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This paper addresses the task of modeling severity losses using segmentation when the data distribution does not fall into the usual regression frameworks. This situation is not uncommon in lines of business such as third-party liability…

Applications · Statistics 2021-11-29 Martin Bladt

A mixture of experts models the conditional density of a response variable using a mixture of regression models with covariate-dependent mixture weights. We extend the finite mixture of experts model by allowing the parameters in both the…

Computation · Statistics 2022-10-14 Parfait Munezero , Mattias Villani , Robert Kohn

Mixtures of experts models provide a framework in which covariates may be included in mixture models. This is achieved by modelling the parameters of the mixture model as functions of the concomitant covariates. Given their mixture model…

Methodology · Statistics 2018-06-22 Isobel Claire Gormley , Sylvia Frühwirth-Schnatter

In this paper we introduce a bivariate distribution on $\mathbb{R}_{+} \times \mathbb{N}$ arising from a single underlying Markov jump process. The marginal distributions are phase-type and discrete phase-type distributed, respectively,…

Methodology · Statistics 2022-07-05 Martin Bladt , Clara Brimnes Gardner

Mixture models provide a flexible representation of heterogeneity in a finite number of latent classes. From the Bayesian point of view, Markov Chain Monte Carlo methods provide a way to draw inferences from these models. In particular,…

Methodology · Statistics 2020-05-06 Carolina Valani Cavalcante , Kelly Cristina Mota Gonçalves

In the mixture of experts model, a common assumption is the linearity between a response variable and covariates. While this assumption has theoretical and computational benefits, it may lead to suboptimal estimates by overlooking potential…

Methodology · Statistics 2025-04-17 Yeongsan Hwang , Byungtae Seo , Sangkon Oh

Mixture of Experts (MoE) is a popular framework for modeling heterogeneity in data for regression, classification, and clustering. For regression and cluster analyses of continuous data, MoE usually use normal experts following the Gaussian…

Methodology · Statistics 2017-01-26 Faicel Chamroukhi

Linear mixed-effects model (LMM) is a cornerstone of longitudinal data analysis, but is limited to adeptly make heterogeneous analyses predictable under both group-specific fixed effects and subject-specific random effects. To address this…

Methodology · Statistics 2026-03-10 Xinkai Yue , Xiaodong Yan , Haohui Han , Liya Fu

The aim of this paper is to present a mixture composite regression model for claim severity modelling. Claim severity modelling poses several challenges such as multimodality, heavy-tailedness and systematic effects in data. We tackle this…

Methodology · Statistics 2021-08-02 Tsz Chai Fung , George Tzougas , Mario Wuthrich

Complex biological processes are usually experimented along time among a collection of individuals. Longitudinal data are then available and the statistical challenge is to better understand the underlying biological mechanisms. The…

Statistics Theory · Mathematics 2015-06-11 Pierre Barbillon , Célia Barthélémy , Adeline Samson

Mixture-of-experts (MoE) model incorporates the power of multiple submodels via gating functions to achieve greater performance in numerous regression and classification applications. From a theoretical perspective, while there have been…

Machine Learning · Statistics 2024-06-25 Huy Nguyen , Pedram Akbarian , TrungTin Nguyen , Nhat Ho

Cure rate models address survival data in which a proportion of individuals will never experience the event of interest. Existing parametric approaches are predominantly based on finite mixtures, which impose restrictive assumptions on both…

Methodology · Statistics 2026-01-28 Martin Bladt , Jorge Yslas

Mixture-of-Experts (MoE) is a flexible framework that combines multiple specialized submodels (``experts''), by assigning covariate-dependent weights (``gating functions'') to each expert, and have been commonly used for analyzing…

Methodology · Statistics 2026-01-06 Qicheng Zhao , Celia M. T. Greenwood , Qihuang Zhang

In general insurance, risks from different categories are often modeled independently and their sum is regarded as the total risk the insurer takes on in exchange for a premium. The dependence from multiple risks is generally neglected even…

Applications · Statistics 2019-04-10 Sen Hu , T Brendan Murphy , Adrian O'Hagan

Multilevel data are prevalent in many real-world applications. However, it remains an open research problem to identify and justify a class of models that flexibly capture a wide range of multilevel data. Motivated by the versatility of the…

Statistics Theory · Mathematics 2022-10-03 Tsz Chai Fung , Spark C. Tseung

Mixture-of-experts models provide a flexible framework for learning complex probabilistic input-output relationships by combining multiple expert models through an input-dependent gating mechanism. These models have become increasingly…

Machine Learning · Statistics 2026-04-23 Nicola Bariletto , Huy Nguyen , Nhat Ho , Alessandro Rinaldo

Mixtures-of-Experts (MoE) are conditional mixture models that have shown their performance in modeling heterogeneity in data in many statistical learning approaches for prediction, including regression and classification, as well as for…

Methodology · Statistics 2019-07-17 Bao Tuyen Huynh , Faicel Chamroukhi

We present a new nonparametric mixture-of-experts model for multivariate regression problems, inspired by the probabilistic k-nearest neighbors algorithm. Using a conditionally specified model, predictions for out-of-sample inputs are based…

Machine Learning · Statistics 2022-08-05 Tianfang Zhang , Rasmus Bokrantz , Jimmy Olsson

Mixture of Experts (MoE) is a popular framework in the fields of statistics and machine learning for modeling heterogeneity in data for regression, classification and clustering. MoE for continuous data are usually based on the normal…

Methodology · Statistics 2016-12-22 Faicel Chamroukhi

We propose a simple yet effective approach to enhance the performance of feed-forward 3D reconstruction models. Existing methods often struggle near depth discontinuities, where standard regression losses encourage spatial averaging and…

Computer Vision and Pattern Recognition · Computer Science 2026-01-27 Zichen Wang , Ang Cao , Liam J. Wang , Jeong Joon Park
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