Related papers: Canonical fundamental skew-t linear mixed models
In longitudinal studies, time-varying covariates are often endogenous, meaning their values depend on both their own history and that of the outcome variable. This violates key assumptions of Generalized Linear Mixed Effects Models (GLMMs),…
Imaging genetics aims to uncover the hidden relationship between imaging quantitative traits (QTs) and genetic markers (e.g. single nucleotide polymorphism (SNP)), and brings valuable insights into the pathogenesis of complex diseases, such…
Large Multimodal Models (LMMs) have demonstrated impressive performance across numerous academic benchmarks. However, fine-tuning still remains essential to achieve satisfactory performance on downstream tasks, while the task-specific…
Continuous-time state-space models (SSMs) are flexible tools for analysing irregularly sampled sequential observations that are driven by an underlying state process. Corresponding applications typically involve restrictive assumptions…
In many modern applications, a carefully designed primary study provides individual-level data for interpretable modeling, while summary-level external information is available through black-box, efficient, and nonparametric…
Cluster-weighted models (CWMs) extend finite mixtures of regressions (FMRs) in order to allow the distribution of covariates to contribute to the clustering process. In a matrix-variate framework, the matrix-variate normal CWM has been…
This study presents a semi-nonparametric Latent Class Choice Model (LCCM) with a flexible class membership component. The proposed model formulates the latent classes using mixture models as an alternative approach to the traditional random…
Hybrid methods have been shown to outperform pure statistical and pure deep learning methods at both forecasting tasks, and at quantifying the uncertainty associated with those forecasts (prediction intervals). One example is Multivariate…
Heckman selection model is the most popular econometric model in analysis of data with sample selection. However, selection models with Normal errors cannot accommodate heavy tails in the error distribution. Recently, Marchenko and Genton…
The paper exposes a non-parametric approach to latent and co-latent modeling of bivariate data, based upon alternating minimization of the Kullback-Leibler divergence (EM algorithm) for complete log-linear models. For categorical data, the…
The canonical form of scale mixtures of multivariate skew-normal distribution is defined, emphasizing its role in summarizing some key properties of this class of distributions. It is also shown that the canonical form corresponds to an…
Heckman selection model is perhaps the most popular econometric model in the analysis of data with sample selection. The analyses of this model are based on the normality assumption for the error terms, however, in some applications, the…
Cluster-weighted modeling (CWM) is a mixture approach for modeling the joint probability of a response variable and a set of explanatory variables. The parameters are estimated by means of the expectation-maximization algorithm according to…
Inference for spatial generalized linear mixed models (SGLMMs) for high-dimensional non-Gaussian spatial data is computationally intensive. The computational challenge is due to the high-dimensional random effects and because Markov chain…
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…
Large language models (LLMs) exhibit probabilistic output characteristics, yet conventional evaluation frameworks rely on deterministic scalar metrics. This study introduces a Bayesian approach for LLM capability assessment that integrates…
Large language models (LLMs) have shown potential in identifying qualitative causal relations, but their ability to perform quantitative causal reasoning -- estimating effect sizes that parametrize functional relationships -- remains…
Sparse regularized regression methods are now widely used in genome-wide association studies (GWAS) to address the multiple testing burden that limits discovery of potentially important predictors. Linear mixed models (LMMs) have become an…
Categorical data are often observed as counts resulting from a fixed number of trials in which each trial consists of making one selection from a prespecified set of categories. The multinomial distribution serves as a standard model for…
We show how the expectation-maximization (EM) algorithm can be applied exactly for the fitting of mixtures of general multivariate skew t (MST) distributions, eliminating the need for computationally expensive Monte Carlo estimation. Finite…