Related papers: A Relaxation Approach to Feature Selection for Lin…
Augmenting a smooth cost function with an $\ell_1$ penalty allows analysts to efficiently conduct estimation and variable selection simultaneously in sophisticated models and can be efficiently implemented using proximal gradient methods.…
The integration of reinforcement learning (RL) into large language models (LLMs) has opened new opportunities for recommender systems by eliciting reasoning and improving user preference modeling. However, RL-based LLM recommendation faces…
Evaluating LLMs and text-to-image models is a computationally intensive task often overlooked. Efficient evaluation is crucial for understanding the diverse capabilities of these models and enabling comparisons across a growing number of…
An important goal of environmental epidemiology is to quantify the complex health risks posed by a wide array of environmental exposures. In analyses focusing on a smaller number of exposures within a mixture, flexible models like Bayesian…
The effects of several nonlinear regularization techniques are discussed in the framework of 3D seismic tomography. Traditional, linear, $\ell_2$ penalties are compared to so-called sparsity promoting $\ell_1$ and $\ell_0$ penalties, and a…
The $\ell_1$-penalized method, or the Lasso, has emerged as an important tool for the analysis of large data sets. Many important results have been obtained for the Lasso in linear regression which have led to a deeper understanding of…
In this paper, we study the effect of different regularizers and their implications in high dimensional image classification and sparse linear unmixing. Although kernelization or sparse methods are globally accepted solutions for processing…
For various applications, the relations between the dependent and independent variables are highly nonlinear. Consequently, for large scale complex problems, neural networks and regression trees are commonly preferred over linear models…
Linear mixed models (LMMs) are a popular class of methods for analyzing longitudinal and clustered data. However, such models can be sensitive to outliers, and this can lead to biased inference on model parameters and inaccurate prediction…
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…
This paper investigates nonlinear panel regression models with interactive fixed effects and introduces a general framework for parameter estimation under potentially non-convex objective functions. We propose a computationally feasible…
Recent advances in causal inference have seen the development of methods which make use of the predictive power of machine learning algorithms. In this paper, we develop novel double machine learning (DML) procedures for panel data in which…
We present an estimation procedure for nonlinear mixed-effects models in which the population trajectory is represented by penalized splines and adapted to individuals via subject-specific transformation parameters. By exploiting the mixed…
In this paper, we consider the partially linear single-index models with longitudinal data. To deal with the variable selection problem in this context, we propose a penalized procedure combined with two bias correction methods, resulting…
Model selection and sparse recovery are two important problems for which many regularization methods have been proposed. We study the properties of regularization methods in both problems under the unified framework of regularized least…
It has been previously observed that training Variational Recurrent Autoencoders (VRAE) for text generation suffers from serious uninformative latent variables problem. The model would collapse into a plain language model that totally…
We address regularised versions of the Expectation-Maximisation (EM) algorithm for Generalised Linear Mixed Models (GLMM) in the context of panel data (measured on several individuals at different time points). A random response y is…
Reinforcement learning (RL) can be used to learn treatment policies and aid decision making in healthcare. However, given the need for generalization over complex state/action spaces, the incorporation of function approximators (e.g., deep…
We study the application of the grouped fixed effects approach to binary choice models for panel data in presence of severe complete separation. Through data loss, complete separation may lead to biased estimates of Average Partial Effects…
We introduce a flexible, scalable Bayesian inference framework for nonlinear dynamical systems characterised by distinct and hierarchical variability at the individual, group, and population levels. Our model class is a generalisation of…