Related papers: A robust contaminated discrete Weibull regression …
This paper investigates two environmental applications related to climate change, where observations consist of bounded counts. The binomial and beta-binomial (BB) models are commonly used for bounded count data, with the BB model offering…
Distributionally robust optimisation (DRO) minimises the worst-case expected loss over an ambiguity set that can capture distributional shifts in out-of-sample environments. While Huber (linear-vacuous) contamination is a classical…
A novel mixture cure frailty model is introduced for handling censored survival data. Mixture cure models are preferable when the existence of a cured fraction among patients can be assumed. However, such models are heavily underexplored:…
Using offline observational data for policy evaluation and learning allows decision-makers to evaluate and learn a policy that connects characteristics and interventions. Most existing literature has focused on either discrete treatment…
As the maximum likelihood method is the most commonly used method for parameters estimation being unbiased, consistent, efficient, and asymptotically normal, MLE is used to fit the new distribution (MBUW). But in small to moderate sample…
We propose the notion of sub-Weibull distributions, which are characterised by tails lighter than (or equally light as) the right tail of a Weibull distribution. This novel class generalises the sub-Gaussian and sub-Exponential families to…
Additive models belong to the class of structured nonparametric regression models that do not suffer from the curse of dimensionality. Finding the additive components that are nonzero when the true model is assumed to be sparse is an…
With the rapid development of distributed optimization (DO) theory, the distributed stochastic gradient methods (DSGMs) occupy an important position. Although the theory of different DSGMs has been widely established, the main-stream…
This study introduces an outlier-robust model for analyzing hierarchically structured bounded count data within a Bayesian framework, utilizing a logistic regression approach implemented in JAGS. Our model incorporates a t-distributed…
Robust Bayesian linear regression is a classical but essential statistical tool. Although novel robustness properties of posterior distributions have been proved recently under a certain class of error distributions, their sufficient…
Linear regression with the classical normality assumption for the error distribution may lead to an undesirable posterior inference of regression coefficients due to the potential outliers. This paper considers the finite mixture of two…
We propose Bayesian nonparametric Weibull delegate racing (WDR) for survival analysis with competing events and achieve both model interpretability and flexibility. Utilizing a natural mechanism of surviving competing events, we assume a…
Complex biological networks, encompassing metabolic pathways, gene regulatory systems, and protein-protein interaction networks, often exhibit scale-free structures characterized by heavy-tailed degree distributions. However, empirical…
Distance weighted discrimination (DWD) is a linear discrimination method that is particularly well-suited for classification tasks with high-dimensional data. The DWD coefficients minimize an intuitive objective function, which can solved…
In this paper, we consider the problem of estimating an extreme quantile of a Weibull tail-distribution. The new extreme quantile estimator has a reduced bias compared to the more classical ones proposed in the literature. It is based on an…
Based on suitable left-truncated or censored data, two flexible classes of $M$-estimations of Weibull tail coefficient are proposed with two additional parameters bounding the impact of extreme contamination. Asymptotic normality with…
We propose a new class of discrete generalized linear models based on the class of Poisson-Tweedie factorial dispersion models with variance of the form $\mu + \phi\mu^p$, where $\mu$ is the mean, $\phi$ and $p$ are the dispersion and…
In safety-critical applications of machine learning, it is often desirable for a model to be conservative, abstaining from making predictions on unknown inputs which are not well-represented in the training data. However, detecting unknown…
The Wasserstein distance, rooted in optimal transport (OT) theory, is a popular discrepancy measure between probability distributions with various applications to statistics and machine learning. Despite their rich structure and…
We develop flexible multi-parameter regression survival models for interval censored survival data arising in longitudinal prospective studies and longitudinal randomised controlled clinical trials. A multi-parameter Weibull regression…