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A procedure for asymptotic bias reduction of maximum likelihood estimates of generic estimands is developed. The estimator is realized as a plug-in estimator, where the parameter maximizes the penalized likelihood with a penalty function…

Statistics Theory · Mathematics 2024-03-26 Masayo Y. Hirose , Shuhei Mano

This paper presents a significant advancement in the estimation of the Composite Link Model within a penalized likelihood framework, specifically designed to address indirect observations of grouped count data. While the model is effective…

Methodology · Statistics 2025-12-16 Carlo G. Camarda , María Durbán

We introduce GAMSEL (Generalized Additive Model Selection), a penalized likelihood approach for fitting sparse generalized additive models in high dimension. Our method interpolates between null, linear and additive models by allowing the…

Machine Learning · Statistics 2015-06-18 Alexandra Chouldechova , Trevor Hastie

In studies of recurrent events, joint modeling approaches are often needed to allow for potential dependent censoring by a terminal event such as death. Joint frailty models for recurrent events and death with an additional dependence…

Methodology · Statistics 2023-04-25 Marie Böhnstedt , Jutta Gampe , Monique A. A. Caljouw , Hein Putter

Developing a general-purpose wearable real-time fall-detection system is still a challenging task, especially for healthy and strong subjects, such as industrial workers that work in harsh environments. In this work, we present a hybrid…

Signal Processing · Electrical Eng. & Systems 2025-06-02 Nicholas Cartocci , Antonios E. Gkikakis , Darwin G. Caldwell , Jesús Ortiz

The identification of patient subgroups with comparable event-risk dynamics plays a key role in supporting informed decision-making in clinical research. In such settings, it is important to account for the inherent dependence that arises…

Computation · Statistics 2026-01-13 Alessandra Ragni , Lara Cavinato , Francesca Ieva

Matrix-variate Gaussian graphical models (GGM) have been widely used for modeling matrix-variate data. Since the support of sparse precision matrix represents the conditional independence graph among matrix entries, conducting support…

Methodology · Statistics 2017-09-01 Xi Chen , Weidong Liu

We present a novel probabilistic finite element method (FEM) for the solution and uncertainty quantification of elliptic partial differential equations based on random meshes, which we call random mesh FEM (RM-FEM). Our methodology allows…

Numerical Analysis · Mathematics 2021-06-17 Assyr Abdulle , Giacomo Garegnani

Variable selection is fundamental to high-dimensional statistical modeling. Many variable selection techniques may be implemented by maximum penalized likelihood using various penalty functions. Optimizing the penalized likelihood function…

Statistics Theory · Mathematics 2007-06-13 David R. Hunter , Runze Li

This paper considers the problem of forecasting mortality rates. A large number of models have already been proposed for this task, but they generally have the disadvantage of either estimating the model in a two-step process, possibly…

Applications · Statistics 2023-05-26 Patrik Andersson , Mathias Lindholm

In this paper we propose a new approach for sequential monitoring of a parameter of a $d$-dimensional time series, which can be estimated by approximately linear functionals of the empirical distribution function. We consider a…

Statistics Theory · Mathematics 2018-11-26 Holger Dette , Josua Gösmann

Various stochastic models have been proposed to estimate mortality rates. In this paper we illustrate how machine learning techniques allow us to analyze the quality of such mortality models. In addition, we present how these techniques can…

Applications · Statistics 2017-05-10 Philippe Deprez , Pavel V. Shevchenko , Mario V. Wüthrich

Latent class analysis (LCA) is a useful tool to investigate the heterogeneity of a disease population with time-to-event data. We propose a new method based on non-parametric maximum likelihood estimator (NPMLE), which facilitates…

Methodology · Statistics 2022-02-03 Teng Fei , John Hanfelt , Limin Peng

In this work we present a simple estimation procedure for a general frailty model for analysis of prospective correlated failure times. Earlier work showed this method to perform well in a simulation study. Here we provide rigorous…

Statistics Theory · Mathematics 2007-06-13 David M. Zucker , Malka Gorfine , Li Hsu

We introduce estimation and test procedures through divergence optimization for discrete or continuous parametric models. This approach is based on a new dual representation for divergences. We treat point estimation and tests for simple…

Statistics Theory · Mathematics 2008-12-02 Michel Broniatowski , Amor Keziou

The primary goal of this paper is to introduce a novel frailty model based on the weighted Lindley (WL) distribution for modeling clustered survival data. We study the statistical properties of the proposed model. In particular, the amount…

Methodology · Statistics 2022-06-28 Diego I. Gallardo , Marcelo Bourguignon

Deconvolution is the important problem of estimating the distribution of a quantity of interest from a sample with additive measurement error. Nearly all methods in the literature are based on Fourier transformation because it is…

Methodology · Statistics 2026-03-03 Yun Cai , Hong Gu , Toby Kenney

Relative error estimation has been recently used in regression analysis. A crucial issue of the existing relative error estimation procedures is that they are sensitive to outliers. To address this issue, we employ the $\gamma$-likelihood…

Methodology · Statistics 2018-10-17 Kei Hirose , Hiroki Masuda

Estimation in generalized linear models (GLM) is complicated by the presence of constraints. One can handle constraints by maximizing a penalized log-likelihood. Penalties such as the lasso are effective in high dimensions, but often lead…

Machine Learning · Statistics 2017-11-07 Jason Xu , Eric C. Chi , Kenneth Lange

This work studies the statistical properties of the maximum penalized likelihood approach in a semi-parametric framework. We recall the penalized likelihood approach for estimating a function and review some asymptotic results. We…

Statistics Theory · Mathematics 2014-01-31 Daniel Commenges , Jérémie Bureau , Hein Putter