相关论文: Parameter Recovery with Marginal Maximum Likelihoo…

The testlet model is a popular statistical approach widely used by researchers and practitioners to address local item dependence (LID), a violation of the local independence assumption in item response theory (IRT) which can cause various…

Multidimensional item response theory (MIRT) models have generated increasing interest in the psychometrics literature. Efficient approaches for estimating MIRT models with dichotomous responses have been developed, but constructing an…

In this paper, we provide a novel method for the estimation of unknown parameters of the Gaussian Mixture Model (GMM) in Positron Emission Tomography (PET). A vast majority of PET imaging methods are based on reconstruction model that is…

The generalized linear mixed model (GLMM) is widely used for analyzing correlated data, particularly in large-scale biomedical and social science applications. Scalable Bayesian inference for GLMMs is challenging because the marginal…

Due to its heavy-tailed and fully parametric form, the multivariate generalized Gaussian distribution (MGGD) has been receiving much attention for modeling extreme events in signal and image processing applications. Considering the…

Parametric Markov chains (pMCs) are Markov chains (MCs) with symbolic probabilities. A pMC encodes a family of MCs, where each member is obtained by replacing parameters with constants. The parameters allow encoding dependencies between…

Parameter estimation connects mathematical models to real-world data and decision making across many scientific and industrial applications. Standard approaches such as maximum likelihood estimation and Markov chain Monte Carlo estimate…

Continuous-time Markov chains (CTMCs) are popular modeling formalism that constitutes the underlying semantics for real-time probabilistic systems such as queuing networks, stochastic process algebras, and calculi for systems biology. Prism…

We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance…

The Gaussian process latent variable model (GPLVM) is a popular probabilistic method used for nonlinear dimension reduction, matrix factorization, and state-space modeling. Inference for GPLVMs is computationally tractable only when the…

A generalized method of moments (GMM) estimator is unreliable for a large number of moment conditions, that is, it is comparable, or larger than the sample size. While classical GMM literature proposes several provisions to this problem,…

In this paper we consider the parameter estimation problem associated to partially-observed time changed SDEs, with observations that are given at discrete times. In particular we consider both likelihood and Bayesian estimation. We develop…

Gaussian processes (GPs) are frequently used in machine learning and statistics to construct powerful models. However, when employing GPs in practice, important considerations must be made, regarding the high computational burden,…

Statistical signal processing applications usually require the estimation of some parameters of interest given a set of observed data. These estimates are typically obtained either by solving a multi-variate optimization problem, as in the…

Analyzing ordinal data becomes increasingly important in psychology, especially in the context of item response theory. The generalized partial credit model (GPCM) is probably the most widely used ordinal model and finds application in many…

Random-effects models are central to meta-analysis, yet the between-study variance is often underestimated when the number of studies is small. In such settings, confidence intervals become unduly narrow and fail to attain the nominal…

Quantitative MRI (qMRI) offers tissue-specific biomarkers that can be tracked over time or compared across populations; however, its adoption in clinical research is hindered by significant computational demands of parameter estimation.…

Generalized linear mixed models (GLMMs) are often used for analyzing correlated non-Gaussian data. The likelihood function in a GLMM is available only as a high dimensional integral, and thus closed-form inference and prediction are not…

The purpose of this study is to provide a step-by-step demonstration of item recovery for the Multidimensional Graded Response Model (MGRM) in R. Within this scope, a sample simulation design was constructed where the test lengths were set…

Particle Markov Chain Monte Carlo (PMCMC) is a general computational approach to Bayesian inference for general state space models. Our article scales up PMCMC in terms of the number of observations and parameters by generating the…