相关论文: Quantile Mixed Hidden Markov Models for multivaria…

This report introduces a parsimonious structure for mixture of autoregressive models, where the weighting coefficients are determined through latent random variables as functions of all past observations. These variables follow a hidden…

We present generalized additive latent and mixed models (GALAMMs) for analysis of clustered data with responses and latent variables depending smoothly on observed variables. A scalable maximum likelihood estimation algorithm is proposed,…

We propose a modified version of the three-step estimation method for the latent class model with covariates, which may be used to estimate latent Markov models for longitudinal data. The three-step estimation approach we propose is based…

A particular challenge for disease progression modeling is the heterogeneity of a disease and its manifestations in the patients. Existing approaches often assume the presence of a single disease progression characteristics which is…

We propose a joint model for a time-to-event outcome and a quantile of a continuous response repeatedly measured over time. The quantile and survival processes are associated via shared latent and manifest variables. Our joint model…

Timely characterizations of risks in economic and financial systems play an essential role in both economic policy and private sector decisions. However, the informational content of low-frequency variables and the results from conditional…

Consider a subject or unit in a longitudinal biomedical, public health, engineering, economic, or social science study which is being monitored over a possibly random duration. Over time this unit experiences competing recurrent events and…

Aiming to generate realistic synthetic times series of the bivariate process of daily mean temperature and precipitations, we introduce a non-homogeneous hidden Markov model. The non-homogeneity lies in periodic transition probabilities…

More than two thirds of mental health problems have their onset during childhood or adolescence. Identifying children at risk for mental illness later in life and predicting the type of illness is not easy. We set out to develop a platform…

Regression models describing the joint distribution of multivariate response variables conditional on covariate information have become an important aspect of contemporary regression analysis. However, a limitation of such models is that…

This paper introduces a new parsimonious structure for mixture of autoregressive models. the weighting coefficients are determined through latent random variables, following a hidden Markov model. We propose a dynamic programming algorithm…

How should researchers analyze randomized experiments in which the main outcome is latent and measured in multiple ways but each measure contains some degree of error? We first identify a critical study-specific noncomparability problem in…

Understanding treatment effect heterogeneity is vital to many scientific fields because the same treatment may affect different individuals differently. Quantile regression provides a natural framework for modeling such heterogeneity. We…

Multivariate processes with long-range dependent properties are found in a large number of applications including finance, geophysics and neuroscience. For real data applications, the correlation between time series is crucial. Usual…

Longitudinal processes often unfold concurrently where the growth of two or more longitudinal outcomes are associated. Additionally, if the study under investigation is long, the growth curves may exhibit nonconstant change with respect to…

Multivariate regression model is a natural generalization of the classical univari- ate regression model for fitting multiple responses. In this paper, we propose a high- dimensional multivariate conditional regression model for…

In medicine, comorbidities refer to the presence of multiple, co-occurring diseases. Due to their co-occurring nature, the course of one comorbidity is often highly dependent on the course of the other disease and, hence, treatments can…

Multistate Markov models are a canonical parametric approach for data modeling of observed or latent stochastic processes supported on a finite state space. Continuous-time Markov processes describe data that are observed irregularly over…

This article considers the joint modeling of longitudinal covariates and partly-interval censored time-to-event data. Longitudinal time-varying covariates play a crucial role in obtaining accurate clinically relevant predictions using a…

Predicting future operational risk losses gives rise to a significant challenge due to the heterogeneous and time-dependent structures present in real-world data. Furthermore, stress test exercises require examining the relationship with…