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This paper focuses on the multivariate linear mixed-effects model, including all the correlations between the random effects when the marginal residual terms are assumed uncorrelated and homoscedastic with possibly different standard…

Methodology · Statistics 2017-05-04 Eric Adjakossa , Grégory Nuel

Motivated by the study of pollution trends in the city of Bergen, we introduce a flexible statistical framework for modeling multivariate air pollution data via a nonhomogeneous Hidden Semi-Markov Vector Auto-Regression. The hidden process…

Health economic evaluations based on patient-level data collected alongside clinical trials~(e.g. health related quality of life and resource use measures) are an important component of the process which informs resource allocation…

Applications · Statistics 2020-05-25 Andrea Gabrio , Rachael Hunter , Alexina J. Mason , Gianluca Baio

Difficulties may arise when analyzing longitudinal data using mixed-effects models if there are nonparametric functions present in the linear predictor component. This study extends the use of semiparametric mixed-effects modeling in cases…

Methodology · Statistics 2024-02-05 Mozhgan Taavoni , Mohammad Arashi

The well-established methodology for the estimation of hidden semi-Markov models (HSMMs) as hidden Markov models (HMMs) with extended state spaces is further developed to incorporate covariate influences across all aspects of the state…

Methodology · Statistics 2024-05-24 Jan-Ole Koslik

We present a stochastic model of population dynamics exploiting cross-sectional data in trend analysis and forecasts for groups and cohorts of a population. While sharing the convenient features of classic Markov models, it alleviates the…

Applications · Statistics 2017-06-20 Agnieszka Werpachowska , Roman Werpachowski

Biological systems need to react to stimuli over a broad spectrum of timescales. If and how this ability can emerge without external fine-tuning is a puzzle. We consider here this problem in discrete Markovian systems, where we can leverage…

Disordered Systems and Neural Networks · Physics 2021-08-11 Faheem Mosam , Diego Vidaurre , Eric De Giuli

We introduce a new method to accurately and efficiently estimate the effective dynamics of collective variables in molecular simulations. Such reduced dynamics play an essential role in the study of a broad class of processes, ranging from…

Statistical Mechanics · Physics 2022-03-28 Hadrien Vroylandt , Ludovic Goudenège , Pierre Monmarché , Fabio Pietrucci , Benjamin Rotenberg

Mixed outcome endpoints that combine multiple continuous and discrete components to form co-primary, multiple primary or composite endpoints are often employed as primary outcome measures in clinical trials. There are many advantages to…

Methodology · Statistics 2019-12-12 Martina McMenamin , Jessica K. Barrett , Anna Berglind , James M. S. Wason

Mediation analysis is an important analytic tool commonly used in a broad range of scientific applications. In this article, we study the problem of mediation analysis when there are multivariate and conditionally dependent mediators, and…

Methodology · Statistics 2025-01-28 Lan Luo , Chengchun Shi , Jitao Wang , Zhenke Wu , Lexin Li

Random-effects meta-analyses are very commonly used in medical statistics. Recent methodological developments include multivariate (multiple outcomes) and network (multiple treatments) meta-analysis. Here we provide a new model and…

Methodology · Statistics 2017-08-16 Dan Jackson , Sylwia Bujkiewicz , Martin Law , Richard D Riley , Ian White

We propose an approach to estimate the effect of multiple simultaneous interventions in the presence of hidden confounders. To overcome the problem of hidden confounding, we consider the setting where we have access to not only the…

Methodology · Statistics 2020-06-17 Sorawit Saengkyongam , Ricardo Silva

In a real life process evolving over time, the relationship between its relevant variables may change. Therefore, it is advantageous to have different inference models for each state of the process. Asymmetric hidden Markov models fulfil…

Machine Learning · Computer Science 2023-05-16 Carlos Puerto-Santana , Pedro Larrañaga , Concha Bielza

We consider penalized estimation in hidden Markov models (HMMs) with multivariate Normal observations. In the moderate-to-large dimensional setting, estimation for HMMs remains challenging in practice, due to several concerns arising from…

Methodology · Statistics 2014-01-09 Nicolas Städler , Sach Mukherjee

Markov-switching models are a powerful tool for modelling time series data that are driven by underlying latent states. As such, they are widely used in behavioural ecology, where discrete states can serve as proxies for behavioural modes…

Methodology · Statistics 2025-08-26 Jan-Ole Koslik

Multi-modal data-sets are ubiquitous in modern applications, and multi-modal Variational Autoencoders are a popular family of models that aim to learn a joint representation of the different modalities. However, existing approaches suffer…

Machine Learning · Computer Science 2023-12-19 Mustapha Bounoua , Giulio Franzese , Pietro Michiardi

In a clinical trial of a treatment for alcoholism, a common response variable of interest is the number of alcoholic drinks consumed by each subject each day, or an ordinal version of this response, with levels corresponding to abstinence,…

Applications · Statistics 2010-10-08 Kenneth E. Shirley , Dylan S. Small , Kevin G. Lynch , Stephen A. Maisto , David W. Oslin

The Markov-modulated Poisson process is utilised for count modelling in a variety of areas such as queueing, reliability, network and insurance claims analysis. In this paper, we extend the Markov-modulated Poisson process framework through…

Risk Management · Quantitative Finance 2020-08-06 Benjamin Avanzi , Greg Taylor , Bernard Wong , Alan Xian

We propose a general framework for non-normal multivariate data analysis called multivariate covariance generalized linear models (McGLMs), designed to handle multivariate response variables, along with a wide range of temporal and spatial…

Methodology · Statistics 2017-04-25 Wagner Hugo Bonat , Bent Jørgensen

Evaluating the effects of time-varying exposures is essential for longitudinal studies. The effect estimation becomes increasingly challenging when dealing with hundreds of time-dependent confounders. We propose a Marginal Structure…

Methodology · Statistics 2025-10-21 Zhiwei Zhao , Chixiang Chen , Shuo Chen
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