相关论文: Factor tree copula models for item response data

Copulas are a fundamental tool for modelling multivariate dependencies in data, forming the method of choice in diverse fields and applications. However, the adoption of existing models for multimodal and high-dimensional dependencies is…

Several collective risk models have recently been proposed by relaxing the widely used but controversial assumption of independence between claim frequency and severity. Approaches include the bivariate copula model, random effect model,…

We consider the estimation of approximate factor models for time series data, where strong serial and cross-sectional correlations amongst the idiosyncratic component are present. This setting comes up naturally in many applications, but…

Decision trees are widely used for non-linear modeling, as they capture interactions between predictors while producing inherently interpretable models. Despite their popularity, performing inference on the non-linear fit remains largely…

Modern data science applications often involve complex relational data with dynamic structures. An abrupt change in such dynamic relational data is typically observed in systems that undergo regime changes due to interventions. In such a…

Copula modeling has gained much attention in many fields recently with the advantage of separating dependence structure from marginal distributions. In real data, however, serious ties are often present in one or multiple margins, which…

Regression models for limited continuous dependent variables having a non-negligible probability of attaining exactly their limits are presented. The models differ in the number of parameters and in their flexibility. Fractional data being…

Survival trees are popular alternatives to Cox or Aalen regression models that offer both modelling flexibility and graphical interpretability. This paper introduces a new algorithm for survival trees that relaxes the assumption of…

In many scientific contexts, different investigators experiment with or observe different variables with data from a domain in which the distinct variable sets might well be related. This sort of fragmentation sometimes occurs in molecular…

Inferring causal relationships from observed data is an important task, yet it becomes challenging when the data is subject to various external interferences. Most of these interferences are the additional effects of external factors on…

Factor analysis is often used to assess whether a single univariate latent variable is sufficient to explain most of the covariance among a set of indicators for some underlying construct. When evidence suggests that a single factor is…

The advent of high-throughput sequencing technologies has lead to vast comparative genome sequences. The construction of gene-gene interaction networks or dependence graphs on the genome scale is vital for understanding the regulation of…

Understanding how subsets of items are chosen from offered sets is critical to assortment planning, wireless network planning, and many other applications. There are two seemingly unrelated subset choice models that capture dependencies…

Data can be assumed to be continuous functions defined on an infinite-dimensional space for many phenomena. However, the infinite-dimensional data might be driven by a small number of latent variables. Hence, factor models are relevant for…

In this paper, we derive copula-based and empirical dependency models (DMs) for simulating non-independent variables, and then propose a new way for determining the distribution of the model outputs conditional on every subset of inputs.…

A common objective in the analysis of tabular data is estimating the conditional distribution (in contrast to only producing predictions) of a set of "outcome" variables given a set of "covariates", which is sometimes referred to as the…

In dealing with high-dimensional data sets, factor models are often useful for dimension reduction. The estimation of factor models has been actively studied in various fields. In the first part of this paper, we present a new approach to…

In this study, we address causal inference when only observational data and a valid causal ordering from the causal graph are available. We introduce a set of flow models that can recover component-wise, invertible transformation of…

In many cases, feature selection is often more complicated than identifying a single subset of input variables that would together explain the output. There may be interactions that depend on contextual information, i.e., variables that…

My dissertation revolves around Bayesian approaches towards constrained statistical inference in the factor analysis (FA) model. Two interconnected types of restricted-model selection are considered. These types have a natural connection to…