Related papers: Integrating Complex Covariate Transformations in G…
We propose an extension of Markov-switching generalized additive models for location, scale, and shape (MS-GAMLSS) that allows covariates to influence not only the parameters of the state-dependent distributions but also the state…
Covariate-adaptive randomization (CAR) procedures are frequently used in comparative studies to increase the covariate balance across treatment groups. However, because randomization inevitably uses the covariate information when forming…
Matrix factorization is a fundamental method in statistics and machine learning for inferring and summarizing structure in multivariate data. Modern data sets often come with "side information" of various forms (images, text, graphs) that…
Integrating physics models within machine learning models holds considerable promise toward learning robust models with improved interpretability and abilities to extrapolate. In this work, we focus on the integration of incomplete physics…
In model development, model calibration and validation play complementary roles toward learning reliable models. In this article, we expand the Bayesian Validation Metric framework to a general calibration and validation framework by…
A good feature representation is a determinant factor to achieve high performance for many machine learning algorithms in terms of classification. This is especially true for techniques that do not build complex internal representations of…
We explore in depth how categorical data can be processed with embeddings in the context of claim severity modeling. We develop several models that range in complexity from simple neural networks to state-of-the-art attention based…
In randomized clinical trials, adjusting for baseline covariates can improve credibility and efficiency for demonstrating and quantifying treatment effects. This article studies the augmented inverse propensity weighted (AIPW) estimator,…
For exchangeable data, mixture models are an extremely useful tool for density estimation due to their attractive balance between smoothness and flexibility. When additional covariate information is present, mixture models can be extended…
We propose a unified, yet simple to code, non-conjugate variational Bayes algorithm for posterior approximation of generic Bayesian generalized mixed effect models. Specifically, we consider regression models identified by a linear…
Projection predictive inference is a decision theoretic Bayesian approach that decouples model estimation from decision making. Given a reference model previously built including all variables present in the data, projection predictive…
Feature transformation plays a critical role in enhancing machine learning model performance by optimizing data representations. Recent state-of-the-art approaches address this task as a continuous embedding optimization problem, converting…
Assessing fit in common factor models solely through the lens of mean and covariance structures, as is commonly done with conventional goodness-of-fit (GOF) assessments, may overlook critical aspects of misfit, potentially leading to…
As an emerging interpretable technique, Generalized Additive Models (GAMs) adopt neural networks to individually learn non-linear functions for each feature, which are then combined through a linear model for final predictions. Although…
Variance partitioning methods, which are built upon multivariate statistics, have been widely applied in different taxa and habitats in community ecology. Here, I performed a literature review on the development and application of the…
Forward and inverse models are used throughout different engineering fields to predict and understand the behaviour of systems and to find parameters from a set of observations. These models use root-finding and minimisation techniques…
In modern randomized experiments, large-scale data collection increasingly yields rich baseline covariates and auxiliary information from multiple sources. Such information offers opportunities for more precise treatment effect estimation,…
Evidence Accumulation Models (EAMs) have been widely used to investigate speeded decision-making processes, but they have largely neglected the role of predictive processes emphasized by theories of the predictive brain. In this paper, we…
The literature about history matching is vast and despite the impressive number of methods proposed and the significant progresses reported in the last decade, conditioning reservoir models to dynamic data is still a challenging task.…
Existing computationally efficient methods for penalized likelihood GAM fitting employ iterative smoothness selection on working linear models (or working mixed models). Such schemes fail to converge for a non-negligible proportion of…