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Modeling nonstationary processes is of paramount importance to many scientific disciplines including environmental science, ecology, and finance, among others. Consequently, flexible methodology that provides accurate estimation across a…

Methodology · Statistics 2014-08-13 Wen-Hsi Yang , Scott H. Holan , Christopher K. Wikle

We investigate methods for parameter learning from incomplete data that is not missing at random. Likelihood-based methods then require the optimization of a profile likelihood that takes all possible missingness mechanisms into account.…

Methodology · Statistics 2012-07-02 Manfred Jaeger

Heterogeneous data from multiple populations, sub-groups, or sources is often represented as a ``mixture model'' with a single latent class influencing all of the observed covariates. Heterogeneity can be resolved at multiple levels by…

Machine Learning · Computer Science 2024-12-16 Bijan Mazaheri , Chandler Squires , Caroline Uhler

Linear quantile regression models aim at providing a detailed and robust picture of the (conditional) response distribution as function of a set of observed covariates. Longitudinal data represent an interesting field of application of such…

Methodology · Statistics 2015-07-30 Maria Francesca Marino , Nikos Tzavidis , Marco Alfo'

Human mortality data sets can be expressed as multiway data arrays, the dimensions of which correspond to categories by which mortality rates are reported, such as age, sex, country and year. Regression models for such data typically assume…

Methodology · Statistics 2014-04-15 Bailey K. Fosdick , Peter D. Hoff

The transmission dynamics of an epidemic are rarely homogeneous. Super-spreading events and super-spreading individuals are two types of heterogeneous transmissibility. Inference of super-spreading is commonly carried out on secondary case…

Quantitative Methods · Quantitative Biology 2025-01-23 Hannah Craddock , Simon EF Spencer , Xavier Didelot

A key challenge in building effective regression models for large and diverse populations is accounting for patient heterogeneity. An example of such heterogeneity is in health system risk modeling efforts where different combinations of…

Methodology · Statistics 2022-12-26 Jared D. Huling , Menggang Yu

Identifiability is a desirable property of a statistical model: it implies that the true model parameters may be estimated to any desired precision, given sufficient computational resources and data. We study identifiability in the context…

Machine Learning · Statistics 2020-07-09 Geoffrey Roeder , Luke Metz , Diederik P. Kingma

Complex statistical machine learning models are increasingly being used or considered for use in high-stakes decision-making pipelines in domains such as financial services, health care, criminal justice and human services. These models are…

Applications · Statistics 2017-07-04 Alexandra Chouldechova , Max G'Sell

Linear mixed-effects models are widely used in analyzing repeated measures data, including clustered and longitudinal data, where inferences of both fixed effects and variance components are of importance. Unlike the fixed effect inference…

Methodology · Statistics 2022-08-31 J. Zhang , W. Guo , J. S. Carpenter , Andrew Leroux , K. R. Merikangas , N. G. Martin , I. B. Hickie , H. Shou , H. Li

We propose a scalable, approximate inference hypernetwork framework for a general model of history-dependent processes. The flexible data model is based on a neural ordinary differential equation (NODE) representing the evolution of…

Parameter inference is essential when interpreting observational data using mathematical models. Standard inference methods for differential equation models typically rely on obtaining repeated numerical solutions of the differential…

Methodology · Statistics 2024-12-16 Alexander Johnston , Ruth E. Baker , Matthew J. Simpson

Likelihood-free methods are useful for parameter estimation of complex models with intractable likelihood functions for which it is easy to simulate data. Such models are prevalent in many disciplines including genetics, biology, ecology…

Methodology · Statistics 2022-03-29 Christopher Drovandi , David T Frazier

The scope of this research is the identification of unknown piecewise constant parameters of linear regression equation under the finite excitation condition. Compared to the known methods, to make the computational burden lower, only one…

Systems and Control · Electrical Eng. & Systems 2022-08-05 Anton Glushchenko , Konstantin Lastochkin

For many stochastic models of interest in systems biology, such as those describing biochemical reaction networks, exact quantification of parameter uncertainty through statistical inference is intractable. Likelihood-free computational…

Molecular Networks · Quantitative Biology 2021-05-10 David J. Warne , Ruth E. Baker , Matthew J. Simpson

The amount of high-dimensional large-scale RNA sequencing data derived from multiple heterogeneous sources has increased exponentially in biological science. During data collection, significant technical noise or errors may occur. To…

Applications · Statistics 2025-06-24 Xiaolu Jiang , Wei Liu

We consider statistical inference in factor analysis for ergodic and non-ergodic diffusion processes from discrete observations. Factor model based on high frequency time series data has been mainly discussed in the field of high…

Statistics Theory · Mathematics 2022-02-04 Shogo Kusano , Masayuki Uchida

Complex dynamic systems can be investigated by fitting mechanistic stochastic dynamic models to time series data. In this context, commonly used Monte Carlo inference procedures for model selection and parameter estimation quickly become…

Methodology · Statistics 2025-11-24 Jesse Wheeler , Aaron J. Abkemeier , Edward L. Ionides

Mixture models are a fundamental tool in applied statistics and machine learning for treating data taken from multiple subpopulations. The current practice for estimating the parameters of such models relies on local search heuristics…

Machine Learning · Computer Science 2012-09-07 Animashree Anandkumar , Daniel Hsu , Sham M. Kakade

In Cowell et al. (2007), a Bayesian network for analysis of mixed traces of DNA was presented using gamma distributions for modelling peak sizes in the electropherogram. It was demonstrated that the analysis was sensitive to the choice of a…

Methodology · Statistics 2013-06-21 Therese Graversen , Steffen Lauritzen