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State space models have long played an important role in signal processing. The Gaussian case can be treated algorithmically using the famous Kalman filter. Similarly since the 1970s there has been extensive application of Hidden Markov…

Statistics Theory · Mathematics 2007-06-13 Peter Bickel , Yaacov Ritov , Tobias Rydén

Hidden Markov models (HMMs) are probabilistic methods in which observations are seen as realizations of a latent Markov process with discrete states that switch over time. Moving beyond standard statistical tests, HMMs offer a statistical…

Methodology · Statistics 2024-03-20 S. Mildiner Moraga , E. Aarts

We propose a copula-based extension of the hidden Markov model (HMM) which applies when the observations recorded at each time in the sample are multivariate. The joint model produced by the copula extension allows decoding of the hidden…

Methodology · Statistics 2024-05-13 Robert Zimmerman , Radu V. Craiu , Vianey Leos-Barajas

Pedigrees are directed acyclic graphs that represent ancestral relationships between individuals in a population. Based on a schematic recombination process, we describe two simple Markov models for sequences evolving on pedigrees - Model R…

Populations and Evolution · Quantitative Biology 2013-01-18 Bhalchandra D. Thatte

This paper introduces a novel model-based clustering approach for clustering time series which present changes in regime. It consists of a mixture of polynomial regressions governed by hidden Markov chains. The underlying hidden process for…

Machine Learning · Statistics 2013-12-30 Faicel Chamroukhi , Allou Samé , Patrice Aknin , Gérard Govaert

Population genomic studies have shown that genetic draft and background selection can profoundly affect the genome-wide patterns of molecular variation. We performed forward simulations under realistic gene-structure and selection scenarios…

Populations and Evolution · Quantitative Biology 2013-05-08 Philipp W. Messer , Dmitri A. Petrov

We propose a new method for multivariate response regression and covariance estimation when elements of the response vector are of mixed types, for example some continuous and some discrete. Our method is based on a model which assumes the…

Methodology · Statistics 2022-03-04 Karl Oskar Ekvall , Aaron J. Molstad

Nonlinear mixed effects models have received a great deal of attention in the statistical literature in recent years because of their flexibility in handling longitudinal studies, including human immunodeficiency virus viral dynamics,…

Methodology · Statistics 2021-09-28 Fernanda L. Schumacher , Dipak K. Dey , Victor H. Lachos

When testing for the association of a single SNP with a phenotypic response, one usually considers an additive genetic model, assuming that the mean of of the response for the heterozygous state is the average of the means for the two…

Methodology · Statistics 2025-01-07 Dominic Edelmann , Fernando Castro-Prado , Jelle J. Goeman

To understand how hidden information can be extracted from statistical networks, planted models in random graphs have been the focus of intensive study in recent years. In this work, we consider the detection of a planted matching, i.e., an…

Statistics Theory · Mathematics 2025-12-17 Timothy L. H. Wee , Cheng Mao

In medical research, individual-level patient data provide invaluable information, but the patients' right to confidentiality remains of utmost priority. This poses a huge challenge when estimating statistical models such as linear mixed…

Methodology · Statistics 2025-01-24 Marie Analiz April Limpoco , Christel Faes , Niel Hens

Mixture models postulate the overall population as a mixture of finite subpopulations with unobserved membership. Fitting mixture models usually requires large sample sizes and combining data from multiple sites can be beneficial. However,…

Methodology · Statistics 2025-12-19 Xiaokang Liu , Rui Duan , Raymond J. Carroll , Yang Ning , Yong Chen

Anomaly estimation, or the problem of finding a subset of a dataset that differs from the rest of the dataset, is a classic problem in machine learning and data mining. In both theoretical work and in applications, the anomaly is assumed to…

Machine Learning · Computer Science 2021-06-14 Uthsav Chitra , Kimberly Ding , Jasper C. H. Lee , Benjamin J. Raphael

We address the problem of detecting an anomalous process among a large number of processes. At each time t, normal processes are in state zero (normal state), while the abnormal process may be in either state zero (normal state) or state…

Signal Processing · Electrical Eng. & Systems 2025-06-23 Levli Citron , Kobi Cohen , Qing Zhao

This paper considers the asymptotic properties of the recursive maximum likelihood estimation in hidden Markov models. The paper is focused on the asymptotic behavior of the log-likelihood function and on the point-convergence and…

Statistics Theory · Mathematics 2009-09-24 Vladislav B. Tadić

A simple analytical framework to study the molecular quasispecies evolution of finite populations is proposed, in which the population is assumed to be a random combination of the constiyuent molecules in each generation,i.e., linkage…

Statistical Mechanics · Physics 2016-08-31 Domingos Alves , J. F. Fontanari

This paper studies the high-dimensional mixed linear regression (MLR) where the output variable comes from one of the two linear regression models with an unknown mixing proportion and an unknown covariance structure of the random…

Methodology · Statistics 2020-11-10 Linjun Zhang , Rong Ma , T. Tony Cai , Hongzhe Li

Genetic association study is an essential step to discover genetic factors that are associated with a complex trait of interest. In this paper we present a novel generalized quasi-likelihood score (GQLS) test that is suitable for a study…

Applications · Statistics 2011-11-24 Zeny Feng , William W. L. Wong , Xin Gao , Flavio Schenkel

As the sequencing costs are decreasing, there is great incentive to perform large scale association studies to increase power of detecting new variants. Federated association testing among different institutions is a viable solution for…

Methodology · Statistics 2022-10-04 Wentao Li , Han Chen , Xiaoqian Jiang , Arif Harmanci

The Bradley-Terry-Luce (BTL) model is one of the most widely used models for ranking a collection of items or agents based on pairwise comparisons among them. Given $n$ agents, the BTL model endows each agent $i$ with a latent skill score…

Machine Learning · Computer Science 2025-12-03 Anuran Makur , Japneet Singh