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Motivated by challenges in the analysis of biomedical data and observational studies, we develop statistical boosting for the general class of bivariate distributional copula regression with arbitrary marginal distributions, which is suited…

Methodology · Statistics 2024-03-05 Guillermo Briseño Sanchez , Nadja Klein , Hannah Klinkhammer , Andreas Mayr

Capturing complex dependence structures between outcome variables (e.g., study endpoints) is of high relevance in contemporary biomedical data problems and medical research. Distributional copula regression provides a flexible tool to model…

Methodology · Statistics 2022-02-28 Nicolai Hans , Nadja Klein , Florian Faschingbauer , Michael Schneider , Andreas Mayr

Structured additive distributional copula regression allows to model the joint distribution of multivariate outcomes by relating all distribution parameters to covariates. Estimation via statistical boosting enables accounting for…

In various data situations joint models are an efficient tool to analyze relationships between time dependent covariates and event times or to correct for event-dependent dropout occurring in regression analysis. Joint modeling connects a…

Methodology · Statistics 2018-10-25 Colin Griesbach , Andreas Mayr , Elisabeth Waldmann

Statistical boosting algorithms have triggered a lot of research during the last decade. They combine a powerful machine-learning approach with classical statistical modelling, offering various practical advantages like automated variable…

We present a new procedure for enhanced variable selection for component-wise gradient boosting. Statistical boosting is a computational approach that emerged from machine learning, which allows to fit regression models in the presence of…

Boosting techniques from the field of statistical learning have grown to be a popular tool for estimating and selecting predictor effects in various regression models and can roughly be separated in two general approaches, namely gradient…

Methodology · Statistics 2019-12-16 Colin Griesbach , Andreas Groll , Elisabeth Waldmann

We present a boosting-based method to learn additive Structural Equation Models (SEMs) from observational data, with a focus on the theoretical aspects of determining the causal order among variables. We introduce a family of score…

Machine Learning · Statistics 2024-01-15 Maximilian Kertel , Nadja Klein

Boosting algorithms to simultaneously estimate and select predictor effects in statistical models have gained substantial interest during the last decade. This review article aims to highlight recent methodological developments regarding…

Methodology · Statistics 2014-11-19 Andreas Mayr , Harald Binder , Olaf Gefeller , Matthias Schmid

Gradient boosting from the field of statistical learning is widely known as a powerful framework for estimation and selection of predictor effects in various regression models by adapting concepts from classification theory. Current…

Methodology · Statistics 2020-11-03 Colin Griesbach , Benjamin Säfken , Elisabeth Waldmann

We present a new variable selection method based on model-based gradient boosting and randomly permuted variables. Model-based boosting is a tool to fit a statistical model while performing variable selection at the same time. A drawback of…

Machine Learning · Statistics 2017-02-16 Janek Thomas , Tobias Hepp , Andreas Mayr , Bernd Bischl

We propose a highly flexible distributional copula regression model for bivariate time-to-event data in the presence of right-censoring. The joint survival function of the response is constructed using parametric copulas, allowing for a…

Methodology · Statistics 2024-12-23 Guillermo Briseno-Sanchez , Nadja Klein , Andreas Groll , Andreas Mayr

High dimensional predictive regressions are useful in wide range of applications. However, the theory is mainly developed assuming that the model is stationary with time invariant parameters. This is at odds with the prevalent evidence for…

Econometrics · Economics 2019-10-09 Kashif Yousuf , Serena Ng

We present a unified probabilistic gradient boosting framework for regression tasks that models and predicts the entire conditional distribution of a univariate response variable as a function of covariates. Our likelihood-based approach…

Machine Learning · Statistics 2022-04-05 Alexander März , Thomas Kneib

Structured additive distributional regression models offer a versatile framework for estimating complete conditional distributions by relating all parameters of a parametric distribution to covariates. Although these models efficiently…

Methodology · Statistics 2023-11-14 Jana Kleinemeier , Nadja Klein

Many single-target regression problems require estimates of uncertainty along with the point predictions. Probabilistic regression algorithms are well-suited for these tasks. However, the options are much more limited when the prediction…

Machine Learning · Statistics 2021-06-08 Michael O'Malley , Adam M. Sykulski , Rick Lumpkin , Alejandro Schuler

Gradient boosting algorithms construct a regression predictor using a linear combination of ``base learners''. Boosting also offers an approach to obtaining robust non-parametric regression estimators that are scalable to applications with…

Methodology · Statistics 2020-08-11 Xiaomeng Ju , Matías Salibián-Barrera

Linear mixed models are widely used for clustered data, but their reliance on parametric forms limits flexibility in complex and high-dimensional settings. In contrast, gradient boosting methods achieve high predictive accuracy through…

Machine Learning · Statistics 2025-11-04 Mitchell L. Prevett , Francis K. C. Hui , Zhi Yang Tho , A. H. Welsh , Anton H. Westveld

Regression models describing the joint distribution of multivariate response variables conditional on covariate information have become an important aspect of contemporary regression analysis. However, a limitation of such models is that…

Methodology · Statistics 2023-06-27 Nadja Klein , Torsten Hothorn , Luisa Barbanti , Thomas Kneib

Background: Heritability is a central measure in genetics quantifying how much of the variability observed in a trait is attributable to genetic differences. Existing methods for estimating heritability are most often based on random-effect…

Applications · Statistics 2022-08-26 The Tien Mai , Paul Turner , Jukka Corander
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