相关论文: Three-step estimation of latent Markov models with…

We consider a stochastic blockmodel equipped with node covariate information, that is helpful in analyzing social network data. The key objective is to obtain maximum likelihood estimates of the model parameters. For this task, we devise a…

Statistical estimation and inference for marginal hazard models with varying coefficients for multivariate failure time data are important subjects in survival analysis. A local pseudo-partial likelihood procedure is proposed for estimating…

Latent factor models that integrate data from multiple sources/studies or modalities have garnered considerable attention across various disciplines. However, existing methods predominantly focus either on multi-study integration or…

This research deals with the estimation and imputation of missing data in longitudinal models with a Poisson response variable inflated with zeros. A methodology is proposed that is based on the use of maximum likelihood, assuming that data…

Probit models are useful for modeling correlated discrete responses in many disciplines, including consumer choice data in economics and marketing. However, the Gaussian latent variable feature of probit models coupled with identification…

Multivariate data that combine binary, categorical, count and continuous outcomes are common in the social and health sciences. We propose a semiparametric Bayesian latent variable model for multivariate data of arbitrary type that does not…

The task of modeling claim severities is addressed when data is not consistent with the classical regression assumptions. This framework is common in several lines of business within insurance and reinsurance, where catastrophic losses or…

This work concerns estimation of linear autoregressive models with Markov-switching using expectation maximisation (E.M.) algorithm. Our method generalise the method introduced by Elliot for general hidden Markov models and avoid to use…

In the framework of model-based clustering, a model allowing several latent class variables is proposed. This model assumes that the distribution of the observed data can be factorized into several independent blocks of variables. Each…

This paper tackles the problem of robust covariance matrix estimation when the data is incomplete. Classical statistical estimation methodologies are usually built upon the Gaussian assumption, whereas existing robust estimation ones assume…

The expectation-maximization (EM) algorithm and its variants are widely used in statistics. In high-dimensional mixture linear regression, the model is assumed to be a finite mixture of linear regression and the number of predictors is much…

Mixed outcome endpoints that combine multiple continuous and discrete components to form co-primary, multiple primary or composite endpoints are often employed as primary outcome measures in clinical trials. There are many advantages to…

The Expectation Maximisation (EM) algorithm is widely used to optimise non-convex likelihood functions with latent variables. Many authors modified its simple design to fit more specific situations. For instance, the Expectation (E) step…

The Poisson log-normal model is a latent variable model that provides a generic framework for the analysis of multivariate count data. Inferring its parameters can be a daunting task since the conditional distribution of the latent…

Gradient-based solvers risk convergence to local optima, leading to incorrect researcher inference. Heuristic-based algorithms are able to ``break free" of these local optima to eventually converge to the true global optimum. However, given…

In a mixture of linear regression model, the regression coefficients are treated as random vectors that may follow either a continuous or discrete distribution. We propose two Expectation-Maximization (EM) algorithms to estimate this prior…

Finite Gaussian mixture models are widely used for model-based clustering of continuous data. Nevertheless, since the number of model parameters scales quadratically with the number of variables, these models can be easily…

Online variants of the Expectation Maximization (EM) algorithm have recently been proposed to perform parameter inference with large data sets or data streams, in independent latent models and in hidden Markov models. Nevertheless, the…

In social sciences, studies are often based on questionnaires asking participants to express ordered responses several times over a study period. We present a model-based clustering algorithm for such longitudinal ordinal data. Assuming…

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…