activity
20092023
most citedBias in parametric estimation: reduction and useful side-effects

75 citations · 199 across the 21 of their papers we have counts for

collaborators

26 papers

stat.ME2023

Bounded-memory adjusted scores estimation in generalized linear models with large data sets

Patrick Zietkiewicz, Ioannis Kosmidis

The widespread use of maximum Jeffreys'-prior penalized likelihood in binomial-response generalized linear models, and in logistic regression, in particular, are supported by the r…

stat.ME2022

Maximum softly-penalized likelihood for mixed effects logistic regression

Philipp Sterzinger, Ioannis Kosmidis

Maximum likelihood estimation in logistic regression with mixed effects is known to often result in estimates on the boundary of the parameter space. Such estimates, which include…

stat.ME2022★ 2 cited

Mean and median bias reduction: A concise review and application to adjacent-categories logit models

Ioannis Kosmidis

The estimation of categorical response models using bias-reducing adjusted score equations has seen extensive theoretical research and applied use. The resulting estimates have bee…

stat.ML2021

Scalable Marked Point Processes for Exchangeable and Non-Exchangeable Event Sequences

Aristeidis Panos, Ioannis Kosmidis, Petros Dellaportas

We adopt the interpretability offered by a parametric, Hawkes-process-inspired conditional probability mass function for the marks and apply variational inference techniques to der…

stat.AP2021

Flexible marked spatio-temporal point processes with applications to event sequences from association football

Santhosh Narayanan, Ioannis Kosmidis, Petros Dellaportas

We develop a new family of marked point processes by focusing the characteristic properties of marked Hawkes processes exclusively to the space of marks, providing the freedom to s…

stat.ME2021

Bias Reduction as a Remedy to the Consequences of Infinite Estimates in Poisson and Tobit Regression

Susanne Köll, Ioannis Kosmidis, Christian Kleiber +1

Data separation is a well-studied phenomenon that can cause problems in the estimation and inference from binary response models. Complete or quasi-complete separation occurs when…