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Mixtures of linear mixed models are widely used for modelling longitudinal data for which observation times differ between subjects. In typical applications, temporal trends are described using a basis expansion, with basis coefficients…

Methodology · Statistics 2025-11-25 Lucas Kock , Nadja Klein , David J. Nott

The emergence of large-scale Mixture of Experts (MoE) models represents a significant advancement in artificial intelligence, offering enhanced model capacity and computational efficiency through conditional computation. However, deploying…

Machine Learning · Computer Science 2025-01-23 Jiacheng Liu , Peng Tang , Wenfeng Wang , Yuhang Ren , Xiaofeng Hou , Pheng-Ann Heng , Minyi Guo , Chao Li

We show how models for prediction with expert advice can be defined concisely and clearly using hidden Markov models (HMMs); standard HMM algorithms can then be used to efficiently calculate, among other things, how the expert predictions…

Machine Learning · Computer Science 2008-02-15 Wouter Koolen , Steven de Rooij

Traditional models grounded in first principles often struggle with accuracy as the system's complexity increases. Conversely, machine learning approaches, while powerful, face challenges in interpretability and in handling physical…

Machine Learning · Computer Science 2024-01-31 Jessica Leoni , Valentina Breschi , Simone Formentin , Mara Tanelli

Many machine learning problems can be framed in the context of estimating functions, and often these are time-dependent functions that are estimated in real-time as observations arrive. Gaussian processes (GPs) are an attractive choice for…

Machine Learning · Statistics 2023-05-09 Michael Minyi Zhang , Bianca Dumitrascu , Sinead A. Williamson , Barbara E. Engelhardt

Several phenomena are available representing market activity: volumes, number of trades, durations between trades or quotes, volatility - however measured - all share the feature to be represented as positive valued time series. When…

Statistical Finance · Quantitative Finance 2021-07-14 Fabrizio Cipollini , Giampiero M. Gallo

To conduct Bayesian inference with large data sets, it is often convenient or necessary to distribute the data across multiple machines. We consider a likelihood function expressed as a product of terms, each associated with a subset of the…

Computation · Statistics 2020-04-09 Lewis J. Rendell , Adam M. Johansen , Anthony Lee , Nick Whiteley

In the following article we provide an exposition of exact computational methods to perform parameter inference from partially observed network models. In particular, we consider the duplication attachment (DA) model which has a likelihood…

Computation · Statistics 2013-06-20 Junshan Wang , Ajay Jasra , Maria De Iorio

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.…

Methodology · Statistics 2013-01-17 Tao Huang , Heng Peng , Kun Zhang

Mixture modeling is a general technique for making any simple model more expressive through weighted combination. This generality and simplicity in part explains the success of the Expectation Maximization (EM) algorithm, in which updates…

Machine Learning · Statistics 2016-03-29 Sida I. Wang , Arun Tejasvi Chaganty , Percy Liang

This paper presents a high-level description of the R software package mixdistreg to fit mixture of experts distributional regression models. The proposed framework is implemented in R using the deepregression software template, which is…

Computation · Statistics 2023-02-07 David Rügamer

The potential effects of conservation actions on threatened species can be predicted using ensemble ecosystem models by forecasting populations with and without intervention. These model ensembles commonly assume stable coexistence of…

Populations and Evolution · Quantitative Biology 2024-03-22 Sarah A. Vollert , Christopher Drovandi , Matthew P. Adams

While machine learning has emerged in recent years as a useful tool for rapid prediction of materials properties, generating sufficient data to reliably train models without overfitting is still impractical for many applications. Towards…

Materials Science · Physics 2022-07-29 Rees Chang , Yu-Xiong Wang , Elif Ertekin

Researchers are usually interested in examining the impact of covariates when separating heterogeneous samples into latent classes that are more homogeneous. The majority of theoretical and empirical studies with such aims have focused on…

Methodology · Statistics 2022-05-10 Jin Liu , Robert A. Perera

Multivariate normal mixtures provide a flexible model for high-dimensional data. They are widely used in statistical genetics, statistical finance, and other disciplines. Due to the unboundedness of the likelihood function, classical…

Statistics Theory · Mathematics 2008-05-27 Jiahua Chen , Xianming Tan

We design a sequential Monte Carlo scheme for the dual purpose of Bayesian inference and model selection. We consider the application context of urban mobility, where several modalities of transport and different measurement devices can be…

Computation · Statistics 2016-11-29 Luca Martino , Jesse Read , Victor Elvira , Francisco Louzada

Dynamic factor models are often estimated by point-estimation methods, disregarding parameter uncertainty. We propose a method accounting for parameter uncertainty by means of posterior approximation, using variational inference. Our…

Methodology · Statistics 2022-10-14 Erik Spånberg

Linear mixed effects models are widely used in statistical modelling. We consider a mixed effects model with Bayesian variable selection in the random effects using spike-and-slab priors and developed a variational Bayes inference scheme…

Methodology · Statistics 2024-08-15 M-Z. Spyropoulou , J. Hopker , J. E. Griffin

We propose a practical and scalable Gaussian process model for large-scale nonlinear probabilistic regression. Our mixture-of-experts model is conceptually simple and hierarchically recombines computations for an overall approximation of a…

Machine Learning · Statistics 2014-12-10 Jun Wei Ng , Marc Peter Deisenroth

Mixture-of-Experts (MoE) models have shown remarkable capability in instruction tuning, especially when the number of tasks scales. However, previous methods simply merge all training tasks (e.g. creative writing, coding, and mathematics)…

Computation and Language · Computer Science 2024-06-18 Tong Zhu , Daize Dong , Xiaoye Qu , Jiacheng Ruan , Wenliang Chen , Yu Cheng