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Generalized linear models (GLMs) form one of the most popular classes of models in statistics. The gamma variant is used, for instance, in actuarial science for the modelling of claim amounts in insurance. A flaw of GLMs is that they are…
We address regularised versions of the Expectation-Maximisation (EM) algorithm for Generalised Linear Mixed Models (GLMM) in the context of panel data (measured on several individuals at different time points). A random response y is…
In developing data-driven modeling methodologies, there is an ongoing need to reconcile the strong predictive performance of opaque black-box models with the transparency required for critical applications. This work introduces an…
Renormalization group calculations are used to give exact solutions for rigidity percolation on hierarchical lattices. Algebraic scaling transformations for a simple example in two dimensions produce a transition of second order, with an…
Deep generative models are universal tools for learning data distributions on high dimensional data spaces via a mapping to lower dimensional latent spaces. We provide a study of latent space geometries and extend and build upon previous…
Many problems in statistics and machine learning can be formulated as model selection problems, where the goal is to choose an optimal parsimonious model among a set of candidate models. It is typical to conduct model selection by…
Gradient flow has proved useful in the definition and measurement of renormalized quantities on the lattice. Recently, the fact that it suppresses high-modes of the field has been used to construct new, continuous RG transformations both…
The renormalization group equations (RGEs) in Standard Model effective theory are usually either solved analytically, neglecting the scale dependence of gauge and Yukawa couplings, or numerically without such approximations. We present…
We develop a Renormalization Group (RG) approach to the study of existence and uniqueness of solutions to stochastic partial differential equations driven by space-time white noise. As an example we prove well-posedness and independence of…
Under the classical long-span asymptotic framework we develop a class of Generalized Laplace (GL) inference methods for the change-point dates in a linear time series regression model with multiple structural changes analyzed in, e.g., Bai…
Graph neural networks (GNNs) are a type of neural model that tackle graphical tasks in an end-to-end manner. Recently, GNNs have been receiving increased attention in machine learning and data mining communities because of the higher…
Graphical models capture relations between entities in a wide range of applications including social networks, biology, and natural language processing, among others. Graph neural networks (GNN) are neural models that operate over graphs,…
Graph Neural Networks (GNNs) and their message passing framework that leverages both structural and feature information, have become a standard method for solving graph-based machine learning problems. However, these approaches still…
We propose a likelihood ratio based inferential framework for high dimensional semiparametric generalized linear models. This framework addresses a variety of challenging problems in high dimensional data analysis, including incomplete…
Generalized linear model with $L_1$ and $L_2$ regularization is a widely used technique for solving classification, class probability estimation and regression problems. With the numbers of both features and examples growing rapidly in the…
The Wilsonian renormalization group (RG) method is applied to finite temperature systems for the study of non-perturbative methods in the field theory. We choose the O(N) linear sigma model as the first step. Under the local potential…
Growth curve models are popular tools for studying the development of a response variable within subjects over time. Heterogeneity between subjects is common in such models, and researchers are typically interested in explaining or…
We propose a random-effects approach to missing values for generalized linear mixed model (GLMM) analysis. The method converts a GLMM with missing covariates to another GLMM without missing covariates. The standard GLMM analysis tools for…
Medical time-series data are characterized by irregular sampling, high noise levels, missing values, and strong inter-feature dependencies. Recurrent neural networks (RNNs), particularly gated architectures such as Long Short-Term Memory…
We develop a density matrix renormalization group (DMRG) algorithm for constrained quantum lattice models that successfully {\it{implements the local constraints as symmetries in the contraction of the matrix product states and matrix…