5,937 research outputs found
Handling non-ignorable dropouts in longitudinal data: A conditional model based on a latent Markov heterogeneity structure
We illustrate a class of conditional models for the analysis of longitudinal
data suffering attrition in random effects models framework, where the
subject-specific random effects are assumed to be discrete and to follow a
time-dependent latent process. The latent process accounts for unobserved
heterogeneity and correlation between individuals in a dynamic fashion, and for
dependence between the observed process and the missing data mechanism. Of
particular interest is the case where the missing mechanism is non-ignorable.
To deal with the topic we introduce a conditional to dropout model. A shape
change in the random effects distribution is considered by directly modeling
the effect of the missing data process on the evolution of the latent
structure. To estimate the resulting model, we rely on the conditional maximum
likelihood approach and for this aim we outline an EM algorithm. The proposal
is illustrated via simulations and then applied on a dataset concerning skin
cancers. Comparisons with other well-established methods are provided as well
Collaborative sparse regression using spatially correlated supports - Application to hyperspectral unmixing
This paper presents a new Bayesian collaborative sparse regression method for
linear unmixing of hyperspectral images. Our contribution is twofold; first, we
propose a new Bayesian model for structured sparse regression in which the
supports of the sparse abundance vectors are a priori spatially correlated
across pixels (i.e., materials are spatially organised rather than randomly
distributed at a pixel level). This prior information is encoded in the model
through a truncated multivariate Ising Markov random field, which also takes
into consideration the facts that pixels cannot be empty (i.e, there is at
least one material present in each pixel), and that different materials may
exhibit different degrees of spatial regularity. Secondly, we propose an
advanced Markov chain Monte Carlo algorithm to estimate the posterior
probabilities that materials are present or absent in each pixel, and,
conditionally to the maximum marginal a posteriori configuration of the
support, compute the MMSE estimates of the abundance vectors. A remarkable
property of this algorithm is that it self-adjusts the values of the parameters
of the Markov random field, thus relieving practitioners from setting
regularisation parameters by cross-validation. The performance of the proposed
methodology is finally demonstrated through a series of experiments with
synthetic and real data and comparisons with other algorithms from the
literature
Computational Strategies in Lattice QCD
Lectures given at the Summer School on "Modern perspectives in lattice QCD",
Les Houches, August 3-28, 2009Comment: Latex source, 72 pages, 23 figures; v2: misprints corrected, minor
text change
Probabilistic Bisimulations for PCTL Model Checking of Interval MDPs
Verification of PCTL properties of MDPs with convex uncertainties has been
investigated recently by Puggelli et al. However, model checking algorithms
typically suffer from state space explosion. In this paper, we address
probabilistic bisimulation to reduce the size of such an MDPs while preserving
PCTL properties it satisfies. We discuss different interpretations of
uncertainty in the models which are studied in the literature and that result
in two different definitions of bisimulations. We give algorithms to compute
the quotients of these bisimulations in time polynomial in the size of the
model and exponential in the uncertain branching. Finally, we show by a case
study that large models in practice can have small branching and that a
substantial state space reduction can be achieved by our approach.Comment: In Proceedings SynCoP 2014, arXiv:1403.784
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