相关论文: Model Selection in Variational Mixed Effects Model…
Longitudinal data analysis is fundamental for understanding dynamic processes in biomedical and social sciences. Although varying coefficient models (VCMs) provide a flexible framework by allowing covariate effects to evolve over time,…
Task vectors capture how a model changes during fine-tuning by recording the difference between pre-trained and task-specific weights. The composition of task vectors, a key operator in task arithmetic, enables models to integrate knowledge…
Quantile regression has been successfully used to study heterogeneous and heavy-tailed data. Varying-coefficient models are frequently used to capture changes in the effect of input variables on the response as a function of an index or…
We propose to learn model invariances as a means of interpreting a model. This is motivated by a reverse engineering principle. If we understand a problem, we may introduce inductive biases in our model in the form of invariances.…
Non-linear hierarchical models are commonly used in many disciplines. However, inference in the presence of non-nested effects and on large datasets is challenging and computationally burdensome. This paper provides two contributions to…
Linear mixed-effects models are widely used in analyzing clustered or repeated measures data. We propose a quasi-likelihood approach for estimation and inference of the unknown parameters in linear mixed-effects models with high-dimensional…
The Bayesian estimation of GARCH-family models has been typically addressed through Monte Carlo sampling. Variational Inference is gaining popularity and attention as a robust approach for Bayesian inference in complex machine learning…
The complexity of linear mixed-effects (LME) models means that traditional diagnostics are rendered less effective. This is due to a breakdown of asymptotic results, boundary issues, and visible patterns in residual plots that are…
We discuss Bayesian model uncertainty analysis and forecasting in sequential dynamic modeling of multivariate time series. The perspective is that of a decision-maker with a specific forecasting objective that guides thinking about relevant…
We propose a fast and theoretically grounded method for Bayesian variable selection and model averaging in latent variable regression models. Our framework addresses three interrelated challenges: (i) intractable marginal likelihoods, (ii)…
Variational autoencoders (VAEs) are latent variable models that can generate complex objects and provide meaningful latent representations. Moreover, they could be further used in downstream tasks such as classification. As previous work…
Interpreting black-box machine learning models is challenging due to their strong dependence on data and inherently non-parametric nature. This paper reintroduces the concept of importance through "Marginal Variable Importance Metric"…
Heterogeneous, mixed type datasets including both continuous and categorical variables are ubiquitous, and enriches data analysis by allowing for more complex relationships and interactions to be modelled. Mixture models offer a flexible…
Collected data, which is used for analysis or prediction tasks, often have a hierarchical structure, for example, data from various people performing the same task. Modeling the data's structure can improve the reliability of the derived…
Model-based component-wise gradient boosting is a popular tool for data-driven variable selection. In order to improve its prediction and selection qualities even further, several modifications of the original algorithm have been developed,…
Bayesian variable selection is a powerful tool for data analysis, as it offers a principled method for variable selection that accounts for prior information and uncertainty. However, wider adoption of Bayesian variable selection has been…
Bayesian calibration of black-box computer models offers an established framework to obtain a posterior distribution over model parameters. Traditional Bayesian calibration involves the emulation of the computer model and an additive model…
Motivated by applications in precision medicine and treatment effect heterogeneity, recent research has focused on estimating conditional average treatment effects (CATEs) using machine learning (ML). CATE estimates may represent…
The R package CVEK introduces a suite of flexible machine learning models and robust hypothesis tests for learning the joint nonlinear effects of multiple covariates in limited samples. It implements the Cross-validated Ensemble of Kernels…
In plant breeding the presence of a genotype by environment (GxE) interaction has a strong impact on cultivation decision making and the introduction of new crop cultivars. The combination of linear and bilinear terms has been shown to be…