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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…
The multivariate linear regression model is an important tool for investigating relationships between several response variables and several predictor variables. The primary interest is in inference about the unknown regression coefficient…
We develop our previous works concerning the identification of the collection of significant factors determining some, in general, non-binary random response variable. Such identification is important, e.g., in biological and medical…
Mendelian randomization (MR) is a method of exploiting genetic variation to unbiasedly estimate a causal effect in presence of unmeasured confounding. MR is being widely used in epidemiology and other related areas of population science. In…
Deep learning approaches often require huge datasets to achieve good generalization. This complicates its use in tasks like image-based medical diagnosis, where the small training datasets are usually insufficient to learn appropriate data…
Weak signal identification and inference are very important in the area of penalized model selection, yet they are under-developed and not well-studied. Existing inference procedures for penalized estimators are mainly focused on strong…
Considering the increasing size of available data, the need for statistical methods that control the finite sample bias is growing. This is mainly due to the frequent settings where the number of variables is large and allowed to increase…
In this paper, we study norm-based regularization methods for neural networks. We compare existing penalization approaches and introduce two regularization strategies that extend classical ridge- and lasso-type penalties to neural network…
Regression by composition provides a flexible framework for constructing conditional distributions through sequential group actions. However, when multiple flows act on the same distribution, the model becomes non-identifiable, leading to…
The growth rate in the amount of biomedical documents is staggering. Unlocking information trapped in these documents can enable researchers and practitioners to operate confidently in the information world. Biomedical NER, the task of…
The problem of dynamic prediction with time-dependent covariates, given by biomarkers, repeatedly measured over time, has received much attention over the last decades. Two contrasting approaches have become in widespread use. The first is…
Large Language Models (LLMs) are increasingly deployed for clinical reasoning tasks, which inherently require eliciting calibrated probabilistic beliefs based on available evidence. However, real-world clinical data are frequently…
Mixed Models for Repeated Measures (MMRMs) are ubiquitous when analyzing outcomes of clinical trials. However, the linearity of the fixed-effect structure in these models largely restrict their use to estimating treatment effects that are…
Experiments with pre-trained models such as BERT are often based on a single checkpoint. While the conclusions drawn apply to the artifact tested in the experiment (i.e., the particular instance of the model), it is not always clear whether…
Methods to handle missing data have been extensively explored in the context of estimation and descriptive studies, with multiple imputation being the most widely used method in clinical research. However, in the context of clinical risk…
Objective: The primary goal of this study was to systematically examine the impact of commonly used imbalance handling methods (IHMs) on predictive performance in biomedical binary classification, considering the interplay between model…
This paper studies system identification of high-dimensional ARMA models with binary-valued observations. The existing paper can only deal with the case where the regression term is only one-dimensional. In this paper, the ARMA model with…
Objective: Electronic health records (EHR) are widely available to complement administrative data-based disease surveillance and healthcare performance evaluation. Defining conditions from EHR is labour-intensive and requires extensive…
We consider the application of a popular penalised regression method, Ridge Regression, to data with very high dimensions and many more covariates than observations. Our motivation is the problem of out-of-sample prediction and the setting…
In recent years, there has been growing research interest in addressing treatment hierarchy questions within network meta-analysis (NMA). In NMAs involving many treatments, the number of possible hierarchy questions becomes prohibitively…