unobserved membership. Fitting mixture models usually requires large sample sizes and combining data from multiple sites can be beneficial. However,…
The cluster-weighted model (CWM) is a mixture model with random covariates which allows for flexible clustering and density estimation of a random vector composed by a response variable and by a set of covariates. In this class of models,…
Improved EM strategies, based on the idea of efficient data augmentation (Meng and van Dyk 1997, 1998), are presented for ML estimation of mixture proportions. The resulting algorithms inherit the simplicity, ease of implementation, and…
The problem of monotone missing data has been broadly studied during the last two decades and has many applications in different fields such as bioinformatics or statistics. Commonly used imputation techniques require multiple iterations…
Two major ideas in the analysis of missing data are (a) the EM algorithm [Dempster, Laird and Rubin, J. Roy. Statist. Soc. Ser. B 39 (1977) 1--38] for maximum likelihood (ML) estimation, and (b) the formulation of models for the joint…
In recent work, robust mixture modelling approaches using skewed distributions have been explored to accommodate asymmetric data. We introduce parsimony by developing skew-t and skew-normal analogues of the popular GPCM family that employ…
Mixture models are regularly used in density estimation applications, but the problem of estimating the mixing distribution remains a challenge. Nonparametric maximum likelihood produce estimates of the mixing distribution that are…