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Estimating the mixing density of a latent mixture model is an important task in signal processing. Nonparametric maximum likelihood estimation is one popular approach to this problem. If the latent variable distribution is assumed to be…

Methodology · Statistics 2024-03-01 Shijie Wang , Minsuk Shin , Ray Bai

We propose an inferential approach for maximum likelihood estimation of the hidden Markov models for continuous responses. We extend to the case of longitudinal observations the finite mixture model of multivariate Gaussian distributions…

Methodology · Statistics 2021-07-01 Silvia Pandolfi , Francesco Bartolucci , Fulvia Pennoni

Our objective is to construct well-calibrated prediction sets for a time-to-event outcome subject to right-censoring with guaranteed coverage. Inspired by modern conformal inference, our approach avoids the need for a well-specified…

Methodology · Statistics 2026-01-27 Rebecca Farina , Eric J. Tchetgen Tchetgen , Arun Kumar Kuchibhotla

Data of the form of event times arise in various applications. A simple model for such data is a non-homogeneous Poisson process (NHPP) which is specified by a rate function that depends on time. We consider the problem of having access to…

Machine Learning · Computer Science 2018-06-22 Duncan Barrack , Simon Preston

We present new results for consistency of maximum likelihood estimators with a focus on multivariate mixed models. Our theory builds on the idea of using subsets of the full data to establish consistency of estimators based on the full…

Statistics Theory · Mathematics 2019-02-13 Karl Oskar Ekvall , Galin L. Jones

This paper develops computationally feasible methods for estimating random effects models in the context of regression modelling of multiple independent time series of discrete valued counts in which there is serial dependence. Given…

Methodology · Statistics 2016-06-10 W. T. M. Dunsmuir , C. McKendry , R. T. Dean

Growth mixture models are an important tool for detecting group structure in repeated measures data. Unlike traditional clustering methods, they explicitly model the repeat measurements on observations, and the statistical framework they…

Methodology · Statistics 2017-10-20 Abby Flynt , Nema Dean

Mixture models have been around for over 150 years, as an intuitively simple and practical tool for enriching the collection of probability distributions available for modelling data. In this chapter we describe the basic ideas of the…

Methodology · Statistics 2018-05-08 Peter J. Green

Existing approaches to model uncertainty typically either compare models using a quantitative model selection criterion or evaluate posterior model probabilities having set a prior. In this paper, we propose an alternative strategy which…

Methodology · Statistics 2025-03-26 Vik Shirvaikar , Stephen G. Walker , Chris Holmes

In many applications of natural language processing (NLP) it is necessary to determine the likelihood of a given word combination. For example, a speech recognizer may need to determine which of the two word combinations ``eat a peach'' and…

Computation and Language · Computer Science 2007-05-23 Ido Dagan , Lillian Lee , Fernando C. N. Pereira

Understanding posterior contraction behavior in Bayesian hierarchical models is of fundamental importance, but progress in this question is relatively sparse in comparison to the theory of density estimation. In this paper, we study two…

Statistics Theory · Mathematics 2025-12-22 Dat Do , Sunrit Chakraborty , Jonathan Terhorst , XuanLong Nguyen

Longitudinal and time-to-event data are often analyzed in biomarker research to study the association between the longitudinal biomarker measurements and the event-time outcome, in which the longitudinal information contributes to the…

Methodology · Statistics 2025-09-09 Minzee Kim , Joel A. Dubin

In multi-target tracking, a data association hypothesis assigns measurements to tracks, and the hypothesis likelihood (of the joint target-measurement associations) is used to compare among all hypotheses for truncation under a finite…

Methodology · Statistics 2021-08-10 Lingji Chen

We present a new algorithm for identifying the transition and emission probabilities of a hidden Markov model (HMM) from the emitted data. Expectation-maximization becomes computationally prohibitive for long observation records, which are…

Computation and Language · Computer Science 2018-06-20 Kejun Huang , Xiao Fu , Nicholas D. Sidiropoulos

Dependence modeling of multivariate count data has garnered significant attention in recent years. Multivariate elliptical copulas are typically preferred in statistical literature to analyze dependence between repeated measurements of…

Methodology · Statistics 2025-01-22 Subhajit Chattopadhyay

A model-based approach is developed for clustering categorical data with no natural ordering. The proposed method exploits the Hamming distance to define a family of probability mass functions to model the data. The elements of this family…

Methodology · Statistics 2024-07-02 Raffaele Argiento , Edoardo Filippi-Mazzola , Lucia Paci

The paper describes a new class of capture-recapture models for closed populations when individual covariates are available. The novelty consists in combining a latent class model for the distribution of the capture history, where the class…

Methodology · Statistics 2021-11-08 Antonio Forcina , Francesco Bartolucci

We are concerned in clustering continuous data sets subject to non-ignorable missingness. We perform clustering with a specific semi-parametric mixture, under the assumption of conditional independence given the component. The mixture model…

Methodology · Statistics 2021-07-20 Marie Du Roy de Chaumaray , Matthieu Marbac

Accurate predictions of when a component will fail are crucial when planning maintenance, and by modeling the distribution of these failure times, survival models have shown to be particularly useful in this context. The presented…

Machine Learning · Computer Science 2024-03-28 Olov Holmer , Mattias Krysander , Erik Frisk

Specimens are collected from $N$ different sources. Each specimen has probability $p$ of being contaminated (e.g., in the case of an infectious disease, $p$ is the prevalence rate), independently of the other specimens. In many cases group…

Probability · Mathematics 2024-01-31 Vassilis G. Papanicolaou
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