Related papers: A unifying modelling approach for hierarchical dis…
This paper introduces a method for studying the correlation structure of a range of responses modelled by a multivariate generalised linear mixed model (MGLMM). The methodology requires the existence of clusters of observations and that…
Score-based Generative Models (SGMs) have achieved impressive performance in data generation across a wide range of applications and benefit from strong theoretical guarantees. Recently, methods inspired by statistical mechanics, in…
Combining distributions is an important issue in decision theory and Bayesian inference. Logarithmic pooling is a popular method to aggregate expert opinions by using a set of weights that reflect the reliability of each information source.…
In this article we propose and validate an unsupervised probabilistic model, Gaussian Latent Dirichlet Allocation (GLDA), for the problem of discrete state discovery from repeated, multivariate psychophysiological samples collected from…
Directed acyclic graphs (DAGs) are commonly used to represent causal relationships among random variables in graphical models. Applications of these models arise in the study of physical, as well as biological systems, where directed edges…
The generalization performance of a risk prediction model can be evaluated by its calibration, which measures the agreement between predicted and observed outcomes on external validation data. Here, methods for assessing the calibration of…
The expectation-maximization (EM) algorithm and its variants are widely used in statistics. In high-dimensional mixture linear regression, the model is assumed to be a finite mixture of linear regression and the number of predictors is much…
Dynamic linear models (DLM) offer a very generic framework to analyse time series data. Many classical time series models can be formulated as DLMs, including ARMA models and standard multiple linear regression models. The models can be…
Motivated by distributed machine learning settings such as Federated Learning, we consider the problem of fitting a statistical model across a distributed collection of heterogeneous data sets whose similarity structure is encoded by a…
Arguably the key issue in modelling discrete choice data is capturing preference heterogeneity. This can be through observed characteristics, and/or using techniques for capturing random heterogeneity across respondents. On the latter, in…
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…
Generalized additive models (GAMs) are a well-established statistical tool for modeling complex nonlinear relationships between covariates and a response assumed to have a conditional distribution in the exponential family. In this article,…
Nonlinear relationships between covariates and a response variable of interest are frequently encountered in animal science research. Within statistical models, these nonlinear effects have, traditionally, been handled using a range of…
We address regularised versions of the Expectation-Maximisation (EM) algorithm for Generalised Linear Mixed Models (GLMM) in the context of panel data (measured on several individuals at different time-points). A random response y is…
We investigate joint modeling of longevity trends using the spatial statistical framework of Gaussian Process regression. Our analysis is motivated by the Human Mortality Database (HMD) that provides unified raw mortality tables for nearly…
In this work, we consider to improve the model estimation efficiency by aggregating the neighbors' information as well as identify the subgroup membership for each node in the network. A tree-based $l_1$ penalty is proposed to save the…
The purpose of this paper is to provide a discussion, with illustrating examples, on Bayesian forecasting for dynamic generalized linear models (DGLMs). Adopting approximate Bayesian analysis, based on conjugate forms and on Bayes linear…
Recent studies in ecology and epidemiology indicate that it is important to include spatial heterogeneity, synchronization and seasonality in the theoretical models. In this work, spatial heterogeneity is introduced via coupled map lattices…
Diffusion models have been widely adopted in image generation, producing higher-quality and more diverse samples than generative adversarial networks (GANs). We introduce a latent diffusion model (LDM) for precipitation nowcasting -…
The Proportional Hazards (PH) model is one of the most widely used models in survival analysis, typically assuming a log-linear relationship between covariates and the hazard function. However, in the context of spatial survival data, where…