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Multi-parameter regression (MPR) modelling refers to the approach whereby covariates are allowed to enter the model through multiple distributional parameters simultaneously. This is in contrast to the standard approaches where covariates…

Methodology · Statistics 2019-07-03 Fatima-Zahra Jaouimaa , Il Do Ha , Kevin Burke

This work is motivated by analyses of longitudinal data collected from participants in the Quebec Longitudinal Study of Child Development (QLSCD) and the Quebec Newborn Twin Study (QNTS) to identify important genetic predictors for…

The integration of high-dimensional genomic data and clinical data into time-to-event prediction models has gained significant attention due to the growing availability of these datasets. Traditionally, a Cox regression model is employed,…

Methodology · Statistics 2025-04-03 Dayasri Ravi , Andreas Groll

We introduce GAMSEL (Generalized Additive Model Selection), a penalized likelihood approach for fitting sparse generalized additive models in high dimension. Our method interpolates between null, linear and additive models by allowing the…

Machine Learning · Statistics 2015-06-18 Alexandra Chouldechova , Trevor Hastie

For data with high-dimensional covariates but small to moderate sample sizes, the analysis of single datasets often generates unsatisfactory results. The integrative analysis of multiple independent datasets provides an effective way of…

Methodology · Statistics 2015-01-19 Yuan Huang , Qingzhao Zhang , Sanguo Zhang , Jian Huang , Shuangge Ma

We propose an extension of Markov-switching generalized additive models for location, scale, and shape (MS-GAMLSS) that allows covariates to influence not only the parameters of the state-dependent distributions but also the state…

Methodology · Statistics 2026-01-08 Katharina Ammann , Timo Adam , Jan-Ole Koslik

We consider nonlinear mixed effects models including high-dimensional covariates to model individual parameters variability. The objective is to identify relevant covariates among a large set under sparsity assumption and to estimate model…

Statistics Theory · Mathematics 2025-08-06 Antoine Caillebotte , Estelle Kuhn , Sarah Lemler

Sparse Group LASSO (SGL) is a regularized model for high-dimensional linear regression problems with grouped covariates. SGL applies $l_1$ and $l_2$ penalties on the individual predictors and group predictors, respectively, to guarantee…

Statistics Theory · Mathematics 2022-02-23 Kan Chen , Zhiqi Bu , Shiyun Xu

For some special data in reality, such as the genetic data, adjacent genes may have the similar function. Thus ensuring the smoothness between adjacent genes is highly necessary. But, in this case, the standard lasso penalty just doesn't…

Methodology · Statistics 2022-09-29 Xin Xin , Boyi Xie , Yunhai Xiao

Nonlinear Mixed effects models are hidden variables models that are widely used in many fields such as pharmacometrics. In such models, the distribution characteristics of hidden variables can be specified by including several parameters…

Methodology · Statistics 2021-10-19 Edouard Ollier

We consider the problem of learning a structured multi-task regression, where the output consists of multiple responses that are related by a graph and the correlated response variables are dependent on the common inputs in a sparse but…

Machine Learning · Statistics 2010-05-21 Xi Chen , Seyoung Kim , Qihang Lin , Jaime G. Carbonell , Eric P. Xing

This paper studies variable selection and post-selection inference for high-dimensional clustered data using marginal-model-based procedures. We show that, when covariates are heterogeneously distributed across clusters, marginal-model…

Methodology · Statistics 2026-05-26 Shangyuan Ye , Cong Zhang , Ying Chen , Ye Liang , Guanbo Wang

Partial least squares (PLS) regression combines dimensionality reduction and prediction using a latent variable model. Since partial least squares regression (PLS-R) does not require matrix inversion or diagonalization, it can be applied to…

Methodology · Statistics 2014-08-05 Tzu-Yu Liu , Laura Trinchera , Arthur Tenenhaus , Dennis Wei , Alfred O. Hero

We propose an L1-penalized algorithm for fitting high-dimensional generalized linear mixed models. Generalized linear mixed models (GLMMs) can be viewed as an extension of generalized linear models for clustered observations. This…

Computation · Statistics 2014-06-03 Jürg Schelldorfer , Lukas Meier , Peter Bühlmann

In the analysis of survival outcome supplemented with both clinical information and high-dimensional gene expression data, use of the traditional Cox proportional hazards model (1972) fails to meet some emerging needs in biomedical…

Computation · Statistics 2018-02-26 Jean Claude Utazirubanda , Tomas Leon , Papa Ngom

Penalization schemes like Lasso or ridge regression are routinely used to regress a response of interest on a high-dimensional set of potential predictors. Despite being decisive, the question of the relative strength of penalization is…

Methodology · Statistics 2018-11-08 Britta Velten , Wolfgang Huber

Penalized regression is an attractive framework for variable selection problems. Often, variables possess a grouping structure, and the relevant selection problem is that of selecting groups, not individual variables. The group lasso has…

Computation · Statistics 2016-07-20 Patrick Breheny , Jian Huang

Finite Gaussian mixture models are widely used for model-based clustering of continuous data. Nevertheless, since the number of model parameters scales quadratically with the number of variables, these models can be easily…

Methodology · Statistics 2018-09-25 Michael Fop , Thomas Brendan Murphy , Luca Scrucca

In this article, we propose a penalized clustering method for large scale data with multiple covariates through a functional data approach. In the proposed method, responses and covariates are linked together through nonparametric…

Methodology · Statistics 2008-01-17 Ping Ma , Wenxuan Zhong

We consider penalized estimation in hidden Markov models (HMMs) with multivariate Normal observations. In the moderate-to-large dimensional setting, estimation for HMMs remains challenging in practice, due to several concerns arising from…

Methodology · Statistics 2014-01-09 Nicolas Städler , Sach Mukherjee