Related papers: Multivariate Ordered Discrete Response Models with…
We consider a flexible semiparametric quantile regression model for analyzing high dimensional heterogeneous data. This model has several appealing features: (1) By considering different conditional quantiles, we may obtain a more complete…
Consider a logistic partially linear model, in which the logit of the mean of a binary response is related to a linear function of some covariates and a nonparametric function of other covariates. We derive simple, doubly robust estimators…
Standard regression approaches assume that some finite number of the response distribution characteristics, such as location and scale, change as a (parametric or nonparametric) function of predictors. However, it is not always appropriate…
Traditional methods for covariate adjustment of treatment means in designed experiments are inherently conditional on the observed covariate values. In order to develop a coherent general methodology for analysis of covariance, we propose a…
End-to-end learning of dynamical systems with black-box models, such as neural ordinary differential equations (ODEs), provides a flexible framework for learning dynamics from data without prescribing a mathematical model for the dynamics.…
Modeling the complex relationships between multiple categorical response variables as a function of predictors is a fundamental task in the analysis of categorical data. However, existing methods can be difficult to interpret and may lack…
This paper introduces a method for studying the correlation structure of a range of responses modelled by a multivariate generalised linear mixed model (MGLMM). The methodology requires the existence of clusters of observations and that…
Testing whether a probability distribution is compatible with a given Bayesian network is a fundamental task in the field of causal inference, where Bayesian networks model causal relations. Here we consider the class of causal structures…
Graphical models are commonly used tools for modeling multivariate random variables. While there exist many convenient multivariate distributions such as Gaussian distribution for continuous data, mixed data with the presence of discrete…
Dynamic discrete choice models are widely employed to answer substantive and policy questions in settings where individuals' current choices have future implications. However, estimation of these models is often computationally intensive…
We develop a Difference-in-Differences framework for discrete, ordered outcomes subject to underreporting. Such outcomes commonly arise in self-reported surveys on socially undesirable or stigmatized behaviors, where respondents may conceal…
Surveys that rely on ordinal polychotomous (Likert-like) items are widely employed to capture individual preferences because they allow respondents to express both the direction and strength of their preferences. Latent factor models…
We study a parametric family of latent variable models, namely topic models, equipped with a hierarchical structure among the topic variables. Such models may be viewed as a finite mixture of the latent Dirichlet allocation (LDA) induced…
Item response theory (IRT) models typically rely on a normality assumption for subject-specific latent traits, which is often unrealistic in practice. Semiparametric extensions based on Dirichlet process mixtures offer a more flexible…
We review and study the correspondence between discrete linear lattice/chain models of interacting particles and their continuous counterparts represented by linear partial differential equations. In particular, we study the correspondence…
Learning controllable and generalizable representation of multivariate data with desired structural properties remains a fundamental problem in machine learning. In this paper, we present a novel framework for learning generative models…
Latent variable models have accumulated a considerable amount of interest from the industry and academia for their versatility in a wide range of applications. A large amount of effort has been made to develop systems that is able to extend…
This paper considers the problem of learning, from samples, the dependency structure of a system of linear stochastic differential equations, when some of the variables are latent. In particular, we observe the time evolution of some…
We consider likelihood-based two-step estimation of latent variable models, in which just the measurement model is estimated in the first step and the measurement parameters are then fixed at their estimated values in the second step where…
This paper presents a machine learning approach to multidimensional item response theory (MIRT), a class of latent factor models that can be used to model and predict student performance from observed assessment data. Inspired by…