相关论文: Combined shrinkage of fixed and random effects in …

Linear mixed models are a versatile statistical tool to study data by accounting for fixed effects and random effects from multiple sources of variability. In many situations, a large number of candidate fixed effects is available and it is…

This article describes a full Bayesian treatment for simultaneous fixed-effect selection and parameter estimation in high-dimensional generalized linear mixed models. The approach consists of using a Bayesian adaptive Lasso penalty for…

Selective inference aims at providing valid inference after a data-driven selection of models or hypotheses. It is essential to avoid overconfident results and replicability issues. While significant advances have been made in this area for…

Linear mixed effects models are widely used in statistical modelling. We consider a mixed effects model with Bayesian variable selection in the random effects using spike-and-slab priors and developed a variational Bayes inference scheme…

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…

Motivated by the increasing use of and rapid changes in array technologies, we consider the prediction problem of fitting a linear regression relating a continuous outcome $Y$ to a large number of covariates $\mathbf {X}$, for example,…

Penalized likelihood and quasi-likelihood methods dominate inference in high-dimensional linear mixed-effects models. Sampling-based Bayesian inference is less explored due to the computational bottlenecks introduced by the random effects…

A new empirical Bayes approach to variable selection in the context of generalized linear models is developed. The proposed algorithm scales to situations in which the number of putative explanatory variables is very large, possibly much…

Linear mixed-effects models are a central analytical tool for modeling hierarchical and longitudinal data, as they allow simultaneous representation of fixed and random sources of variation. In practice, inference for such models is most…

We consider linear mixed models in which the observations are grouped. A L1-penalization on the fixed effects coefficients of the log-likelihood obtained by considering the random effects as missing values is proposed. A multicycle ECM…

We study empirical Bayes (EB) predictive density estimation in linear mixed models (LMMs) with large number of units, which induce a high dimensional random effects space. Focusing on Kullback Leibler (KL) risk minimization, we develop a…

To effect behavior change a successful algorithm must make high-quality decisions in real-time. For example, a mobile health (mHealth) application designed to increase physical activity must make contextually relevant suggestions to…

Distributed Lag Models (DLMs) and similar regression approaches such as MIDAS have been used for many decades in econometrics and more recently to investigate how poor air quality adversely affects human health. In this paper we describe…

High-dimensional longitudinal data is increasingly used in a wide range of scientific studies. To properly account for dependence between longitudinal observations, statistical methods for high-dimensional linear mixed models (LMMs) have…

The analysis of data from multiple experiments, such as observations of several individuals, is commonly approached using mixed-effects models, which account for variation between individuals through hierarchical representations. This makes…

We propose a novel Bayesian model selection technique on linear mixed-effects models to compare multiple treatments with a control. A fully Bayesian approach is implemented to estimate the marginal inclusion probabilities that provide a…

Linear mixed-effects model (LMM) is a cornerstone of longitudinal data analysis, but is limited to adeptly make heterogeneous analyses predictable under both group-specific fixed effects and subject-specific random effects. To address this…

Linear model prediction with a large number of potential predictors is both statistically and computationally challenging. The traditional approaches are largely based on shrinkage selection/estimation methods, which are applicable even…

Linear mixed models are widely used for analyzing hierarchically structured data involving missingness and unbalanced study designs. We consider a Bayesian clustering method that combines linear mixed models and predictive projections. For…

The known connection between shrinkage estimation, empirical Bayes, and mixed effects models is explored and applied to balanced and unbalanced designs in which the responses are correlated. As an illustration, a mixed model is proposed for…