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The linear regression model is widely used in the biomedical and social sciences as well as in policy and business research to adjust for covariates and estimate the average effects of treatments. Behind every causal inference endeavor…

Methodology · Statistics 2024-04-23 Ambarish Chattopadhyay , Noah Greifer , Jose R. Zubizarreta

We present the R-package mgm for the estimation of k-order Mixed Graphical Models (MGMs) and mixed Vector Autoregressive (mVAR) models in high-dimensional data. These are a useful extensions of graphical models for only one variable type,…

Applications · Statistics 2020-02-13 Jonas M. B. Haslbeck , Lourens J. Waldorp

This paper is concerned with learning of mixture regression models for individuals that are measured repeatedly. The adjective "unsupervised" implies that the number of mixing components is unknown and has to be determined, ideally by data…

Methodology · Statistics 2018-01-09 Peirong Xu , Heng Peng , Tao Huang

Standard conformal prediction methods guarantee marginal coverage but often produce inefficient intervals that fail to adapt to local heteroscedasticity, while recent localized approaches often struggle to maintain validity across distinct…

Methodology · Statistics 2025-12-02 Yuan Lu

High-dimensional longitudinal data is increasingly used in a wide range of scientific studies. To properly account for dependence between longitudinal observations, statistical methods for high-dimensional linear mixed models (LMMs) have…

Methodology · Statistics 2024-07-10 Anja Zgodic , Ray Bai , Jiajia Zhang , Peter Olejua , Alexander C. McLain

Recent research has shown that large language models (LLMs) can be effectively used for real-world time series forecasting due to their strong natural language understanding capabilities. However, aligning time series into semantic spaces…

Machine Learning · Computer Science 2024-12-03 Lingzheng Zhang , Lifeng Shen , Yimin Zheng , Shiyuan Piao , Ziyue Li , Fugee Tsung

This paper proposes an analysis methodology for the case where there is longitudinal data with destructive sampling of observational units, which come from experimental units that are measured at all times of the analysis. A mixed linear…

Methodology · Statistics 2024-11-26 C. A. Avellaneda , O. O. Melo , N. A. Cruz

The BayesBinMix package offers a Bayesian framework for clustering binary data with or without missing values by fitting mixtures of multivariate Bernoulli distributions with an unknown number of components. It allows the joint estimation…

Computation · Statistics 2017-07-03 Panagiotis Papastamoulis , Magnus Rattray

Sample quantiles, such as the median, are often better suited than the sample mean for summarising location characteristics of a data set. Similarly, linear combinations of sample quantiles and ratios of such linear combinations, e.g. the…

Methodology · Statistics 2024-10-16 Luke A. Prendergast , Shenal Dedduwakumara , Robert G. Staudte

Longitudinal omics data (LOD) analysis is essential for understanding the dynamics of biological processes and disease progression over time. This review explores various statistical and computational approaches for analyzing such data,…

Methodology · Statistics 2025-06-16 Ali R. Taheriyoun , Allen Ross , Abolfazl Safikhani , Damoon Soudbakhsh , Ali Rahnavard

A novel data-driven methodology is presented for the joint selection of prior parameters for both fixed and random effects in Linear Mixed Models (LMMs). This approach facilitates the estimation of complex random-effects structures, as well…

Methodology · Statistics 2026-04-28 Matteo Amestoy , R. Vermeulen , Mark A. van de Wiel , Wessel N. van Wieringen

Recent advancements in Large Language Models (LLMs) have the potential to transform financial analytics by integrating numerical and textual data. However, challenges such as insufficient context when fusing multimodal information and the…

Computational Finance · Quantitative Finance 2024-11-14 Hoyoung Lee , Youngsoo Choi , Yuhee Kwon

Joint models of longitudinal and event-time data have been extensively studied and applied in many different fields. Estimation of joint models is challenging, most present procedures are computational expensive and have a strict…

Methodology · Statistics 2018-09-05 Yanqiao Zheng , Xiaobing Zhao , Xiaoqi Zhang

MSmix is a recently developed R package implementing maximum likelihood estimation of finite mixtures of Mallows models with Spearman distance for full and partial rankings. The package is designed to implement computationally tractable…

Methodology · Statistics 2024-06-24 Marta Crispino , Cristina Mollica , Lucia Modugno

An R package for specifying and estimating linear latent variable models is presented. The philosophy of the implementation is to separate the model specification from the actual data, which leads to a dynamic and easy way of modeling…

Computation · Statistics 2013-12-10 Klaus K. Holst , Esben Budtz-Jørgensen

In \textit{computer-based testing} it has become standard to collect response accuracy (RA) and response times (RTs) for each test item. IRT models are used to measure a latent variable (e.g., ability, intelligence) using the RA…

Methodology · Statistics 2021-06-21 Jean-Paul Fox , Konrad Klotzke , Ahmet Salih Simsek

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…

Methodology · Statistics 2025-03-28 Shonosuke Sugasawa , Francis K. C. Hui , Alan H. Welsh

The Box-Cox transformation is applied to the linear mixed models for analyzing positive and grouped data. The problem in using Box Cox transformation is that the maximum likelihood estimator of the transformation parameter is generally…

Methodology · Statistics 2016-09-07 Shonosuke Sugasawa , Tatsuya Kubokawa

Repeated measures of biomarkers have the potential of explaining hazards of survival outcomes. In practice, these measurements are intermittently measured and are known to be subject to substantial measurement error. Joint modelling of…

Applications · Statistics 2019-12-12 Lisa McFetridge , Ozgur Asar , Jonas Wallin

We propose a M-quantile regression model for the analysis of multivariate, continuous, longitudinal data. M-quantile regression represents an appealing alternative to standard regression models, as it combines the robustness of quantile and…