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The mixture of factor analyzers (MFA) model provides a powerful tool for analyzing high-dimensional data as it can reduce the number of free parameters through its factor-analytic representation of the component covariance matrices. This…

统计方法学 · 统计学 2013-07-09 Tsung-I Lin , Geoffrey J. McLachlan , Sharon X. Lee

The functional linear model is a popular tool to investigate the relationship between a scalar/functional response variable and a scalar/functional covariate. We generalize this model to a functional linear mixed-effects model when repeated…

统计方法学 · 统计学 2016-01-07 Baisen Liu , Jiguo Cao

Traditionally, spline or kernel approaches in combination with parametric estimation are used to infer the linear coefficient (fixed effects) in a partially linear mixed-effects model for repeated measurements. Using machine learning…

统计方法学 · 统计学 2023-04-03 Corinne Emmenegger , Peter Bühlmann

Estimation of generalized linear mixed models (GLMMs) with non-nested random effects structures requires approximation of high-dimensional integrals. Many existing methods are tailored to the low-dimensional integrals produced by nested…

统计计算 · 统计学 2014-04-01 Andrew T. Karl , Yan Yang , Sharon L. Lohr

Linear mixed-effects model (LMM) is a cornerstone of longitudinal data analysis, but is limited to adeptly make heterogeneous analyses predictable under both group-specific fixed effects and subject-specific random effects. To address this…

统计方法学 · 统计学 2026-03-10 Xinkai Yue , Xiaodong Yan , Haohui Han , Liya Fu

Non-homogeneous hidden Markov models (NHHMM) are a subclass of dependent mixture models used for semi-supervised learning, where both transition probabilities between the latent states and mean parameter of the probability distribution of…

机器学习 · 统计学 2019-12-23 Aliaksandr Hubin

Linear Mixed Effects (LME) models have been widely applied in clustered data analysis in many areas including marketing research, clinical trials, and biomedical studies. Inference can be conducted using maximum likelihood approach if…

统计方法学 · 统计学 2022-11-10 Hao Chen , Lanshan Han , Alvin Lim

Parameter inference for stochastic differential equation mixed effects models (SDEMEMs) is a challenging problem. Analytical solutions for these models are rarely available, which means that the likelihood is also intractable. In this case,…

统计计算 · 统计学 2019-09-30 Imke Botha , Robert Kohn , Christopher Drovandi

We consider constructing model selection criteria for evaluating nonlinear mixed effects models via basis expansions. Mean functions and random functions in the mixed effects model are expressed by basis expansions, then they are estimated…

统计方法学 · 统计学 2014-02-25 Hidetoshi Matsui

The ability to generate samples of the random effects from their conditional distributions is fundamental for inference in mixed effects models. Random walk Metropolis is widely used to perform such sampling, but this method is known to…

统计方法学 · 统计学 2019-10-29 Belhal Karimi , Marc Lavielle , Eric Moulines

Modern data-driven and distributed learning frameworks deal with diverse massive data generated by clients spread across heterogeneous environments. Indeed, data heterogeneity is a major bottleneck in scaling up many distributed learning…

机器学习 · 计算机科学 2023-08-23 Amirhossein Reisizadeh , Khashayar Gatmiry , Asuman Ozdaglar

Non-linear mixed effects modeling and simulation (NLME M&S) is evaluated to be used for standardization with longitudinal data in presence of confounders. Standardization is a well-known method in causal inference to correct for confounding…

统计方法学 · 统计学 2024-05-01 Christian Bartels , Martina Scauda , Neva Coello , Thomas Dumortier , Bjoern Bornkamp , Giusi Moffa

We consider nonlinear mixed effects models including high-dimensional covariates to model individual parameters variability. The objective is to identify relevant covariates among a large set under sparsity assumption and to estimate model…

统计理论 · 数学 2025-08-06 Antoine Caillebotte , Estelle Kuhn , Sarah Lemler

Difficulties may arise when analyzing longitudinal data using mixed-effects models if there are nonparametric functions present in the linear predictor component. This study extends the use of semiparametric mixed-effects modeling in cases…

统计方法学 · 统计学 2024-02-05 Mozhgan Taavoni , Mohammad Arashi

We propose a new method for the Maximum Likelihood Estimator (MLE) of nonlinear mixed effects models when the variance matrix of Gaussian random effects has a prescribed pattern of zeros (PPZ). The method consists in coupling the recently…

统计方法学 · 统计学 2009-02-11 Djalil Chafai , Didier Concordet

We consider a finite mixture of regressions (FMR) model for high-dimensional inhomogeneous data where the number of covariates may be much larger than sample size. We propose an l1-penalized maximum likelihood estimator in an appropriate…

统计方法学 · 统计学 2012-02-28 Nicolas Städler , Peter Bühlmann , Sara van de Geer

We present an estimation procedure for nonlinear mixed-effects models in which the population trajectory is represented by penalized splines and adapted to individuals via subject-specific transformation parameters. By exploiting the mixed…

统计方法学 · 统计学 2026-03-13 Matteo D'Alessandro , Magne Thoresen , Øystein Sørensen

We study the trajectory of iterations and the convergence rates of the Expectation-Maximization (EM) algorithm for two-component Mixed Linear Regression (2MLR). The fundamental goal of MLR is to learn the regression models from unlabeled…

机器学习 · 计算机科学 2024-06-05 Zhankun Luo , Abolfazl Hashemi

Expectation maximisation (EM) is an unsupervised learning method for estimating the parameters of a finite mixture distribution. It works by introducing "hidden" or "latent" variables via Baum's auxiliary function $Q$ that allow the joint…

机器学习 · 计算机科学 2022-05-19 Graham W. Pulford

We present a computational motivation for restricted maximum likelihood (REML) estimation in linear mixed models using an expectation--maximization (EM) algorithm. At each iteration, maximum likelihood (ML) and REML solve the same…

统计计算 · 统计学 2026-02-11 Andrew T. Karl