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Normal ogive (NO) models have contributed substantially to the advancement of item response theory (IRT) and have become popular educational and psychological measurement models. However, estimating NO models remains computationally challenging. The purpose of this paper is to propose an efficient and reliable computational method for fitting NO models. Specifically, we introduce a novel and unified expectation‐maximization (EM) algorithm for estimating NO models, including two‐parameter, three‐parameter, and four‐parameter NO models. A key improvement in our EM algorithm lies in augmenting the NO model to be a complete data model within the exponential family, thereby substantially streamlining the implementation of the EM iteration and avoiding the numerical optimization computation in the M‐step. Additionally, we propose a two‐step expectation procedure for implementing the E‐step, which reduces the dimensionality of the integration and effectively enables numerical integration. Moreover, we develop a computing procedure for estimating the standard errors (SEs) of the estimated parameters. Simulation results demonstrate the superior performance of our algorithm in terms of its recovery accuracy, robustness, and computational efficiency. To further validate our methods, we apply them to real data from the Programme for International Student Assessment (PISA). The results affirm the reliability of the parameter estimates obtained using our method. [ABSTRACT FROM AUTHOR]

Zero inflation and overfitting can reduce the accuracy rate of using machine learning models for characterizing binary data sets. A zero-inflated Bernoulli (ZIBer) model can be the right model to characterize zero-inflated binary data sets. When the ZIBer model is used to characterize zero-inflated binary data sets, overcoming the overfitting problem is still an open question. To improve the overfitting problem for using the ZIBer model, the minus log-likelihood function of the ZIBer model with the elastic net regularization rule for an overfitting penalty is proposed as the loss function. An estimation procedure to minimize the loss function is developed in this study using the gradient descent method (GDM) with the momentum term as the learning rate. The proposed estimation method has two advantages. First, the proposed estimation method can be a general method that simultaneously uses L 1 - and L 2 -norm terms for penalty and includes the ridge and least absolute shrinkage and selection operator methods as special cases. Second, the momentum learning rate can accelerate the convergence of the GDM and enhance the computation efficiency of the proposed estimation procedure. The parameter selection strategy is studied, and the performance of the proposed method is evaluated using Monte Carlo simulations. A diabetes example is used as an illustration. [ABSTRACT FROM AUTHOR]

GNSS (Global Navigation Satellite Systems) tropospheric delay, specifically zenith wet delay (ZWD), shows clear spatial–temporal variations and is usually modeled as RWPN (random walk process noise). However, because RWPN does not take the geographical position of GNSS stations and local weather conditions into account for precise point positioning (PPP), it may lead to biased ZWD estimates. To address the scientific problem and improve ZWD estimates, we adopt the Expectation–Maximization algorithm (EM algorithm) to validate the feasibility of estimating RWPN using only GNSS measurements. Numerical experiments reveal that using only GNSS observations is capable of determining the RWPN parameter, although it could take several days to reach a stable solution if the initial guess deviates far away from the truth. It is also shown that estimating RWPN can almost always effectively improve ZWD estimates by several millimeters in contrast with traditional PPP results. If the ambiguities are fixed to their integer values correctly, the accuracy of RWPN estimates for ZWD can be greatly reduced by 2 mm / hour . [ABSTRACT FROM AUTHOR]

The generalized Pareto distribution plays a significant role in reliability research. This study concentrates on the statistical inference of the generalized Pareto distribution utilizing progressively Type-II censored data. Estimations are performed using maximum likelihood estimation through the expectation–maximization approach. Confidence intervals are derived using the asymptotic confidence intervals. Bayesian estimations are conducted using the Tierney and Kadane method alongside the Metropolis–Hastings algorithm, and the highest posterior density credible interval estimation is accomplished. Furthermore, Bayesian predictive intervals and future sample estimations are explored. To illustrate these inference techniques, a simulation and practical example are presented for analysis. [ABSTRACT FROM AUTHOR]

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 equally efficient and robust algorithm for polytomous models has received limited attention. To address this gap, this paper presents a novel Gaussian variational estimation algorithm for the multidimensional generalized partial credit model. The proposed algorithm demonstrates both fast and accurate performance, as illustrated through a series of simulation studies and two real data analyses. [ABSTRACT FROM AUTHOR]

We introduce a new modelling for long‐term survival models, assuming that the number of competing causes follows a mixture of Poisson and the Birnbaum‐Saunders distribution. In this context, we present some statistical properties of our model and demonstrate that the promotion time model emerges as a limiting case. We delve into detailed discussions of specific models within this class. Notably, we examine the expected number of competing causes, which depends on covariates. This allows for direct modeling of the cure rate as a function of covariates. We present an Expectation‐Maximization (EM) algorithm for parameter estimation, to discuss the estimation via maximum likelihood (ML) and provide insights into parameter inference for this model. Additionally, we outline sufficient conditions for ensuring the consistency and asymptotic normal distribution of ML estimators. To evaluate the performance of our estimation method, we conduct a Monte Carlo simulation to provide asymptotic properties and a power study of LR test by contrasting our methodology against the promotion time model. To demonstrate the practical applicability of our model, we apply it to a real medical dataset from a population‐based study of incidence of breast cancer in São Paulo, Brazil. Our results illustrate that the proposed model can outperform traditional approaches in terms of model fitting, highlighting its potential utility in real‐world scenarios. [ABSTRACT FROM AUTHOR]

It is the purpose of this paper to propose a novel clustering technique tailored to randomly censored data in reliability/survival analysis. It is based on an underlying mixture model of Weibull distributions and consists in estimating its parameters by means of a variant of the Expectation–Maximization method in the presence of random censorship. Beyond the description of the algorithm, model selection issues are addressed and we investigate its performance from an empirical perspective by applying it to possibly strongly censored (synthetic and real) survival data. The experiments carried out provide strong empirical evidence that our algorithm performs better than alternative methods standing as natural competitors in this framework. [ABSTRACT FROM AUTHOR]

The mixture of probabilistic regression models is one of the most common techniques to incorporate the information of covariates into learning of the population heterogeneity. Despite its flexibility, unreliable estimates can occur due to multicollinearity among covariates. In this paper, we develop Liu-type shrinkage methods through an unsupervised learning approach to estimate the model coefficients in the presence of multicollinearity. We evaluate the performance of our proposed methods via classification and stochastic versions of the expectation-maximization algorithm. We show using numerical simulations that the proposed methods outperform their Ridge and maximum likelihood counterparts. Finally, we apply our methods to analyze the bone mineral data of women aged 50 and older. [ABSTRACT FROM AUTHOR]

This article presents a mixed Pareto model and examines its suitability for modeling non life insurance claim severity data sets which exhibit peculiar characteristics that cannot be captured by the Pareto distribution. Furthermore, we introduce regression specifications for both the mean and the dispersion parameters of the mixed Pareto model. Our main achievement is that we develop a novel Expectation-Maximization (EM) algorithm for finding the maximum likelihood (ML) estimates of the parameters of the mixed Pareto regression model which is used for demonstration purposes. Finally, a real-data application based on motor insurance claim size data is provided. [ABSTRACT FROM AUTHOR]

We consider situations in which the clustering of some multivariate data is desired, which establishes an ordering of the clusters with respect to an underlying latent variable. As our motivating example for a situation where such a technique is desirable, we consider scatterplots of traffic flow and speed, where a pattern of consecutive clusters can be thought to be linked by a latent variable, which is interpretable as traffic density. We focus on latent structures of linear or quadratic shapes, and present an estimation methodology based on expectation–maximization, which estimates both the latent subspace and the clusters along it. The directed clustering approach is summarized in two algorithms and applied to the traffic example outlined. Connections to related methodology, including principal curves, are briefly drawn. [ABSTRACT FROM AUTHOR]

Abstract.Given that insurance companies often operate across multiple lines of insurance business, where claim frequencies on different lines are often correlated, it often becomes advantageous to employ multivariate count modeling where dependence between lines of business can be included in the modeling. Due to the operation of bonus-malus systems where there is a reward to the insurance policyholder for not claiming, claims data in automobile insurance often exhibits an excess of common zeros, a characteristic known as multivariate zero-inflation. In this article, we propose two approaches to address this feature. The first approach involves utilizing a multivariate zero-inflated model, where we artificially enhance the probability of common zeros based on standard multivariate count distributions. The second approach applies a multivariate zero-modified model, which separately handles the common zeros and the number of claims incurred in each line given that at least one claim occurs. We present several models under these frameworks, along with detailed inference procedures. In the applications section, we conduct a comprehensive comparative analysis of these models using data from an automobile insurance portfolio. [ABSTRACT FROM AUTHOR]

With large volume of passengers boarding and alighting through subway platforms, the stations are getting crowded, resulting in drops in the level of service and safety concerns, especially for subway systems operating at capacity during peak hours. Thus, it is crucial for subway agencies to sense changes in travel demand and adjust their management schemes accordingly. In this paper we propose a statistical approach to estimate dynamic passenger flows with automated data. First, we develop a dynamic logistic model for calculating passenger tap-out times, which can be employed to infer passenger flow characteristics at the aggregate level. In addition, a new passenger-to-train assignment model for any subway route is derived based on the dynamic model. Subsequently, we apply an expectation-maximization algorithm to estimate the model parameters with automated fare collection and automated vehicle location data. Finally, a cross-validation method is employed to validate our approach with data obtained from several routes in Beijing subway system in China. Results of 95% prediction intervals indicate the effectiveness of the models and the proposed estimation methods. • Propose a dynamic logistic model for inferring and predicting subway passenger tap-out times. • Apply an expectation-maximization algorithm for model parameters estimation. • Develop a novel passenger-to-train assignment strategy. • No prior distributions of parameters or additional information required in the proposed methods. • Results show good effectiveness of the models and acceptable accuracy of the prediction methods. [ABSTRACT FROM AUTHOR]

The ability of individuals to recall events is influenced by the time interval between the monitoring time and the occurrence of the event. In this article, we introduce a non-recall probability function that incorporates this information into our modeling framework. We model the time-to-event using the Weibull distribution and adopt a latent variable approach to handle situations where recall is not possible. In the classical framework, we obtain point estimators using expectation-maximization algorithm and construct the observed Fisher information matrix using missing information principle. Within the Bayesian paradigm, we derive point estimators under suitable choice of priors and calculate highest posterior density intervals using Markov Chain Monte Carlo samples. To assess the performance of the proposed estimators, we conduct an extensive simulation study. Additionally, we utilize age at menarche and breastfeeding datasets as examples to illustrate the effectiveness of the proposed methodology. [ABSTRACT FROM AUTHOR]

Undeclared work (UW) is pervasive in economies. This explains the interest of public authorities in knowing its size and drivers. Unfortunately, this is a very complex task because several issues often arise in the collected data, due to the sensitivity of the topic. In sample surveys, one major problem is misclassification. Without appropriate adjustments, inference would provide biased estimates, the reason being the concealing of undeclared status. In order to overcome such problem, we developed a methodology based on a Expectation–Maximization algorithm that accounts for misclassification due to dishonest answering. Through the proposed approach, we are able to estimate the prevalence of UW and its determinants. The reliability of the methodology is validated through an extensive simulation study. An application to the Special Eurobarometer survey no. 402 on UW is provided. [ABSTRACT FROM AUTHOR]

This research explores the application of the Expectation-Maximization (EM) algorithm to address missing data challenges in Randomized Complete Block Designs (RCBD). Traditional imputation methods often introduce biases, prompting the need for a robust solution. The EM algorithm, anchored in a mixed effects model, iteratively estimates missing values, demonstrating its efficacy in a practical RCBD scenario. Through 15 iterations, the algorithm converges to stable parameter estimates. Root Mean Square Error (RMSE) and bias calculations validate the accuracy of imputations. This study establishes the EM algorithm as a powerful tool for enhancing the integrity of analyses in RCBD experiments with missing data. [ABSTRACT FROM AUTHOR]

AbstractHidden Markov models (HMMs) are popular models to identify a finite number of latent states from sequential data. However, fitting them to large datasets can be computationally demanding because most likelihood maximization techniques require iterating through the entire underlying dataset for every parameter update. We propose a novel optimization algorithm that updates the parameters of an HMM without iterating through the entire dataset. Namely, we combine a partial E step with variance-reduced stochastic optimization within the M step. We prove the algorithm converges under certain regularity conditions. We test our algorithm empirically using a simulation study as well as a case study of kinematic data collected using suction-cup attached biologgers from eight northern resident killer whales (Orcinus orca) off the western coast of Canada. In both, our algorithm converges in fewer epochs, with less computation time, and to regions of higher likelihood compared to standard numerical optimization techniques. Our algorithm allows practitioners to fit complicated HMMs to large time-series datasets more efficiently than existing baselines. Supplemental materials are available online. [ABSTRACT FROM AUTHOR]

An adaptive harmonic separation (HS) technique is proposed to overcome the limitations in conventional filtering techniques for ultrasound (US) tissue harmonic imaging (THI). Based on expectation-maximization source separation, the proposed HS technique adaptively models the depth-varying fundamental and harmonic components in the frequency domain and separates the two by applying their calculated posterior probabilities. Phantom experiments with a Tx center frequency of 2 MHz are conducted to evaluate the proposed HS-based US THI schemes. The phantom images show that the proposed single-pulse THI scheme utilizing the HS technique provides not only an average improvement of 19.2% in axial resolution compared to the conventional bandpass filtering scheme but also similar image quality to that of the conventional pulse-inversion (PI) scheme which requires two Tx/Rx sequences for each scan line. Furthermore, when combined with the PI technique, the HS technique provides a uniform axial resolution over the entire 170 mm imaging depth with an average improvement of 17.1% compared to the conventional PI scheme. These results show that the proposed adaptive HS technique is capable of improving both the frame rate and the image quality of US THI. [ABSTRACT FROM AUTHOR]

Spatiotemporal information on individual trajectories in urban rail transit is important for operational strategy adjustment, personalized recommendation, and emergency command decision-making. However, due to the lack of journey observations, it is difficult to accurately infer unknown information from trajectories based only on AFC and AVL data. To address the problem, this paper proposes a spatiotemporal probabilistic graphical model based on adaptive expectation maximization attention (STPGM-AEMA) to achieve the reconstruction of individual trajectories. The approach consists of three steps: first, the potential train alternative set and the egress time alternative set of individuals are obtained through data mining and combinatorial enumeration. Then, global and local potential variables are introduced to construct a spatiotemporal probabilistic graphical model, provide the inference process for unknown events, and state information about individual trajectories. Further, considering the effect of missing data, an attention mechanism-enhanced expectation-maximization algorithm is proposed to achieve maximum likelihood estimation of individual trajectories. Finally, typical datasets of origin-destination pairs and actual individual trajectory tracking data are used to validate the effectiveness of the proposed method. The results show that the STPGM-AEMA method is more than 95% accurate in recovering missing information in the observed data, which is at least 15% more accurate than the traditional methods (i.e., PTAM-MLE and MPTAM-EM). [ABSTRACT FROM AUTHOR]

Albeit not equivalent, in many applications the gamma and the inverse Gaussian processes are treated as if they were. This circumstance makes the misspecification problem of these models interesting and important, especially when data are affected by measurement errors, since noisy/perturbed data do not allow to verify whether the selected model is actually able to adequately fit the real (hidden) degradation process. Motivated by the above considerations, in this paper we conduct a large Monte Carlo study to evaluate whether and how the presence of measurement errors affects this misspecification issue. The study is performed considering as reference models a perturbed gamma process recently proposed in the literature and a new perturbed inverse Gaussian process that share the same non‐Gaussian distributed error term. As an alternative option, we also analyze the more classical case where the error term is Gaussian distributed. We consider both the situation where the true model is the perturbed gamma and the one where it is the perturbed inverse Gaussian. Model parameters are estimated from perturbed data using the maximum likelihood method. Estimates are retrieved by using a new sequential Monte Carlo EM algorithm, which use allows to hugely mitigate the severe numerical issues posed by the direct maximization of the likelihood. The risk of incurring in a misspecification is evaluated as percentage of times the Akaike information criterion leads to select the wrong model. The severity of a misspecification is evaluated in terms of its impact on maximum likelihood estimate of the mean remaining useful life. [ABSTRACT FROM AUTHOR]

Estimation of parameters of the generalized inverse Lindley (GIL) distribution is considered under a hybrid censoring scheme. The point estimators, such as the maximum likelihood estimators using the Expectation-Maximization (E-M) algorithm, have been derived. The two approximate Bayes estimators using Tierney and Kadane's method and Gibbs sampling procedure, using the gamma prior and the general entropy loss (GEL) function, have been obtained. Several confidence intervals are proposed, such as the asymptotic confidence intervals (ACIs), bootstrap confidence intervals, and the highest posterior density (HPD) credible intervals. The prediction for future observations has been considered under one and two-sample Bayesian prediction methods using the type-i hybrid censoring scheme. An extensive simulation study has been conducted to numerically evaluate all the estimators' performances. The point estimators are compared through their biases and mean squared errors (MSEs). The performances of confidence intervals are evaluated using coverage probability (CP), average length (AL), and probability coverage density (PCD). Two real-life datasets have been considered for illustrative purposes. [ABSTRACT FROM AUTHOR]

The finite mixture model estimates regression coefficients distinct in each of the different groups of the dataset endogenously determined by this estimator. In what follows the analysis is extended beyond the mean, estimating the model in the tails of the conditional distribution of the dependent variable within each group. While the clustering reduces the overall heterogeneity, since the model is estimated for groups of similar observations, the analysis in the tails uncovers within groups heterogeneity and/or skewness. By integrating the endogenously determined clustering with the quantile regression analysis within each group, enhances the finite mixture models and focuses on the tail behavior of the conditional distribution of the dependent variable. A Monte Carlo experiment and two empirical applications conclude the analysis. In the well‐known birthweight dataset, the finite mixture model identifies and computes the regression coefficients of different groups, each one with its own characteristics, both at the mean and in the tails. In the family expenditure data, the analysis of within and between groups heterogeneity provides interesting economic insights on price elasticities. The analysis in classes proves to be more efficient than the model estimated without clustering. By extending the finite mixture approach to the tails provides a more accurate investigation of the data, introducing a robust tool to unveil sources of within groups heterogeneity and asymmetry otherwise left undetected. It improves efficiency and explanatory power with respect to the standard OLS‐based FMM. [ABSTRACT FROM AUTHOR]

The research on the quantitative trait locus (QTL) mapping of count data has aroused the wide attention of researchers. There are frequent problems in applied research that limit the application of the conventional Poisson model in the analysis of count phenotypes, which include the overdispersion and excess zeros and ones. In this article, a novel model, that is, the zero‐and‐one‐inflated generalized Poisson (ZOIGP) model, is proposed to deal with these problems. Based on the proposed model, a score test is performed for the inflation parameter, in which the ZOIGP model with a constant proportion of excess zeros and ones is compared with a standard generalized Poisson model. To illustrate the practicability of the ZOIGP model, we extend it to the QTL interval mapping application that underpins count phenotype with excess zeros and excess ones. The genetic effects are estimated utilizing the expectation–maximization algorithm embedded with the Newton–Raphson algorithm, and the genome‐wide scan and likelihood ratio test is performed to map and test the potential QTLs. The statistical properties exhibited by the proposed method are investigated through simulation. Finally, a real data analysis example is used to illustrate the utility of the proposed method for QTL mapping. [ABSTRACT FROM AUTHOR]

We propose an evolutionary optimization method for maximum likelihood and approximate maximum likelihood estimation of discrete latent variable models. The proposal is based on modified versions of the expectation–maximization (EM) and variational EM (VEM) algorithms, which are based on the genetic approach and allow us to accurately explore the parameter space, reducing the chance to be trapped into one of the multiple local maxima of the log-likelihood function. Their performance is examined through an extensive Monte Carlo simulation study where they are employed to estimate latent class, hidden Markov, and stochastic block models and compared with the standard EM and VEM algorithms. We observe a significant increase in the chance to reach global maximum of the target function and a high accuracy of the estimated parameters for each model. Applications focused on the analysis of cross-sectional, longitudinal, and network data are proposed to illustrate and compare the algorithms. [ABSTRACT FROM AUTHOR]

A novel cure rate model is introduced by considering, for the number of concurrent causes, the modified power series distribution and, for the time to event, the recently proposed power piecewise exponential distribution. This model includes a wide variety of cure rate models, such as binomial, Poisson, negative binomial, Haight, Borel, logarithmic, and restricted generalized Poisson. Some characteristics of the model are examined, and the estimation of parameters is performed using the Expectation–Maximization algorithm. A simulation study is presented to evaluate the performance of the estimators in finite samples. Finally, an application in a real medical dataset from a population-based study of incident cases of lobular carcinoma diagnosed in the state of São Paulo, Brazil, illustrates the advantages of the proposed model compared to other common cure rate models in the literature, particularly regarding the underestimation of the cure rate in other proposals and the improved precision in estimating the cure rate of our proposal. [ABSTRACT FROM AUTHOR]

In competing risks model, subjects are exposed to failure due to more than one cause. In this study, we develop a model for recall-based competing risks data when the causes associated with time to event are assumed to follow different distributions respectively. The chances of an individual recalling an event will be high if elapsed time between monitoring time and time to event is less. This information is utilized by taking non-recall probability as a function of this elapsed time. For point estimation, an expectation-maximization based algorithm is developed. For interval estimation, we construct the observed Fisher information matrix by using the missing information principle. The study is further extended to the Bayesian paradigm under suitable choices of prior distributions. The samples from full conditionals are drawn using a Gibbs sampling-based algorithm. To assess the performance of proposed estimators, an extensive simulation study is carried out for different proportions of non-recall and censored data with varying sample sizes under uniform and exponential monitoring patterns. Finally, the median duration of breastfeeding cessation for US women is estimated. [ABSTRACT FROM AUTHOR]

In cancer studies, it is commonplace that a fraction of patients participating in the study are cured, such that not all of them will experience a recurrence, or death due to cancer. Also, it is plausible that some covariates, such as the treatment assigned to the patients or demographic characteristics, could affect both the patients' survival rates and cure/incidence rates. A common approach to accommodate these features in survival analysis is to consider a mixture cure survival model with the incidence rate modeled by a logistic regression model and latency part modeled by the Cox proportional hazards model. These modeling assumptions, though typical, restrict the structure of covariate effects on both the incidence and latency components. As a plausible recourse to attain flexibility, we study a class of semiparametric mixture cure models in this article, which incorporates two single-index functions for modeling the two regression components. A hybrid nonparametric maximum likelihood estimation method is proposed, where the cumulative baseline hazard function for uncured subjects is estimated nonparametrically, and the two single-index functions are estimated via Bernstein polynomials. Parameter estimation is carried out via a curated expectation-maximization algorithm. We also conducted a large-scale simulation study to assess the finite-sample performance of the estimator. The proposed methodology is illustrated via application to two cancer datasets. [ABSTRACT FROM AUTHOR]

We examine the effect of streaming based on ability levels on individuals' civic participation throughout their adult life. The hypothesis we test is that ability grouping influences individuals' general self-concept and, consequently, their civic participation choices across the life course. We employ data from the British National Child Development Study, which follows all UK citizens born during a certain week in 1958. Six binary variables observed at 33, 42, and 51 years of age are considered to measure civic participation. Our approach defines causal estimands with multiple treatments referring to the evolution of civic engagement over time in terms of potential versions of a sequence of latent variables assumed to follow a Markov chain with initial and transition probabilities depending on posttreatment time-varying covariates. The model also addresses partially or entirely missing data on one or more indicators at a given time occasion and missing posttreatment covariate values using dummy indicators. The model is estimated by maximizing a weighted log-likelihood function with weights corresponding to the inverse probability of the received treatment obtained from a multinomial logit model based on pretreatment covariates. Our results show that ability grouping affects the civic participation of high-ability individuals when they are 33 years old with respect to participation in general elections. [ABSTRACT FROM AUTHOR]

The mixture Weibull distribution is widely used in the reliability analysis of lifetime data of components, especially for those caused by multiple failure modes. In order to accurately estimate the parameters of mixture Weibull distributions, an optimized expectation maximization (EM) algorithm is proposed based on the particle swarm optimization (PSO) algorithm. The Weibull probability plot (WPP) method is introduced to determine the approximate values and rough limits of unknown parameters, and the approximate values will be used as the initial points in the optimization of the EM procedure. By taking the maximum of the Q function as the optimization goal and the rough limits of each parameter as the constraints, a parameter estimation model of the mixture Weibull distribution is built. The PSO algorithm has been introduced into the maximization step of the EM algorithm to deal with the transcendental equations. Numerical cases are used to illustrate the accuracy of our method in the parameter estimation for the mixture Weibull distribution, and an engineering case is used to show the application of our method in the reliability evaluation of components with multiple failure modes. Compared with the least squares estimation and the maximum likelihood estimation, our method shows advantages in both accuracy and efficiency. [ABSTRACT FROM AUTHOR]

In multivariate recurrent event data, each patient may repeatedly experience more than one type of event. Analysis of such data gets further complicated by the time-varying dependence structure among different types of recurrent events. The available literature regarding the joint modeling of multivariate recurrent events assumes a constant dependency over time, which is strict and often violated in practice. To close the knowledge gap, we propose a class of flexible shared random effects models for multivariate recurrent event data that allow for time-varying dependence to adequately capture complex correlation structures among different types of recurrent events. We developed an expectation–maximization algorithm for stable and efficient model fitting. Extensive simulation studies demonstrated that the estimators of the proposed approach have satisfactory finite sample performance. We applied the proposed model and the estimating method to data from a cohort of stroke patients identified in the University of Texas Houston Stroke Registry and evaluated the effects of risk factors and the dependence structure of different types of post-stroke readmission events. [ABSTRACT FROM AUTHOR]

Zero inflation and overfitting can reduce the accuracy rate of using machine learning models for characterizing binary data sets. A zero-inflated Bernoulli (ZIBer) model can be the right model to characterize zero-inflated binary data sets. When the ZIBer model is used to characterize zero-inflated binary data sets, overcoming the overfitting problem is still an open question. To improve the overfitting problem for using the ZIBer model, the minus log-likelihood function of the ZIBer model with the elastic net regularization rule for an overfitting penalty is proposed as the loss function. An estimation procedure to minimize the loss function is developed in this study using the gradient descent method (GDM) with the momentum term as the learning rate. The proposed estimation method has two advantages. First, the proposed estimation method can be a general method that simultaneously uses L1- and L2-norm terms for penalty and includes the ridge and least absolute shrinkage and selection operator methods as special cases. Second, the momentum learning rate can accelerate the convergence of the GDM and enhance the computation efficiency of the proposed estimation procedure. The parameter selection strategy is studied, and the performance of the proposed method is evaluated using Monte Carlo simulations. A diabetes example is used as an illustration.

The generalized Pareto distribution plays a significant role in reliability research. This study concentrates on the statistical inference of the generalized Pareto distribution utilizing progressively Type-II censored data. Estimations are performed using maximum likelihood estimation through the expectation–maximization approach. Confidence intervals are derived using the asymptotic confidence intervals. Bayesian estimations are conducted using the Tierney and Kadane method alongside the Metropolis–Hastings algorithm, and the highest posterior density credible interval estimation is accomplished. Furthermore, Bayesian predictive intervals and future sample estimations are explored. To illustrate these inference techniques, a simulation and practical example are presented for analysis.

We consider situations in which the clustering of some multivariate data is desired, which establishes an ordering of the clusters with respect to an underlying latent variable. As our motivating example for a situation where such a technique is desirable, we consider scatterplots of traffic flow and speed, where a pattern of consecutive clusters can be thought to be linked by a latent variable, which is interpretable as traffic density. We focus on latent structures of linear or quadratic shapes, and present an estimation methodology based on expectation–maximization, which estimates both the latent subspace and the clusters along it. The directed clustering approach is summarized in two algorithms and applied to the traffic example outlined. Connections to related methodology, including principal curves, are briefly drawn.

When the binary response variable contains an excess of zero counts, the data are imbalanced. Imbalanced data cause trouble for binary classification. To simplify the numerical computation to obtain the maximum likelihood estimators of the zero-inflated Bernoulli (ZIBer) model parameters with imbalanced data, an expectation-maximization (EM) algorithm is proposed to derive the maximum likelihood estimates of the model parameters. The logistic regression model links the Bernoulli probabilities with the covariates in the ZIBer model, and the prediction performance among the ZIBer model, LightGBM, and artificial neural network (ANN) procedures is compared by Monte Carlo simulation. The results show that no method can dominate the other methods regarding predictive performance under the imbalanced data. The LightGBM and ZIBer models are more competitive than the ANN model for zero-inflated-imbalanced data sets. [ABSTRACT FROM AUTHOR]

AbstractBlock and Basu bivariate exponential distribution is one of the most popular absolutely continuous bivariate distributions. In this article, we have considered a Block–Basu type bivariate Pareto distribution. Here in the standard manner, first Marshall-Olkin type singular bivariate distribution has been constructed, and then by taking away the singular component similar to the Block and Basu model, an absolute continuous BB-BVPA model has been constructed. Further, the location and scale parameters also have been introduced. Therefore, the model has seven parameters. We drive different properties of this absolutely continuous distribution. Since the maximum likelihood estimators of the parameters cannot be expressed in a closed form, we propose to use an EM algorithm to compute the estimators of the model parameters. Some simulation experiments have been performed for illustrative purposes. We fit the model to rainfall data in the context of landslide risk estimation. The methods are implemented in the publicly available R package bvpa. [ABSTRACT FROM AUTHOR]

In this review paper, the turbulence of the channel through which the light photons are scattered has been modeled. The channel here is essentially the lower lithosphere. A two-step algorithm called the Method of Expectation–Maximization has been used for the analysis and calculations of the parameters involved. Statistical methods have been used to check temporal correlation and the tolerance of the communication system involved. The simulations and results have been presented and the conclusions show decent performance. The approaches have been applied to the UV scattering channel experiment, NLOS experiment and for link gain at a distance of 0.5 km. [ABSTRACT FROM AUTHOR]

The mixture cure rate model is the most commonly used cure rate model in the literature. In the context of mixture cure rate model, the standard approach to model the effect of covariates on the cured or uncured probability is to use a logistic function. This readily implies that the boundary classifying the cured and uncured subjects is linear. In this article, we propose a new mixture cure rate model based on interval censored data that uses the support vector machine to model the effect of covariates on the uncured or the cured probability (i.e. on the incidence part of the model). Our proposed model inherits the features of the support vector machine and provides flexibility to capture classification boundaries that are nonlinear and more complex. The latency part is modeled by a proportional hazards structure with an unspecified baseline hazard function. We develop an estimation procedure based on the expectation maximization algorithm to estimate the cured/uncured probability and the latency model parameters. Our simulation study results show that the proposed model performs better in capturing complex classification boundaries when compared to both logistic regression-based and spline regression-based mixture cure rate models. We also show that our model's ability to capture complex classification boundaries improve the estimation results corresponding to the latency part of the model. For illustrative purpose, we present our analysis by applying the proposed methodology to the NASA's Hypobaric Decompression Sickness Database. [ABSTRACT FROM AUTHOR]

We propose assessing the causal effects of a dynamic treatment in a longitudinal observational study, given observed confounders under suitable assumptions. The causal hidden Markov model is based on potential versions of discrete latent variables, and it accounts for the estimated propensity to be assigned to each treatment level over time using inverse probability weighting. Estimation of the model parameters is carried out through a weighted maximum log-likelihood approach. Standard errors for the parameter estimates are provided by nonparametric bootstrap. The proposal is validated through a simulation study aimed at comparing different model specifications. As an illustrative example, we consider a marketing campaign conducted by a large European bank over time on its customers. Findings provide straightforward managerial implications. [ABSTRACT FROM AUTHOR]

Infrared (IR) and visible (VIS) image fusion techniques are widely applied to many high-level vision tasks, such as object detection, recognition, and tracking. However, most existing image fusion algorithms exhibit varying degrees of edge-step effect and texture information degradation in their fused images. To improve the fusion quality, an IR and VIS image fusion method based on a variational partial differential equation (VPDE) model and a VGG network is proposed. A productive smoothing segmentation is integrated into the energy function of the VPDE model, which is based on a novel regularization function. To decompose source images into low-frequency and high-frequency components, the new VPDE model is employed. To fuse low-frequency components, a probabilistic parameter model based on space-alternating generalized expectation-maximization (SAGE) is utilized rather than the traditional average fusion rule. Then, multi-layer features of the high-frequency components are extracted using a VGG network. To generate several candidates of the fused detail content, the l 1 -norm and weighted average rule are adopted, and the final details are obtained by using the maximum selection strategy. Finally, fused images are obtained by reconstructing the fused low-frequency and high-frequency components. Extensive experiments on the TNO and RoadScene datasets demonstrate that the proposed technique effectively eliminates artifacts as well as the step effect. In the subjective comparison, the proposed method can highlight the salient objects of the fused images while strengthening the texture information. In terms of the evaluation metrics, the proposed method outperforms 13 state-of-the-art methods in objective comparison in addition to the subjective evaluation. [ABSTRACT FROM AUTHOR]

Contemporary works in change-point survival models mainly focus on an unknown universal change-point shared by the whole study population. However, in some situations, the change-point is plausibly individual-specific, such as when it corresponds to the telomere length or menopausal age. Also, maximum-likelihood-based inference for the fixed change-point parameter is notoriously complicated. The asymptotic distribution of the maximum-likelihood estimator is non-standard, and computationally intensive bootstrap techniques are commonly used to retrieve its sampling distribution. This article is motivated by a breast cancer study, where the disease-free survival time of the patients is postulated to be regulated by the menopausal age, which is unobserved. As menopausal age varies across patients, a fixed change-point survival model may be inadequate. Therefore, we propose a novel proportional hazards model with a random change-point. We develop a nonparametric maximum-likelihood estimation approach and devise a stable expectation–maximization algorithm to compute the estimators. Because the model is regular, we employ conventional likelihood theory for inference based on the asymptotic normality of the Euclidean parameter estimators, and the variance of the asymptotic distribution can be consistently estimated by a profile-likelihood approach. A simulation study demonstrates the satisfactory finite-sample performance of the proposed methods, which yield small bias and proper coverage probabilities. The methods are applied to the motivating breast cancer study. [ABSTRACT FROM AUTHOR]

In wind resource assessment research, mixture models are gaining importance due to the complex characteristics of wind data. The precision of parameter estimations for these models is paramount, as it directly affects the reliability of wind energy forecasts. Traditionally, the expectation–maximization (EM) algorithm has served as a primary tool for such estimations. However, challenges are often encountered with this method when handling complex probability distributions. Given these limitations, the objective of this study is to propose a new clustering algorithm, designed to transform mixture distribution models into simpler probability clusters. To validate its efficacy, a numerical experiment was conducted, and its outcomes were compared with those derived from the established EM algorithm. The results demonstrated a significant alignment between the new method and the traditional EM approach, indicating that comparable accuracy can be achieved without the need for solving complex nonlinear equations. Moreover, the new algorithm was utilized to examine the joint probabilistic structure of wind speed and air density in China's coastal regions. Notably, the clustering algorithm demonstrated its robustness, with the root mean square error value being notably minimal and the coefficient of determination exceeding 0.9. The proposed approach is suggested as a compelling alternative for parameter estimation in mixture models, particularly when dealing with complex probability models. [ABSTRACT FROM AUTHOR]

The purpose of the infrared and visible image fusion is to generate a fused image with rich information. Although most fusion methods can achieve good performance, there are still shortcomings in extracting feature information from source images, which make it difficult to balance the thermal radiation region information and texture detail information in the fused image. To address the above issues, an expectation maximization (EM) learning framework based on adversarial generative networks (GAN) for infrared and visible image fusion is proposed. The EM algorithm (EMA) can obtain maximum likelihood estimation for problems with potential variables, which is helpful in solving the problem of lack of labels in infrared and visible image fusion. The axial‐corner attention mechanism is designed to capture long‐range semantic information and texture information of the visible image. The multifrequency attention mechanism digs the relationships between features at different scales to highlight target information of infrared images in the fused result. Meanwhile, two discriminators are used to balance two different features, and a new loss function is designed to maximize the likelihood estimate of the data with soft class label assignments, which is obtained from the expectation network. Extensive experiments demonstrate the superiority of EMA‐GAN over the state‐of‐the‐art. [ABSTRACT FROM AUTHOR]

The purpose of the infrared and visible image fusion is to generate a fused image with rich information. Although most fusion methods can achieve good performance, there are still shortcomings in extracting feature information from source images, which make it difficult to balance the thermal radiation region information and texture detail information in the fused image. To address the above issues, an expectation maximization (EM) learning framework based on adversarial generative networks (GAN) for infrared and visible image fusion is proposed. The EM algorithm (EMA) can obtain maximum likelihood estimation for problems with potential variables, which is helpful in solving the problem of lack of labels in infrared and visible image fusion. The axial‐corner attention mechanism is designed to capture long‐range semantic information and texture information of the visible image. The multifrequency attention mechanism digs the relationships between features at different scales to highlight target information of infrared images in the fused result. Meanwhile, two discriminators are used to balance two different features, and a new loss function is designed to maximize the likelihood estimate of the data with soft class label assignments, which is obtained from the expectation network. Extensive experiments demonstrate the superiority of EMA‐GAN over the state‐of‐the‐art.

In this paper, the parameter identification of bilinear state-spacemodel (SSM) in the presence of random outliers and time-varying delays is investigated. Under the basis of the observable canonical form of the bilinear model, the system output can be written as a regressive form, and a bilinear state observer is applied to estimate the unknown states. To eliminate the influence of outliers and time-varying delays on parameter estimation, we employ the Student's t distribution to deal with the measurement noise and use a first-order Markov chain to model the delays. In the framework of expectation-maximization (EM) algorithm, the unknown parameters, delays, noise variance, states and transition probabilitymatrix can be estimated iteratively. A numerical simulation and a continuous stirred tank reactor (CSTR) process demonstrate that the proposed algorithm has good immunity against outliers and time-varying delays and offers good estimation accuracy for the bilinear SSM. [ABSTRACT FROM AUTHOR]