Gradient boosting for linear mixed models
@article{Griesbach2021GradientBF, title={Gradient boosting for linear mixed models}, author={Colin Griesbach and Benjamin S{\"a}fken and Elisabeth Waldmann}, journal={The International Journal of Biostatistics}, year={2021}, volume={17}, pages={317 - 329} }
Abstract Gradient boosting from the field of statistical learning is widely known as a powerful framework for estimation and selection of predictor effects in various regression models by adapting concepts from classification theory. Current boosting approaches also offer methods accounting for random effects and thus enable prediction of mixed models for longitudinal and clustered data. However, these approaches include several flaws resulting in unbalanced effect selection with falsely…
5 Citations
Bayesian Boosting for Linear Mixed Models
- Computer ScienceArXiv
- 2021
A new inference method “BayesBoost” is proposed that combines boosting and Bayesian for linear mixed models to make the uncertainty estimation for the random effects possible on the one hand and overcomes the shortcomings of Bayesian inference in giving precise and unambiguous guidelines for the selection of covariates by benefiting from boosting techniques.
Model averaging for linear mixed models via augmented Lagrangian
- Computer ScienceComput. Stat. Data Anal.
- 2022
Latent Gaussian Model Boosting
- Computer ScienceIEEE transactions on pattern analysis and machine intelligence
- 2022
This article introduces a novel approach that combines boosting and latent Gaussian models in order to remedy the above-mentioned drawbacks and to leverage the advantages of both techniques.
Joint Modelling Approaches to Survival Analysis via Likelihood-Based Boosting Techniques
- Computer ScienceComputational and mathematical methods in medicine
- 2021
The algorithm represents a novel boosting approach allowing for time-dependent covariates in survival analysis and in addition offers variable selection for joint models, which is evaluated via simulations and real world application modelling CD4 cell counts of patients infected with human immunodeficiency virus (HIV).
Addressing cluster-constant covariates in mixed effects models via likelihood-based boosting techniques
- Computer SciencePloS one
- 2021
This work proposes an improved boosting algorithm for linear mixed models, where the random effects are properly weighted, disentangled from the fixed effects updating scheme and corrected for correlations with cluster-constant covariates in order to improve quality of estimates and in addition reduce the computational effort.
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