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Understanding the how the distribution of an economic outcome, such as income, changes with respect to space and covariates is a key concern for policy makers. To address this, we develop a Bayesian nonparametric model, the Normalised…

Methodology · Statistics 2026-04-28 Ziyou Wang , Jim Griffin , Maria Kalli

Multimodal data, where different types of data are collected from the same subjects, are fast emerging in a large variety of scientific applications. Factor analysis is commonly used in integrative analysis of multimodal data, and is…

Statistics Theory · Mathematics 2021-03-31 Quefeng Li , Lexin Li

Large-scale multiple testing under static factor models is widely used to detect sparse signals in high-dimensional data. However, static factor models are arguably too stringent because they ignore serial correlation, which seriously…

Statistics Theory · Mathematics 2025-04-04 Xinxin Yang , Lilun Du

Multivariate spatially-oriented data sets are prevalent in the environmental and physical sciences. Scientists seek to jointly model multiple variables, each indexed by a spatial location, to capture any underlying spatial association for…

Methodology · Statistics 2021-08-19 Lu Zhang , Sudipto Banerjee

The current research has two aims. First, to demonstrate the utility conditional nonparametric multilevel latent class analysis (NP-MLCA) for multi-site program evaluation using an empirical dataset. Second, to investigate how…

Relations between categorical variables can be analyzed conveniently by multiple correspondence analysis (MCA). %It is well suited to discover relations that may exist between categories of different variables. The graphical representation…

Methodology · Statistics 2016-03-11 Patrick J. F. Groenen , Julie Josse

Penalized estimation can conduct variable selection and parameter estimation simultaneously. The general framework is to minimize a loss function subject to a penalty designed to generate sparse variable selection. The…

Computation · Statistics 2024-01-11 Zhu Wang

In many domains such as healthcare or finance, data often come in different assays or measurement modalities, with features in each assay having a common theme. Simply concatenating these assays together and performing prediction can be…

Methodology · Statistics 2018-07-17 J. Kenneth Tay , Robert Tibshirani

Multivariate distributions often carry latent structures that are difficult to identify and estimate, and which better reflect the data generating mechanism than extrinsic structures exhibited simply by the raw data. In this paper, we…

Methodology · Statistics 2025-04-16 Bryon Aragam , Ruiyi Yang

We investigate the choice of tuning parameters for a Bayesian multi-level group lasso model developed for the joint analysis of neuroimaging and genetic data. The regression model we consider relates multivariate phenotypes consisting of…

Machine Learning · Statistics 2016-03-29 Farouk S. Nathoo , Keelin Greenlaw , Mary Lesperance

This paper proposes a Vector Autoregression augmented with nonlinear factors that are modeled nonparametrically using regression trees. There are four main advantages of our model. First, modeling potential nonlinearities nonparametrically…

Econometrics · Economics 2025-08-20 Todd Clark , Florian Huber , Gary Koop

We develop estimation and inference methods for a stylized macroeconomic model with potentially multiple behavioural equilibria, where agents form expectations using a constant-gain learning rule. We first show geometric ergodicity of the…

Econometrics · Economics 2026-03-10 Alexander Mayer , Davide Raggi

There is wide agreement on the importance of implementation data from randomized effectiveness studies in behavioral science; however, there are few methods available to incorporate these data into causal models, especially when they are…

Methodology · Statistics 2024-05-17 Sooyong Lee , Adam C Sales , Hyeon-Ah Kang , Tiffany A. Whittaker

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…

Model averaging has received much attention in the past two decades, which integrates available information by averaging over potential models. Although various model averaging methods have been developed, there are few literatures on the…

Machine Learning · Statistics 2023-11-27 Hengkun Zhu , Guohua Zou

How should researchers analyze randomized experiments in which the main outcome is latent and measured in multiple ways but each measure contains some degree of error? We first identify a critical study-specific noncomparability problem in…

Econometrics · Economics 2026-01-13 Jiawei Fu , Donald P. Green

Hierarchical panel data models have recently garnered significant attention. This study contributes to the relevant literature by introducing a novel three-dimensional (3D) hierarchical panel data model, which integrates panel regression…

Econometrics · Economics 2024-09-13 Guohua Feng , Jiti Gao , Fei Liu , Bin Peng

Mixtures of factor analysers (MFA) models represent a popular tool for finding structure in data, particularly high-dimensional data. While in most applications the number of clusters, and especially the number of latent factors within…

Methodology · Statistics 2023-07-17 Margarita Grushanina , Sylvia Frühwirth-Schnatter

High-dimensional data are crucial in biomedical research. Integrating such data from multiple studies is a critical process that relies on the choice of advanced statistical models, enhancing statistical power, reproducibility, and…

Applications · Statistics 2025-06-24 Mavis Liang , Blake Hansen , Alejandra Avalos-Pacheco , Roberta De Vito

Binary data matrices can represent many types of data such as social networks, votes, or gene expression. In some cases, the analysis of binary matrices can be tackled with nonnegative matrix factorization (NMF), where the observed data…

Machine Learning · Statistics 2020-06-23 Alberto Lumbreras , Louis Filstroff , Cédric Févotte
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