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Inferring dynamics from time series is an important objective in data analysis. In particular, it is challenging to infer stochastic dynamics given incomplete data. We propose an expectation maximization (EM) algorithm that iterates between…

Data Analysis, Statistics and Probability · Physics 2021-08-25 Sangwon Lee , Vipul Periwal , Junghyo Jo

In the analysis of time-to-event data with multiple causes using a competing risks Cox model, often the cause of failure is unknown for some of the cases. The probability of a missing cause is typically assumed to be independent of the…

Methodology · Statistics 2016-08-01 Daniel Nevo , Reiko Nishihara , Shuji Ogino , Molin Wang

Frailty models are often the model of choice for heterogeneous survival data. A frailty model contains both random effects and fixed effects, with the random effects accommodating for the correlation in the data. Different estimation…

Methodology · Statistics 2019-09-17 Oodally Ajmal , Luc Duchateau , Estelle Kuhn

We study problems with multiple missing covariates and partially observed responses. We develop a new framework to handle complex missing covariate scenarios via inverse probability weighting, regression adjustment, and a multiply-robust…

Methodology · Statistics 2021-11-04 Daniel Suen , Yen-Chi Chen

We study high-dimensional regression with missing entries in the covariates. A common strategy in practice is to \emph{impute} the missing entries with an appropriate substitute and then implement a standard statistical procedure acting as…

Statistics Theory · Mathematics 2020-01-28 Kabir Aladin Chandrasekher , Ahmed El Alaoui , Andrea Montanari

The expectation-maximization (EM) algorithm is an iterative method for finding maximum likelihood estimates when data are incomplete or are treated as being incomplete. The EM algorithm and its variants are commonly used for parameter…

Computation · Statistics 2013-06-26 Ryan P. Browne , Sanjeena Subedi , Paul McNicholas

This paper tackles the problem of robust covariance matrix estimation when the data is incomplete. Classical statistical estimation methodologies are usually built upon the Gaussian assumption, whereas existing robust estimation ones assume…

We consider the situation of estimating Cox regression in which some covariates are subject to missing, and there exists additional information (including observed event time, censoring indicator and fully observed covariates) which may be…

Methodology · Statistics 2017-10-16 Chiu-Hsieh Hsu , Mandi Yu

In contrast to the popular Cox model which presents a multiplicative covariate effect specification on the time to event hazards, the semiparametric additive risks model (ARM) offers an attractive additive specification, allowing for direct…

Methodology · Statistics 2022-03-21 Tong Wang , Dipankar Bandyopadhyay , Samiran Sinha

We propose a novel frailty model with change points applying random effects to a Cox proportional hazard model to adjust the heterogeneity between clusters. Because the frailty model includes random effects, the parameters are estimated…

Methodology · Statistics 2023-01-12 Masahiro Kojima , Shunichiro Orihara

Missing data imputation forms the first critical step of many data analysis pipelines. The challenge is greatest for mixed data sets, including real, Boolean, and ordinal data, where standard techniques for imputation fail basic sanity…

Methodology · Statistics 2020-06-17 Yuxuan Zhao , Madeleine Udell

In practical regression applications, multiple covariates are often measured, but not all may be associated with the response variable. Identifying and including only the relevant covariates in the model is crucial for improving prediction…

Methodology · Statistics 2026-03-10 Ana Carolina da Cruz , Camila P. E. de Souza , Pedro H. T. O. Sousa

In a mixture of linear regression model, the regression coefficients are treated as random vectors that may follow either a continuous or discrete distribution. We propose two Expectation-Maximization (EM) algorithms to estimate this prior…

Methodology · Statistics 2025-10-17 Andrew Welbaum , Wanli Qiao

The Expectation Maximization (EM) algorithm is a versatile tool for model parameter estimation in latent data models. When processing large data sets or data stream however, EM becomes intractable since it requires the whole data set to be…

Statistics Theory · Mathematics 2012-10-18 Sylvain Le Corff , Gersende Fort

In this paper, we propose an empirical likelihood-based weighted estimator of regression parameter in quantile regression model with nonignorable missing covariates. The proposed estimator is computationally simple and achieves…

Methodology · Statistics 2017-10-10 Xiaohui Yuan , Xiaogang Dong

The crossed random effects model is widely used, finding applications in various fields such as longitudinal studies, e-commerce, and recommender systems, among others. However, these models encounter scalability challenges, as the…

Methodology · Statistics 2025-10-21 Disha Ghandwani , Swarnadip Ghosh , Trevor Hastie , Art B. Owen

Advances in artificial intelligence (AI) and deep learning have led to neural networks being used to generate lightning-speed answers to complex science questions, paintings in the style of Monet, or stories like those of Twain. Leveraging…

Methodology · Statistics 2026-02-25 Matthew Sainsbury-Dale , Andrew Zammit-Mangion , Noel Cressie , Raphaël Huser

We study the Cox models with semiparametric relative risk, which can be partially linear with one nonparametric component, or multiple additive or nonadditive nonparametric components. A penalized partial likelihood procedure is proposed to…

Statistics Theory · Mathematics 2010-10-20 Pang Du , Shuangge Ma , Hua Liang

We investigate methods for parameter learning from incomplete data that is not missing at random. Likelihood-based methods then require the optimization of a profile likelihood that takes all possible missingness mechanisms into account.…

Methodology · Statistics 2012-07-02 Manfred Jaeger

The Binary Emax model is widely employed in dose-response analysis during drug development, where missing data often pose significant challenges. Addressing nonignorable missing binary responses, where the likelihood of missing data is…

Methodology · Statistics 2026-01-01 Jiangshan Zhang , Vivek Pradhan , Yuxi Zhao