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We investigate a novel non-parametric regression-based clustering algorithm for longitudinal data analysis. Combining natural cubic splines with Gaussian mixture models (GMM), the algorithm can produce smooth cluster means that describe the…

Methodology · Statistics 2022-09-20 Peter Mlakar , Tapio Nummi , Polona Oblak , Jana Faganeli Pucer

Consider the problem of joint parameter estimation and prediction in a Markov random field: i.e., the model parameters are estimated on the basis of an initial set of data, and then the fitted model is used to perform prediction (e.g.,…

Machine Learning · Computer Science 2007-07-13 Martin J. Wainwright

Multivariate meta-analysis is gaining prominence in evidence synthesis research because it enables simultaneous synthesis of multiple correlated outcome data, and random-effects models have generally been used for addressing between-studies…

Methodology · Statistics 2021-07-14 Hisashi Noma , Kengo Nagashima , Toshi A. Furukawa

Standard random-effects meta-analysis relies heavily on the assumption that the underlying true effects are normally distributed. In the social sciences, where evidence synthesis increasingly involves large, highly heterogeneous datasets,…

Methodology · Statistics 2026-05-01 Daihe Sui , Elizabeth Tipton

In this manuscript, we consider a finite nonparametric mixture model with non-independent marginal density functions. Dependence between the marginal densities is modeled using a copula device. Until recently, no deterministic algorithms…

Methodology · Statistics 2025-05-23 Michael Levine

We study causal effect estimation from a mixture of observational and interventional data in a confounded linear regression model with multivariate treatments. We show that the statistical efficiency in terms of expected squared error can…

Linear Mixed-Effects (LME) models are a fundamental tool for modeling correlated data, including cohort studies, longitudinal data analysis, and meta-analysis. Design and analysis of variable selection methods for LMEs is more difficult…

Additive smooth models, such as Generalized additive models (GAMs) of location, scale, and shape (GAMLSS), are a popular choice for modeling experimental data. However, software available to fit such models is usually not tailored…

Methodology · Statistics 2025-06-17 Joshua Krause , Jelmer P. Borst , Jacolien van Rij

Nonparametric regression models offer a way to understand and quantify relationships between variables without having to identify an appropriate family of possible regression functions. Although many estimation methods for these models have…

Methodology · Statistics 2023-04-07 Matias Salibian-Barrera

Non-random sample selection is a commonplace amongst many empirical studies and it appears when an output variable of interest is available only for a restricted non-random sub-sample of data. We introduce an extension of the generalized…

Statistics Theory · Mathematics 2015-08-18 M. Wojtyś , G. Marra

Linear Mixed-Effects (LME) models are a fundamental tool for modeling clustered data, including cohort studies, longitudinal data analysis, and meta-analysis. The design and analysis of variable selection methods for LMEs is considerably…

Methodology · Statistics 2022-09-28 Aleksandr Aravkin , James Burke , Aleksei Sholokhov , Peng Zheng

We propose new data-driven smooth tests for a parametric regression function. The smoothing parameter is selected through a new criterion that favors a large smoothing parameter under the null hypothesis. The resulting test is adaptive…

Statistics Theory · Mathematics 2007-06-13 Emmanuel Guerre , Pascal Lavergne

Marginal structural models are a popular method for estimating causal effects in the presence of time-varying exposures. In spite of their popularity, no scalable non-parametric estimator exist for marginal structural models with…

Methodology · Statistics 2024-09-30 Axel Martin , Michele Santacatterina , Iván Díaz

Nonlinear mixed effects models have become a standard platform for analysis when data is in the form of continuous and repeated measurements of subjects from a population of interest, while temporal profiles of subjects commonly follow a…

Methodology · Statistics 2022-03-04 Se Yoon Lee

In this paper, we consider the filtering and smoothing recursions in nonparametric finite state space hidden Markov models (HMMs) when the parameters of the model are unknown and replaced by estimators. We provide an explicit and time…

Statistics Theory · Mathematics 2015-07-24 Yohann De Castro , Elisabeth Gassiat , Sylvain Le Corff

The validity of estimation and smoothing parameter selection for the wide class of generalized additive models for location, scale and shape (GAMLSS) relies on the correct specification of a likelihood function. Deviations from such…

Methodology · Statistics 2019-11-14 William H. Aeberhard , Eva Cantoni , Giampiero Marra , Rosalba Radice

This paper is concerned with the selection and estimation of fixed and random effects in linear mixed effects models. We propose a class of nonconcave penalized profile likelihood methods for selecting and estimating important fixed…

Statistics Theory · Mathematics 2012-11-05 Yingying Fan , Runze Li

A new empirical Bayes approach to variable selection in the context of generalized linear models is developed. The proposed algorithm scales to situations in which the number of putative explanatory variables is very large, possibly much…

Methodology · Statistics 2021-06-29 Haim Bar , James Booth , Martin T. Wells

Multimodal regression estimation methods are introduced for regression models involving circular response and/or covariate. The regression estimators are based on the maximization of the conditional densities of the response variable over…

Methodology · Statistics 2024-01-10 María Alonso-Pena , Rosa M. Crujeiras

Local smoothing testing that is based on multivariate nonparametric regression estimation is one of the main model checking methodologies in the literature. However, relevant tests suffer from the typical curse of dimensionality resulting…

Methodology · Statistics 2014-05-12 Xu Guo , Lixing Zhu