相关论文: Derivative Computations and Robust Standard Errors…

Linear mixed models are able to handle an extraordinary range of complications in regression-type analyses. Their most common use is to account for within-subject correlation in longitudinal data analysis. They are also the standard vehicle…

robustloggamma is an R package for robust estimation and inference in the generalized loggamma model. We briefly introduce the model, the estimation procedures and the computational algorithms. Then, we illustrate the use of the package…

Linear mixed models (LMMs) are used as an important tool in the data analysis of repeated measures and longitudinal studies. The most common form of LMMs utilize a normal distribution to model the random effects. Such assumptions can often…

This paper studies the high-dimensional mixed linear regression (MLR) where the output variable comes from one of the two linear regression models with an unknown mixing proportion and an unknown covariance structure of the random…

In this paper, we aim to enhance the robustness of Universal Information Extraction (UIE) by introducing a new benchmark dataset, a comprehensive evaluation, and a feasible solution. Existing robust benchmark datasets have two key…

The R package merlin performs flexible joint modelling of hierarchical multi-outcome data. Increasingly, multiple longitudinal biomarker measurements, possibly censored time-to-event outcomes and baseline characteristics are available.…

Robust estimation has played an important role in statistical and machine learning. However, its applications to functional linear regression are still under-developed. In this paper, we focus on Huber's loss with a diverging robustness…

Objectives: This paper develops two algorithms to achieve federated generalized linear mixed effect models (GLMM), and compares the developed model's outcomes with each other, as well as that from the standard R package (`lme4'). Methods:…

Bai (2010) and Bai et al. (2012) proposed robust mixture regression method based on the M regression estimation. However, the M-estimators are robust against the outliers in response variables, but they are not robust against the outliers…

Over the last decades, the challenges in applied regression and in predictive modeling have been changing considerably: (1) More flexible model specifications are needed as big(ger) data become available, facilitated by more powerful…

Robust estimation under Huber's $\epsilon$-contamination model has become an important topic in statistics and theoretical computer science. Statistically optimal procedures such as Tukey's median and other estimators based on depth…

This paper explores improvements in prediction accuracy and inference capability when allowing for potential correlation in team-level random effects across multiple game-level responses from different assumed distributions. First-order and…

This paper develops tools to obtain robust probabilistic estimates for queueing models at the large deviations (LD) scale. These tools are based on the recently introduced robust R\'enyi bounds, which provide LD estimates (and more…

Generalized linear models (GLMs) are fundamental tools for statistical modeling, with maximum likelihood estimation (MLE) serving as the classical approach for parameter inference. While MLE performs well for canonical GLMs, it can become…

Recent developments on deep learning established some theoretical properties of deep neural networks estimators. However, most of the existing works on this topic are restricted to bounded loss functions or (sub)-Gaussian or bounded input.…

Mixed-effects models have emerged as the gold standard of statistical analysis in different sub-fields of linguistics (Baayen, Davidson & Bates, 2008; Johnson, 2009; Barr, et al, 2013; Gries, 2015). One problematic feature of these models…

The R package RegressionFactory provides expander functions for constructing the high-dimensional gradient vector and Hessian matrix of the log-likelihood function for generalized linear models (GLMs), from the lower-dimensional…

Models with random effects, such as generalised linear mixed models (GLMMs), are often used for analysing clustered data. Parameter inference with these models is difficult because of the presence of cluster-specific random effects, which…

A current strand of research in high-dimensional statistics deals with robustifying the available methodology with respect to deviations from the pervasive light-tail assumptions. In this paper we consider a linear mean regression model…

Hierarchical learning models, such as mixture models and Bayesian networks, are widely employed for unsupervised learning tasks, such as clustering analysis. They consist of observable and hidden variables, which represent the given data…