Related papers: Combining Structural and Unstructured Data: A Topi…
Mixture modeling is a general technique for making any simple model more expressive through weighted combination. This generality and simplicity in part explains the success of the Expectation Maximization (EM) algorithm, in which updates…
In this paper, we explore advanced modifications to the Tweedie regression model in order to address its limitations in modeling aggregate claims for various types of insurance such as automobile, health, and liability. Traditional Tweedie…
Missing data represents a fundamental challenge in machine learning applications, often reducing model performance and reliability. This problem is particularly acute in fields like bioinformatics and clinical machine learning, where…
Missing data and noisy observations pose significant challenges for reliably predicting events from irregularly sampled multivariate time series (longitudinal) data. Imputation methods, which are typically used for completing the data prior…
Missing data is a fundamental challenge in data science, significantly hindering analysis and decision-making across a wide range of disciplines, including healthcare, bioinformatics, social science, e-commerce, and industrial monitoring.…
Data sets obtained from linking multiple files are frequently affected by mismatch error, as a result of non-unique or noisy identifiers used during record linkage. Accounting for such mismatch error in downstream analysis performed on the…
Gaussian Mixture models (GMMs) are a powerful tool for clustering, classification and density estimation when clustering structures are embedded in the data. The presence of missing values can largely impact the GMMs estimation process,…
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…
Predictions and forecasts of machine learning models should take the form of probability distributions, aiming to increase the quantity of information communicated to end users. Although applications of probabilistic prediction and…
The four-parameter generalized beta distribution of the second kind (GBII) has been proposed for modelling insurance losses with heavy-tailed features. The aim of this paper is to present a parametric composite GBII regression modelling by…
A mixture of shifted asymmetric Laplace distributions is introduced and used for clustering and classification. A variant of the EM algorithm is developed for parameter estimation by exploiting the relationship with the general inverse…
Finite mixtures of matrix normal distributions are a powerful tool for classifying three-way data in unsupervised problems. The distribution of each component is assumed to be a matrix variate normal density. The mixture model can be…
Document clustering and topic modeling are two closely related tasks which can mutually benefit each other. Topic modeling can project documents into a topic space which facilitates effective document clustering. Cluster labels discovered…
This paper proposes Incremental Seeded Expectation Maximization, an algorithm that improves upon the traditional Expectation Maximization computational flow for clusterwise or finite mixture linear regression tasks. The proposed method…
In this paper, we present the Inter-Battery Topic Model (IBTM). Our approach extends traditional topic models by learning a factorized latent variable representation. The structured representation leads to a model that marries benefits…
We introduce a new approach to a linear-circular regression problem that relates multiple linear predictors to a circular response. We follow a modeling approach of a wrapped normal distribution that describes angular variables and angular…
Model-based clustering is a powerful tool that is often used to discover hidden structure in data by grouping observational units that exhibit similar response values. Recently, clustering methods have been developed that permit…
In an effort to develop topic modeling methods that can be quickly applied to large data sets, we revisit the problem of maximum-likelihood estimation in topic models. It is known, at least informally, that maximum-likelihood estimation in…
This paper proposes a flexible Bayesian approach to multiple imputation using conditional Gaussian mixtures. We introduce novel shrinkage priors for covariate-dependent mixing proportions in the mixture models to automatically select the…
The modeling of personal accident insurance data has been a topic of extreme relevance in the insurance literature. This kind of data often exhibits positive skewness and heavy tails. In this work, we propose a new quantile regression model…