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In this paper, different strands of literature are combined in order to obtain algorithms for semi-parametric estimation of discrete choice models that include the modelling of unobserved heterogeneity by using mixing distributions for the…
This paper develops a quasi-maximum likelihood estimator for genuinely unbalanced dynamic network panel data models with individual fixed effects. We propose a model that accommodates contemporaneous and lagged network spillovers, temporal…
The best-known and most commonly used distribution-property estimation technique uses a plug-in estimator, with empirical frequency replacing the underlying distribution. We present novel linear-time-computable estimators that significantly…
Estimating average treatment effects from observational data is challenging under practical violations of the positivity assumption. Targeted Maximum Likelihood Estimators (TMLEs) are widely used because of their double robustness and…
Transferability metrics is a maturing field with increasing interest, which aims at providing heuristics for selecting the most suitable source models to transfer to a given target dataset, without fine-tuning them all. However, existing…
Quantifying the directionality of information flow is instrumental in understanding, and possibly controlling, the operation of many complex systems, such as transportation, social, neural, or gene-regulatory networks. The standard Transfer…
This paper introduces a high-dimensional binary variate model that accommodates nonstationary covariates and factors, and studies their asymptotic theory. This framework encompasses scenarios where single indices are nonstationary or…
The piecewise exponential model is a flexible non-parametric approach for time-to-event data, but extrapolation beyond final observation times typically relies on random walk priors and deterministic knot locations, resulting in unrealistic…
Escort distributions have been shown to be very useful in a great variety of fields ranging from information theory, nonextensive statistical mechanics till coding theory, chaos and multifractals. In this work we give the notion and the…
The family of log-concave density functions contains various kinds of common probability distributions. Due to the shape restriction, it is possible to find the nonparametric estimate of the density, for example, the nonparametric maximum…
In this paper a new lifetime distribution which is obtained by compounding Lindley and geometric distributions, named Lindley-geometric (LG) distribution, is introduced. Several properties of the new distribution such as density, failure…
It is well known that, under standard regularity conditions, the maximum likelihood estimator (MLE) satisfies a central limit theorem and converges in distribution to a Gaussian random variable as the sample size grows. This paper…
Modeling sparse data such as microbiome and transcriptomics (RNA-seq) data is very challenging due to the exceeded number of zeros and skewness of the distribution. Many probabilistic models have been used for modeling sparse data,…
We use the illness-death model (IDM) for chronic conditions to derive a new analytical relation between the transition rates between the states of the IDM. The transition rates are the incidence rate (i) and the mortality rates of people…
In this paper, we propose a new discriminative model named \emph{nonextensive information theoretical machine (NITM)} based on nonextensive generalization of Shannon information theory. In NITM, weight parameters are treated as random…
The Laplace approximation (LA) has been proposed as a method for approximating the marginal likelihood of statistical models with latent variables. However, the approximate maximum likelihood estimators (MLEs) based on the LA are often…
This paper studies computationally and theoretically attractive estimators called the Laplace type estimators (LTE), which include means and quantiles of Quasi-posterior distributions defined as transformations of general…
A linear mixed-effects (LME) model is proposed for modelling and forecasting single and multi-population age-specific death rates (ASDRs). The innovative approach that we take in this study treats age, the interaction between gender and…
Structured Latent Attribute Models (SLAMs) are a family of discrete latent variable models widely used in education, psychology, and epidemiology to model multivariate categorical data. A SLAM assumes that multiple discrete latent…
This paper addresses classification problems with matrix-valued data, which commonly arise in applications such as neuroimaging and signal processing. Building on the assumption that the data from each class follows a matrix normal…