3 papers
math.ST2019
Component-based regularisation of multivariate generalised linear mixed models
Jocelyn Chauvet, Catherine Trottier, Xavier Bry
We address the component-based regularisation of a multivariate Generalised Linear Mixed Model (GLMM) in the framework of grouped data. A set Y of random responses is modelled with…
stat.ME2019
Extension to mixed models of the Supervised Component-based Generalised Linear Regression
Jocelyn Chauvet, Catherine Trottier, Xavier Bry +1
We address the component-based regularisation of a multivariate Generalized Linear Mixed Model (GLMM). A set of random responses Y is modelled by a GLMM, using a set X of explanato…
stat.ME2019
Regularising Generalised Linear Mixed Models with an autoregressive random effect
Jocelyn Chauvet, Catherine Trottier, Xavier Bry
We address regularised versions of the Expectation-Maximisation (EM) algorithm for Generalised Linear Mixed Models (GLMM) in the context of panel data (measured on several individu…