Semiparametric imputation using conditional Gaussian mixture models under item nonresponse

Imputation through finite Gaussian mixture models

Imputation is a widely used method for handling missing data. It consists in the replacement of missing values with plausible ones. Parametric and nonparametric techniques are generally adopted for modelling incomplete data. Both of them have advantages and drawbacks. Parametric techniques are parsimonious but depend on the model assumed, while nonparametric techniques are more flexible but req...

Adjusting for Nonignorable Drop-Out Using Semiparametric Nonresponse Models

Consider a study whose design calls for the study subjects to be followed from enrollment (time t = 0) to time t = T , at which point a primary endpoint of interest Y is to be measured. The design of the study also calls for measurements on a vector V(t) of covariates to be made at one or more times t during the interval [0, T ). We are interested in making inferences about the marginal mean μ0...

Applying Multiple Imputation with Geostatistical Models to Account for Item Nonresponse in Environmental Data

Gaussian Semiparametric Analysis Using Hierarchical Predictive Models

The Hierarchical Predictive Model (HPM) is a semiparametric mixed model where the fixed effects are fit with a user-specified non-parametric component. This approach extends current spline-based semiparametric mixed model formulations, allowing for more flexible nonparametric estimation. Greater adaptability simplifies model specification making it easier to analyze data sets with large numbers...

Mixture Gaussian Process Conditional Heteroscedasticity

Generalized autoregressive conditional heteroscedasticity (GARCH) models have long been considered as one of the most successful families of approaches for volatility modeling in financial return series. In this paper, we propose an alternative approach based on methodologies widely used in the field of statistical machine learning. Specifically, we propose a novel nonparametric Bayesian mixtur...