Related papers: hermiter: R package for Sequential Nonparametric E…
In this paper, we consider nonparametric multidimensional finite mixture models and we are interested in the semiparametric estimation of the population weights. Here, the i.i.d. observations are assumed to have at least three components…
Measurement error and missing data in variables used in statistical models are common, and can at worst lead to serious biases in analyses if they are ignored. Yet, these problems are often not dealt with adequately, presumably in part…
We describe the \proglang{R} package \pkg{glmmrBase} and an extension \pkg{glmmrOptim}. \pkg{glmmrBase} provides a flexible approach to specifying, fitting, and analysing generalised linear mixed models. We use an object-orientated class…
CensSpatial is an R package for analyzing spatial censored data through linear models. It offers a set of tools for simulating, estimating, making predictions, and performing local influence diagnostics for outlier detection. The package…
Due to their flexibility and superior performance, machine learning models frequently complement and outperform traditional statistical survival models. However, their widespread adoption is hindered by a lack of user-friendly tools to…
Motivated by normalizing DNA microarray data and by predicting the interest rates, we explore nonparametric estimation of additive models with highly correlated covariates. We introduce two novel approaches for estimating the additive…
Meta-regression models are commonly used to synthesize and compare effect sizes. Unfortunately, traditional meta-regression methods are ill-equipped to handle the complex and often unknown correlations among non-independent effect sizes.…
A class of multivariate spectral representations for real-valued nonstationary random variables is introduced, which is characterised by a general complex Gaussian distribution. In this way, the temporal signal properties -- harmonicity,…
Latent variable models have been widely applied in different fields of research in which the constructs of interest are not directly observable, so that one or more latent variables are required to reduce the complexity of the data. In…
This article introduces the pammtools package, which facilitates data transformation, estimation and interpretation of Piece-wise exponential Additive Mixed Models. A special focus is on time-varying effects and cumulative effects of…
Among the variety of statistical intervals, highest-density regions (HDRs) stand out for their ability to effectively summarize a distribution or sample, unveiling its distinctive and salient features. An HDR represents the minimum size set…
Multimodal regression estimation methods are introduced for regression models involving circular response and/or covariate. The regression estimators are based on the maximization of the conditional densities of the response variable over…
We introduce PyChEst, a Python package which provides tools for the simultaneous estimation of multiple changepoints in the distribution of piece-wise stationary time series. The nonparametric algorithms implemented are provably consistent…
This paper introduces and describes the R package ts.extend, which adds probability functions for stationary Gaussian ARMA models and some related utility functions for time-series. We show how to use the package to compute the density and…
In frequentist inference, minimizing the Hellinger distance between a kernel density estimate and a parametric family produces estimators that are both robust to outliers and statistically efficienty when the parametric model is correct.…
Kernel mean embedding is a useful tool to represent and compare probability measures. Despite its usefulness, kernel mean embedding considers infinite-dimensional features, which are challenging to handle in the context of differentially…
We introduce the BMRMM package implementing Bayesian inference for a class of Markov renewal mixed models which can characterize the stochastic dynamics of a collection of sequences, each comprising alternative instances of categorical…
Ridge regression (RR) is an important machine learning technique which introduces a regularization hyperparameter $\alpha$ to ordinary multiple linear regression for analyzing data suffering from multicollinearity. In this paper, we present…
In spite of the interest in and appeal of convolution-based approaches for nonstationary spatial modeling, off-the-shelf software for model fitting does not as of yet exist. Convolution-based models are highly flexible yet notoriously…
Disaggregation modelling, or downscaling, has become an important discipline in epidemiology. Surveillance data, aggregated over large regions, is becoming more common, leading to an increasing demand for modelling frameworks that can deal…