Related papers: Factor tree copula models for item response data
Since survival data occur over time, often important covariates that we wish to consider also change over time. Such covariates are referred as time-dependent covariates. Quantile regression offers flexible modeling of survival data by…
This paper presents a new approach for trees-based regression, such as simple regression tree, random forest and gradient boosting, in settings involving correlated data. We show the problems that arise when implementing standard…
Many scientific questions in biomedical, environmental, and psychological research involve understanding the effects of multiple factors on outcomes. While factorial experiments are ideal for this purpose, randomized controlled treatment…
This paper develops the inferential theory for latent factor models estimated from large dimensional panel data with missing observations. We propose an easy-to-use all-purpose estimator for a latent factor model by applying principal…
Modeling high-dimensional dependencies while keeping likelihoods tractable remains challenging. Classical vine-copula pipelines are interpretable but can be expensive, while many neural estimators are flexible but less structured. In this…
Regression methods for interval-valued data have been increasingly studied in recent years. As most of the existing works focus on linear models, it is important to note that many problems in practice are nonlinear in nature and therefore…
A time-varying bivariate copula joint model, which models the repeatedly measured longitudinal outcome at each time point and the survival data jointly by both the random effects and time-varying bivariate copulas, is proposed in this…
We consider modeling, inference, and computation for analyzing multivariate binary data. We propose a new model that consists of a low dimensional latent variable component and a sparse graphical component. Our study is motivated by…
A multivariate quantile regression model with a factor structure is proposed to study data with many responses of interest. The factor structure is allowed to vary with the quantile levels, which makes our framework more flexible than the…
Factor analysis is a widely used statistical tool in many scientific disciplines, such as psychology, economics, and sociology. As observations linked by networks become increasingly common, incorporating network structures into factor…
In this paper, we propose a regular vine copula based methodology for the fusion of correlated decisions. Regular vine copula is an extremely flexible and powerful graphical model to characterize complex dependence among multiple…
We study causal effect estimation in a setting where the data are not i.i.d. (independent and identically distributed). We focus on exchangeable data satisfying an assumption of independent causal mechanisms. Traditional causal effect…
Cylindrical data frequently arise across various scientific disciplines, including meteorology (e.g., wind direction and speed), oceanography (e.g., marine current direction and speed or wave heights), ecology (e.g., telemetry), and…
The majority of model-based clustering techniques is based on multivariate Normal models and their variants. In this paper copulas are used for the construction of flexible families of models for clustering applications. The use of copulas…
This paper investigates the integration of gradient boosted decision trees and varying coefficient models. We introduce the tree boosted varying coefficient framework which justifies the implementation of decision tree boosting as the…
Regression models, in which the observed features $X \in \R^p$ and the response $Y \in \R$ depend, jointly, on a lower dimensional, unobserved, latent vector $Z \in \R^K$, with $K< p$, are popular in a large array of applications, and…
Factorial designs are widely used due to their ability to accommodate multiple factors simultaneously. The factor-based regression with main effects and some interactions is the dominant strategy for downstream data analysis, delivering…
Screening methods are useful tools for variable selection in regression analysis when the number of predictors is much larger than the sample size. Factor analysis is used to eliminate multicollinearity among predictors, which improves the…
Factor analysis is a flexible technique for assessment of multivariate dependence and codependence. Besides being an exploratory tool used to reduce the dimensionality of multivariate data, it allows estimation of common factors that often…
We consider the problem of learning the causal MAG of a system from observational data in the presence of latent variables and selection bias. Constraint-based methods are one of the main approaches for solving this problem, but the…