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New MOMENT framework enhances multiresponse linear mixed-effects model selection

By PulseAugur Editorial · [2 sources] ·

Researchers have introduced MOMENT, a novel framework for selecting and estimating parameters in multiresponse linear mixed-effects models. This stage-wise approach leverages second-order cross-moment identities to efficiently determine the random-effects covariance matrix and fixed-effects coefficients. The method induces sparsity under a positive semidefinite constraint, transforming the selection problem into a solvable convex optimization task. Theoretical guarantees for the procedure include random-effects and fixed-effects selection consistency, with simulations demonstrating its competitiveness and effectiveness in handling correlated responses, as shown in an application to a hemodialysis dataset. AI

RANK_REASON The cluster contains a single academic paper detailing a new statistical methodology. [lever_c_demoted from research: ic=1 ai=0.4]

Read on arXiv stat.ML →

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New MOMENT framework enhances multiresponse linear mixed-effects model selection

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The cluster contains a single academic paper detailing a new statistical methodology. [lever_c_demoted from research: ic=1 ai=0.4]
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COVERAGE [2]

  1. arXiv stat.ML TIER_1 English(EN) · Yifan Chen, Yuedong Wang, Guo Yu ·

    Moment-Based Selection of Multiresponse Linear Mixed-Effects Models

    arXiv:2607.01971v1 Announce Type: cross Abstract: We propose MOMENT (\textbf{MO}ment-Based \textbf{M}ixed-\textbf{E}ffects Selectio\textbf{N} and Es\textbf{T}imation), a stage-wise moment-based framework that exploits second-order cross-moment identities to select and estimate th…

  2. arXiv stat.ML TIER_1 English(EN) · Guo Yu ·

    Moment-Based Selection of Multiresponse Linear Mixed-Effects Models

    We propose MOMENT (\textbf{MO}ment-Based \textbf{M}ixed-\textbf{E}ffects Selectio\textbf{N} and Es\textbf{T}imation), a stage-wise moment-based framework that exploits second-order cross-moment identities to select and estimate the random-effects covariance matrix and fixed-effec…

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