Related papers: Sparse high-dimensional linear mixed modeling with…
Extreme learning machine (ELM) as a neural network algorithm has shown its good performance, such as fast speed, simple structure etc, but also, weak robustness is an unavoidable defect in original ELM for blended data. We present a new…
In this article the package High-dimensional Metrics (\texttt{hdm}) is introduced. It is a collection of statistical methods for estimation and quantification of uncertainty in high-dimensional approximately sparse models. It focuses on…
If error distribution has heteroscedasticity, it voliates the assumption of linear regression. Expectile regression is a powerful tool for estimating the conditional expectiles of a response variable in this setting. Since multiple levels…
Large language models (LLMs) are powerful artificial intelligence (AI) tools transforming how research is conducted. However, their use in research has been met with skepticism, due to concerns about hallucinations, biases and potential…
We study empirical Bayes estimation in high-dimensional linear regression. To facilitate computationally efficient estimation of the underlying prior, we adopt a variational empirical Bayes approach, introduced originally in Carbonetto and…
We present a computational motivation for restricted maximum likelihood (REML) estimation in linear mixed models using an expectation--maximization (EM) algorithm. At each iteration, maximum likelihood (ML) and REML solve the same…
The article develops a hybrid Variational Bayes algorithm that combines the mean-field and fixed-form Variational Bayes methods. The new estimation algorithm can be used to approximate any posterior without relying on conjugate priors. We…
We propose a general algorithmic framework for Bayesian model selection. A spike-and-slab Laplacian prior is introduced to model the underlying structural assumption. Using the notion of effective resistance, we derive an EM-type algorithm…
Maximum likelihood estimation of generalized linear mixed models(GLMMs) is difficult due to marginalization of the random effects. Computing derivatives of a fitted GLMM's likelihood (with respect to model parameters) is also difficult,…
Generalised linear models for multi-class classification problems are one of the fundamental building blocks of modern machine learning tasks. In this manuscript, we characterise the learning of a mixture of $K$ Gaussians with generic means…
We consider the Bayesian estimation of the parameters of a finite mixture model from independent order statistics arising from imperfect ranked set sampling designs. As a cost-effective method, ranked set sampling enables us to incorporate…
Large Language Models (LLMs) are a powerful tool for statistical text analysis, with derived sequences of next-token probability distributions offering a wealth of information. Extracting this signal typically relies on metrics such as…
This paper takes an empirical look at asymptotic runtime growth rates for the most widely used algorithms for solving linear programming (LP) problems across a set of six optimization application areas that are known to produce large and…
Recently, a number of mostly $\ell_1$-norm regularized least squares type deterministic algorithms have been proposed to address the problem of \emph{sparse} adaptive signal estimation and system identification. From a Bayesian perspective,…
Large language models (LLMs) have recently been proposed as general-purpose agents for experimental design, with claims that they can perform in-context experimental design. We evaluate this hypothesis using both open- and closed-source…
Bayesian approaches to clinical analyses for the purposes of patient phenotyping have been limited by the computational challenges associated with applying the Markov-Chain Monte-Carlo (MCMC) approach to large real-world data. Approximate…
Large language models (LLMs) excel at explicit reasoning, but their implicit computational strategies remain underexplored. Decades of psychophysics research show that humans intuitively process and integrate noisy signals using…
Structured Latent Attribute Models (SLAMs) are a family of discrete latent variable models widely used in education, psychology, and epidemiology to model multivariate categorical data. A SLAM assumes that multiple discrete latent…
Finite mixture models have been widely used for the modelling and analysis of data from heterogeneous populations. Maximum likelihood estimation of the parameters is typically carried out via the Expectation-Maximization (EM) algorithm. The…
Multivariate longitudinal data of mixed-type are increasingly collected in many science domains. However, algorithms to cluster this kind of data remain scarce, due to the challenge to simultaneously model the within- and between-time…