Related papers: A two-part finite mixture quantile regression mode…
Multivariate data that combine binary, categorical, count and continuous outcomes are common in the social and health sciences. We propose a semiparametric Bayesian latent variable model for multivariate data of arbitrary type that does not…
Latent class model (LCM), which is a finite mixture of different categorical distributions, is one of the most widely used models in statistics and machine learning fields. Because of its non-continuous nature and the flexibility in shape,…
We introduce a new approach to a linear-circular regression problem that relates multiple linear predictors to a circular response. We follow a modeling approach of a wrapped normal distribution that describes angular variables and angular…
The Expectation-Maximization algorithm is perhaps the most broadly used algorithm for inference of latent variable problems. A theoretical understanding of its performance, however, largely remains lacking. Recent results established that…
Modern data-driven and distributed learning frameworks deal with diverse massive data generated by clients spread across heterogeneous environments. Indeed, data heterogeneity is a major bottleneck in scaling up many distributed learning…
To make inferences about the shape of a population distribution, the widely popular mean regression model, for example, is inadequate if the distribution is not approximately Gaussian (or symmetric). Compared to conventional mean regression…
This paper develops the likelihood ratio-based test of the null hypothesis of a M0-component model against an alternative of (M0 + 1)-component model in the normal mixture panel regression by extending the Expectation-Maximization (EM) test…
Linear mixed-effects models are widely used in analyzing clustered or repeated measures data. We propose a quasi-likelihood approach for estimation and inference of the unknown parameters in linear mixed-effects models with high-dimensional…
We propose a novel, succinct, and effective approach for distribution prediction to quantify uncertainty in machine learning. It incorporates adaptively flexible distribution prediction of $\mathbb{P}(\mathbf{y}|\mathbf{X}=x)$ in regression…
Binomial data with unknown sizes often appear in biological and medical sciences and are usually overdispersed. All previous methods used parametric models and only considered overdispersion due to the variation of sizes. The proposed…
Finite mixture distributions arise in sampling a heterogeneous population. Data drawn from such a population will exhibit extra variability relative to any single subpopulation. Statistical models based on finite mixtures can assist in the…
It is known that the estimating equations for quantile regression (QR) can be solved using an EM algorithm in which the M-step is computed via weighted least squares, with weights computed at the E-step as the expectation of independent…
The authors propose a robust semi-parametric empirical likelihood method to integrate all available information from multiple samples with a common center of measurements. Two different sets of estimating equations are used to improve the…
This paper is concerned with an important issue in finite mixture modelling, the selection of the number of mixing components. We propose a new penalized likelihood method for model selection of finite multivariate Gaussian mixture models.…
We give convergence guarantees for estimating the coefficients of a symmetric mixture of two linear regressions by expectation maximization (EM). In particular, we show that the empirical EM iterates converge to the target parameter vector…
Finite mixture models are powerful tools for modelling and analyzing heterogeneous data. Parameter estimation is typically carried out using maximum likelihood estimation via the Expectation-Maximization (EM) algorithm. Recently, the…
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…
Nonlinear mixed effects models have received a great deal of attention in the statistical literature in recent years because of their flexibility in handling longitudinal studies, including human immunodeficiency virus viral dynamics,…
We consider a semiparametric generalized linear model and study estimation of both marginal and quantile effects in this model. We propose an approximate maximum likelihood estimator, and rigorously establish the consistency, the asymptotic…
Traditionally, spline or kernel approaches in combination with parametric estimation are used to infer the linear coefficient (fixed effects) in a partially linear mixed-effects model for repeated measurements. Using machine learning…