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We propose a censored quantile regression estimator motivated by unbiased estimating equations. Under the usual conditional independence assumption of the survival time and the censoring time given the covariates, we show that the proposed…

Statistics Theory · Mathematics 2013-02-04 Chenlei Leng , Xingwei Tong

We introduce a novel Bayesian approach for both covariate selection and sparse precision matrix estimation in the context of high-dimensional Gaussian graphical models involving multiple responses. Our approach provides a sparse estimation…

Methodology · Statistics 2024-09-25 Anwesha Chakravarti , Naveen N. Narishetty , Feng Liang

We consider learning continuous probabilistic graphical models in the face of missing data. For non-Gaussian models, learning the parameters and structure of such models depends on our ability to perform efficient inference, and can be…

Machine Learning · Computer Science 2012-03-19 Gal Elidan

In this paper, we consider Bayesian methods for non-parametric quantile regressions with multiple continuous predictors ranging values in the unit interval. In the first method, the quantile function is assumed to be smooth over the…

Methodology · Statistics 2018-11-08 Priyam Das , Subhashis Ghosal

We develop a novel Bayesian method to select important predictors in regression models with multiple responses of diverse types. A sparse Gaussian copula regression model is used to account for the multivariate dependencies between any…

Methodology · Statistics 2020-09-22 Angelos Alexopoulos , Leonardo Bottolo

There is a growing interest in the so-called Bayesian Predictive Inference approach, which allows to perform Bayesian inference without specifying the likelihood and prior of the model, or the need of any MCMC. Instead, only a sequence of…

Statistics Theory · Mathematics 2025-09-30 Marco Battiston , Lorenzo Cappello

We present a flexible Bayesian semiparametric mixed model for longitudinal data analysis in the presence of potentially high-dimensional categorical covariates. Building on a novel hidden Markov tensor decomposition technique, our proposed…

Methodology · Statistics 2022-08-05 Giorgio Paulon , Peter Müller , Abhra Sarkar

We develop Bayesian models for density regression with emphasis on discrete outcomes. The problem of density regression is approached by considering methods for multivariate density estimation of mixed scale variables, and obtaining…

Methodology · Statistics 2019-08-14 Georgios Papageorgiou

Recurrent event data are common in clinical studies when participants are followed longitudinally, and are often subject to a terminal event. With the increasing popularity of large pragmatic trials with a heterogeneous source population,…

Methodology · Statistics 2022-12-06 Xinyuan Tian , Maria Ciarleglio , Jiachen Cai , Erich Greene , Denise Esserman , Fan Li , Yize Zhao

Censored quantile regression has emerged as a prominent alternative to classical Cox's proportional hazards model or accelerated failure time model in both theoretical and applied statistics. While quantile regression has been extensively…

Methodology · Statistics 2024-08-27 Taehwa Choi , Seohyeon Park , Hunyong Cho , Sangbum Choi

A Bayesian multivariate model with a structured covariance matrix for multi-way nested data is proposed. This flexible modeling framework allows for positive and for negative associations among clustered observations, and generalizes the…

Methodology · Statistics 2024-08-27 Stef Baas , Richard J. Boucherie , Jean-Paul Fox

Data augmentation is an essential part of the training process applied to deep learning models. The motivation is that a robust training process for deep learning models depends on large annotated datasets, which are expensive to be…

Computer Vision and Pattern Recognition · Computer Science 2017-10-31 Toan Tran , Trung Pham , Gustavo Carneiro , Lyle Palmer , Ian Reid

We propose a novel Bayesian model framework for discrete ordinal and count data based on conditional transformations of the responses. The conditional transformation function is estimated from the data in conjunction with an a priori chosen…

Methodology · Statistics 2022-05-19 Manuel Carlan , Thomas Kneib

Bayesian modelling for cost-effectiveness data has received much attention in both the health economics and the statistical literature in recent years. Cost-effectiveness data are characterised by a relatively complex structure of…

Statistics Theory · Mathematics 2013-07-22 Gianluca Baio

Additive models are flexible regression tools that handle linear as well as nonlinear terms. The latter are typically modelled via smoothing splines. Additive mixed models extend additive models to include random terms when the data are…

Methodology · Statistics 2019-06-10 Marco Geraci

Joint models for longitudinal and time-to-event data have seen many developments in recent years. Though spatial joint models are still rare and the traditional proportional hazards formulation of the time-to-event part of the model is…

Methodology · Statistics 2024-06-25 Anja Rappl , Thomas Kneib , Stefan Lang , Elisabeth Bergherr

This paper studies linear reconstruction of partially observed functional data which are recorded on a discrete grid. We propose a novel estimation approach based on approximate factor models with increasing rank taking into account…

Statistics Theory · Mathematics 2024-05-22 Maximilian Ofner , Siegfried Hörmann

Penalized transformation models (PTMs) are a semiparametric location-scale regression family that estimate a response's conditional distribution directly from the data, and model the location and scale through structured additive…

Methodology · Statistics 2025-09-22 Johannes Brachem , Paul F. V. Wiemann , Thomas Kneib

This paper proposes methods for Bayesian inference in time-varying parameter (TVP) quantile regression (QR) models featuring conditional heteroskedasticity. I use data augmentation schemes to render the model conditionally Gaussian and…

Econometrics · Economics 2021-10-19 Michael Pfarrhofer

We develop Bayesian nonparametric models for spatially indexed data of mixed type. Our work is motivated by challenges that occur in environmental epidemiology, where the usual presence of several confounding variables that exhibit complex…

Methodology · Statistics 2014-10-17 Georgios Papageorgiou , Sylvia Richardson , Nicky Best