Related papers: Penalized Quasi-likelihood for High-dimensional Lo…

We derive a new Bayesian Information Criterion (BIC) by formulating the problem of estimating the number of clusters in an observed data set as maximization of the posterior probability of the candidate models. Given that some mild…

In the case of informative sampling the sampling scheme explicitly or implicitly depends on the response variable. As a result, the sample distribution of response variable can- not be used for making inference about the population. In this…

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…

Modern computational models in supervised machine learning are often highly parameterized universal approximators. As such, the value of the parameters is unimportant, and only the out of sample performance is considered. On the other hand…

Penalized methods are applied to quasi likelihood analysis for stochastic differential equation models. In this paper, we treat the quasi likelihood function and the associated statistical random field for which a polynomial type large…

Genetic risk prediction is an important component of individualized medicine, but prediction accuracies remain low for many complex diseases. A fundamental limitation is the sample sizes of the studies on which the prediction algorithms are…

We extend the work of Hahn and Carvalho (2015) and develop a doubly-regularized sparse regression estimator by synthesizing Bayesian regularization with penalized least squares within a decision-theoretic framework. In contrast to existing…

Informative cluster size (ICS) arises in situations with clustered data where a latent relationship exists between the number of participants in a cluster and the outcome measures. Although this phenomenon has been sporadically reported in…

Robust clustering of high-dimensional data is an important topic because clusters in real datasets are often heavy-tailed and/or asymmetric. Traditional approaches to model-based clustering often fail for high dimensional data, e.g., due to…

Non-Gaussian mixture models are gaining increasing attention for mixture model-based clustering particularly when dealing with data that exhibit features such as skewness and heavy tails. Here, such a mixture distribution is presented,…

We study methods for simultaneous analysis of many noisy and biased estimates, each paired with an even noisier estimate of its own bias. The analyst's goal is to construct short calibrated intervals for each parameter. The standard…

Quantile regression (QR) relies on the estimation of conditional quantiles and explores the relationships between independent and dependent variables. At high probability levels, classical QR methods face extrapolation difficulties due to…

Distributional causal inference requires estimating not only average treatment effects but also interventional outcome distributions, including quantiles, tail risks, and policy-dependent uncertainty. As a method for distributional causal…

In recent years the importance of finding a meaningful pattern from huge datasets has become more challenging. Data miners try to adopt innovative methods to face this problem by applying feature selection methods. In this paper we propose…

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…

Existing sequential generalized estimating equation methodology for longitudinal and group-correlated data focuses on narrow hypotheses concerning treatment efficacy and often makes modeling assumptions that impede the desirable robustness…

Large-scale Gaussian process models are becoming increasingly important and widely used in many areas, such as, computer experiments, stochastic optimization via simulation, and machine learning using Gaussian processes. The standard…

We consider penalized regression models under a unified framework where the particular method is determined by the form of the penalty term. We propose a fully Bayesian approach that incorporates both sparse and dense settings and show how…

Generalised Bayesian Inference (GBI) attempts to address model misspecification in a standard Bayesian setup by tempering the likelihood. The likelihood is raised to a fractional power, called the learning rate, which reduces its importance…

Subsampling is a computationally efficient and scalable method to draw inference in large data settings based on a subset of the data rather than needing to consider the whole dataset. When employing subsampling techniques, a crucial…