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We introduce Latent Gaussian Process Regression which is a latent variable extension allowing modelling of non-stationary multi-modal processes using GPs. The approach is built on extending the input space of a regression problem with a…

Machine Learning · Statistics 2017-09-19 Erik Bodin , Neill D. F. Campbell , Carl Henrik Ek

Many estimators of the average effect of a treatment on an outcome require estimation of the propensity score, the outcome regression, or both. It is often beneficial to utilize flexible techniques such as semiparametric regression or…

Methodology · Statistics 2019-05-14 Cheng Ju , David Benkeser , Mark J. van der Laan

Exposure to diverse non-genetic factors, known as the exposome, is a critical determinant of health outcomes. However, analyzing the exposome presents significant methodological challenges, including: high collinearity among exposures, the…

Methodology · Statistics 2025-10-10 Matteo Amestoy , Mark van de Wiel , Jeroen Lakerveld , Wessel van Wieringen

Latent class models are widely used for identifying unobserved subgroups from multivariate categorical data in social sciences, with binary data as a particularly popular example. However, accurately recovering individual latent class…

Methodology · Statistics 2026-02-25 Zhongyuan Lyu , Yuqi Gu

A method for implicit variable selection in mixture of experts frameworks is proposed. We introduce a prior structure where information is taken from a set of independent covariates. Robust class membership predictors are identified using a…

Econometrics · Economics 2019-01-15 Gregor Zens

Joint modeling of longitudinal and survival data has become increasingly important in medical research, particularly for understanding disease progression in chronic conditions where both repeated biomarker measurements and time-to-event…

Methodology · Statistics 2025-12-30 Nithisha Suryadevara , Vivek Reddy Srigiri

Approving and assessing new drugs is complex because multiple criteria must be considered simultaneously. A common approach is benefit-risk analysis, often conducted within a Bayesian framework to account for uncertainty and combine data…

We propose a novel strategy for multivariate extreme value index estimation. In applications such as finance, volatility and risk present in the components of a multivariate time series are often driven by the same underlying factors, such…

Statistics Theory · Mathematics 2020-03-24 Joni Virta , Niko Lietzén , Lauri Viitasaari , Pauliina Ilmonen

Joint models are used in ageing studies to investigate the association between longitudinal markers and a time-to-event, and have been extended to multiple markers and/or competing risks. The competing risk of death must be considered in…

We consider a randomized controlled trial between two groups. The objective is to identify a population with characteristics such that the test therapy is more effective than the control therapy. Such a population is called a subgroup. This…

Methodology · Statistics 2021-12-06 Shintaro Yuki , Kensuke Tanioka , Hiroshi Yadohisa

We propose a novel nonparametric Bayesian IRT model in this paper by introducing the clustering effect at question level and further assume heterogeneity at examinee level under each question cluster, characterized by the mixture of…

Methodology · Statistics 2022-11-23 Tianyu Pan , Weining Shen , Clintin P. Davis-Stober , Guanyu Hu

Hierarchical probabilistic models, such as Gaussian mixture models, are widely used for unsupervised learning tasks. These models consist of observable and latent variables, which represent the observable data and the underlying…

Machine Learning · Statistics 2015-03-26 Keisuke Yamazaki

We propose a Bayesian approach using improper priors for hierarchical linear mixed models with flexible random effects and residual error distributions. The error distribution is modelled using scale mixtures of normals, which can capture…

Methodology · Statistics 2018-02-06 F. J. Rubio , M. F. J. Steel

Ordinal cumulative probability models (CPMs) -- also known as cumulative link models -- such as the proportional odds regression model are typically used for discrete ordered outcomes, but can accommodate both continuous and mixed…

Methodology · Statistics 2022-01-11 Nathan T. James , Frank E. Harrell , Bryan E. Shepherd

Semicontinuous outcomes commonly arise in a wide variety of fields, such as insurance claims, healthcare expenditures, rainfall amounts, and alcohol consumption. Regression models, including Tobit, Tweedie, and two-part models, are widely…

Methodology · Statistics 2024-03-26 Lu Yang

In medical, social, and behavioral research we often encounter datasets with a multilevel structure and multiple correlated dependent variables. These data are frequently collected from a study population that distinguishes several…

Methodology · Statistics 2023-12-18 Xynthia Kavelaars , Joris Mulder , Maurits Kaptein

In the context of an imperfect gold standard, latent class modelling can be used to estimate accuracy of multiple medical tests. However, the conditional independence (CI) assumption is rarely thought to be clinically valid. Two models…

Methodology · Statistics 2025-09-24 Enzo Cerullo , Sean Pinkney , Alex J. Sutton , Tim Lucas , Nicola J. Cooper , Hayley E. Jones

Detecting associations between microbial compositions and sample characteristics is one of the most important tasks in microbiome studies. Most of the existing methods apply univariate models to single microbial species separately, with…

Dyadic data are common in the social and behavioral sciences, in which members of dyads are correlated due to the interdependence structure within dyads. The analysis of longitudinal dyadic data becomes complex when nonignorable dropouts…

Applications · Statistics 2012-06-29 Guangyu Zhang , Ying Yuan

In recent medical studies, the combination of longitudinal measurements with time-to-event data has increased the demand for more sophisticated models without unbiased estimates. Joint models for longitudinal and survival data have been…

Methodology · Statistics 2025-08-01 Dionisio Silva Neto , Denis Rustand , Haavard Rue , Danilo Alvares , Vera L. Tomazella