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We consider penalized extremum estimation of a high-dimensional, possibly nonlinear model that is sparse in the sense that most of its parameters are zero but some are not. We use the SCAD penalty function, which provides model selection…
The penalized profile sampler for semiparametric inference is an extension of the profile sampler method (Lee, Kosorok and Fine, 2005) obtained by profiling a penalized log-likelihood. The idea is to base inference on the posterior…
This paper addresses asymptotic properties of general penalized spline estimators with an arbitrary B-spline degree and an arbitrary order difference penalty. The estimator is approximated by a solution of a linear differential equation…
In epidemiological or demographic studies, with variable age at onset, a typical quantity of interest is the incidence of a disease (for example the cancer incidence). In these studies, the individuals are usually highly heterogeneous in…
Handling missing values plays an important role in the analysis of survival data, especially, the ones marked by cure fraction. In this paper, we discuss the properties and implementation of stochastic approximations to the…
Many scientific fields and applications require compact representations of multivariate functions. For this problem, decoupling methods are powerful techniques for representing the multivariate functions as a combination of linear…
Semiparametric regression offers a flexible framework for modeling non-linear relationships between a response and covariates. A prime example are generalized additive models where splines (say) are used to approximate non-linear functional…
Additive regression provides an extension of linear regression by modeling the signal of a response as a sum of functions of covariates of relatively low complexity. We study penalized estimation in high-dimensional nonparametric additive…
We consider approximate maximum likelihood parameter estimation in nonlinear state-space models. We discuss both direct optimization of the likelihood and expectation--maximization (EM). For EM, we also give closed-form expressions for the…
Estimates of the under-five mortality rate (U5MR) are used to track progress in reducing child mortality and to evaluate countries' performance related to Millennium Development Goal 4. However, for the great majority of developing…
This paper discusses a general framework for smoothing parameter estimation for models with regular likelihoods constructed in terms of unknown smooth functions of covariates. Gaussian random effects and parametric terms may also be…
We present a principled study on establishing a recursive Bayesian estimation scheme using B-splines in Euclidean spaces. The use of recurrent control points as the state vector is first conceptualized in a recursive setting. This enables…
Expectation maximisation (EM) is usually thought of as an unsupervised learning method for estimating the parameters of a mixture distribution, however it can also be used for supervised learning when class labels are available. As such, EM…
This paper proposes a strategy to solve the problems of the conventional s-version of finite element method (SFEM) fundamentally. Because SFEM can reasonably model an analytical domain by superimposing meshes with different spatial…
It is well known that the minimax rates of convergence of nonparametric density and regression function estimation of a random variable measured with error is much slower than the rate in the error free case. Surprisingly, we show that if…
Penalized generalized estimating equations with Elastic Net or L2-Smoothly Clipped Absolute Deviation penalization are proposed to simultaneously select the most important variables and estimate their effects for longitudinal Gaussian data…
Classical penalized likelihood regression problems deal with the case that the independent variables data are known exactly. In practice, however, it is common to observe data with incomplete covariate information. We are concerned with a…
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…
The classical approach to linear system identification is given by parametric Prediction Error Methods (PEM). In this context, model complexity is often unknown so that a model order selection step is needed to suitably trade-off bias and…
Functional linear regression is a useful extension of simple linear regression and has been investigated by many researchers. However, functional variable selection problems when multiple functional observations exist, which is the…