arXiv subjects

Elisabeth Bergherr

Publications and source records attributed to Elisabeth Bergherr.

10 recordsLinked to original sources

arXiv2026

A unified framework for spatially resolved cortical activation analysis

Cluster-based permutation tests are widely used for analyzing MEG data, even though they are limited to cluster-level inference and do not provide spatially resolved effect estimates. We propose a regression-based framework for modeling brain activity directly on the cortical surface. Spatial effects are represented using Wendland radial basis functions, and model-based gradient boosting is employed for data-driven selection and estimation of localized activation patterns. This yields interpretable, spatially resolved effect estimates while mitigating the need for extensive multiple testing correction. In a simulation study with heterogeneous signal structures, the proposed approach recovers localized effects that are difficult to detect using cluster-based methods. An application to experimental MEG data further illustrates its ability to reveal spatially specific activation patterns. Overall, this unified framework provides a flexible and interpretable approach for modeling cortical surface data within a unified statistical setting.

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arXiv2026

Adressing Separation: A Firth-corrected Joint Model for Longitudinal and Time-to-event Data with an Application on Dropout from Vocational Training

Joint Models for longitudinal and time-to-event data are frequently used to model endogenous longitudinal covariates alongside a time-to-event outcome. However, the model class borrows some limitations of the survival submodels, including the necessity for non-separation for each category of categorical covariates. We therefore incorporate Firth's correction into the frequentist estimation procedure of joint models in order to make the model class applicable in settings with separation cases. We derive the needed quantities for the correction term and implement it in the Expectation-Maximization Algorithm for the parameter estimation in joint models. Our simulation study shows, that in data situations with separation issues, the Firth-corrected estimation procedure yields less biased estimates and the respective coefficients approach the estimated values observed in the non-separation cases. The application on a data set on satisfaction with and dropouts from vocational training demonstrates the advantages of the Firth-corrected joint model in a real world data set with separation. The results add to the literature on dropout from vocational training in Germany by explicitly modeling direct effects of socioeconomic and training-specific factors on the risk of dropout as well as their indirect contribution via satisfaction with the training.

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arXiv2026

Estimating Zero-inflated Negative Binomial GAMLSS via a Balanced Gradient Boosting Approach with an Application to Antenatal Care Data from Nigeria

Statistical boosting algorithms are renowned for their intrinsic variable selection and enhanced predictive performance compared to classical statistical methods, making them especially useful for complex models such as generalized additive models for location scale and shape (GAMLSS). Boosting this model class can suffer from imbalanced updates across the distribution parameters as well as long computation times. Shrunk optimal step lengths have been shown to address these issues. To examine the influence of socio-economic factors on the distribution of the number of antenatal care visits in Nigeria, we generalize boosting of GAMLSS with shrunk optimal step lengths to base-learners beyond simple linear models and to a more complex response variable distribution. In an extensive simulation study and in the application we demonstrate that shrunk optimal step lengths yield a more balanced regularization of the overall model and enhance computational efficiency across diverse settings, in particular in the presence of base-learners penalizing the size of the fit.

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arXiv2025

Bridging the Gap: Introducing Joint Models for Longitudinal and Time-to-event Data in the Social Sciences

In time-to-event analyses in social sciences, there often exist endogenous time-varying variables, where the event status is correlated with the trajectory of the covariate itself. Ignoring this endogeneity will result in biased estimates. In the field of biostatistics this issue is tackled by estimating a joint model for longitudinal and time-to-event data as it handles endogenous covariates properly. This method is underused in the social sciences even though it is very useful to model longitudinal and time-to-event processes appropriately. Therefore, this paper provides a gentle introduction to the method of joint models and highlights its advantages for social science research questions. We demonstrate its usage on an example on marital satisfaction and marriage dissolution and compare the results with classical approaches such as a time-to-event model with a time-varying covariate. In addition to demonstrating the method, our results contribute to the understanding of the relationship between marriage satisfaction, marriage dissolution and other covariates.

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arXiv2024

A Balanced Statistical Boosting Approach for GAMLSS via New Step Lengths

Component-wise gradient boosting algorithms are popular for their intrinsic variable selection and implicit regularization, which can be especially beneficial for very flexible model classes. When estimating generalized additive models for location, scale and shape (GAMLSS) by means of a component-wise gradient boosting algorithm, an important part of the estimation procedure is to determine the relative complexity of the submodels corresponding to the different distribution parameters. Existing methods either suffer from a computationally expensive tuning procedure or can be biased by structural differences in the negative gradients' sizes, which, if encountered, lead to imbalances between the different submodels. Shrunk optimal step lengths have been suggested to replace the typical small fixed step lengths for a non-cyclical boosting algorithm limited to a Gaussian response variable in order to address this issue. In this article, we propose a new adaptive step length approach that accounts for the relative size of the fitted base-learners to ensure a natural balance between the different submodels. The new balanced boosting approach thus represents a computationally efficient and easily generalizable alternative to shrunk optimal step lengths. We implemented the balanced non-cyclical boosting algorithm for a Gaussian, a negative binomial as well as a Weibull distributed response variable and demonstrate the competitive performance of the new adaptive step length approach by means of a simulation study, in the analysis of count data modeling the number of doctor's visits as well as for survival data in an oncological trial.

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arXiv2023

Topics in the Haystack: Extracting and Evaluating Topics beyond Coherence

Extracting and identifying latent topics in large text corpora has gained increasing importance in Natural Language Processing (NLP). Most models, whether probabilistic models similar to Latent Dirichlet Allocation (LDA) or neural topic models, follow the same underlying approach of topic interpretability and topic extraction. We propose a method that incorporates a deeper understanding of both sentence and document themes, and goes beyond simply analyzing word frequencies in the data. This allows our model to detect latent topics that may include uncommon words or neologisms, as well as words not present in the documents themselves. Additionally, we propose several new evaluation metrics based on intruder words and similarity measures in the semantic space. We present correlation coefficients with human identification of intruder words and achieve near-human level results at the word-intrusion task. We demonstrate the competitive performance of our method with a large benchmark study, and achieve superior results compared to state-of-the-art topic modeling and document clustering models.

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arXiv2023

Prediction-based Variable Selection for Component-wise Gradient Boosting

Model-based component-wise gradient boosting is a popular tool for data-driven variable selection. In order to improve its prediction and selection qualities even further, several modifications of the original algorithm have been developed, that mainly focus on different stopping criteria, leaving the actual variable selection mechanism untouched. We investigate different prediction-based mechanisms for the variable selection step in model-based component-wise gradient boosting. These approaches include Akaikes Information Criterion (AIC) as well as a selection rule relying on the component-wise test error computed via cross-validation. We implemented the AIC and cross-validation routines for Generalized Linear Models and evaluated them regarding their variable selection properties and predictive performance. An extensive simulation study revealed improved selection properties whereas the prediction error could be lowered in a real world application with age-standardized COVID-19 incidence rates.

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arXiv2023

"Spatial Joint Models through Bayesian Structured Piece-wise Additive Joint Modelling for Longitudinal and Time-to-Event Data"

Joint models for longitudinal and time-to-event data have seen many developments in recent years. Though spatial joint models are still rare and the traditional proportional hazards formulation of the time-to-event part of the model is accompanied by computational challenges. We propose a joint model with a piece-wise exponential formulation of the hazard using the counting process representation of a hazard and structured additive predictors able to estimate (non-)linear, spatial and random effects. Its capabilities are assessed in a simulation study comparing our approach to an established one and highlighted by an example on physical functioning after cardiovascular events from the German Ageing Survey. The Structured Piecewise Additive Joint Model yielded good estimation performance, also and especially in spatial effects, while being double as fast as the chosen benchmark approach and performing stable in imbalanced data setting with few events.

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arXiv2021

Bayesian Boosting for Linear Mixed Models

Boosting methods are widely used in statistical learning to deal with high-dimensional data due to their variable selection feature. However, those methods lack straightforward ways to construct estimators for the precision of the parameters such as variance or confidence interval, which can be achieved by conventional statistical methods like Bayesian inference. In this paper, we propose a new inference method "BayesBoost" that combines boosting and Bayesian for linear mixed models to make the uncertainty estimation for the random effects possible on the one hand. On the other hand, the new method overcomes the shortcomings of Bayesian inference in giving precise and unambiguous guidelines for the selection of covariates by benefiting from boosting techniques. The implementation of Bayesian inference leads to the randomness of model selection criteria like the conditional AIC (cAIC), so we also propose a cAIC-based model selection criteria that focus on the stabilized regions instead of the global minimum. The effectiveness of the new approach can be observed via simulation and in a data example from the field of neurophysiology focussing on the mechanisms in the brain while listening to unpleasant sounds.

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arXiv2021

Adaptive Step-Length Selection in Gradient Boosting for Generalized Additive Models for Location, Scale and Shape

Tuning of model-based boosting algorithms relies mainly on the number of iterations, while the step-length is fixed at a predefined value. For complex models with several predictors such as Generalized Additive Models for Location, Scale and Shape (GAMLSS), imbalanced updates of predictors, where some distribution parameters are updated more frequently than others, can be a problem that prevents some submodels to be appropriately fitted within a limited number of boosting iterations. We propose an approach using adaptive step-length (ASL) determination within a non-cyclical boosting algorithm for GAMLSS to prevent such imbalance. Moreover, for the important special case of the Gaussian distribution, we discuss properties of the ASL and derive a semi-analytical form of the ASL that avoids manual selection of the search interval and numerical optimization to find the optimal step-length, and consequently improves computational efficiency. We show competitive behavior of the proposed approaches compared to penalized maximum likelihood and boosting with a fixed step-length for GAMLSS models in two simulations and two applications, in particular for cases of large variance and/or more variables than observations. In addition, the idea of the ASL is also applicable to other models with more than one predictor like zero-inflated count model, and brings up insights into the choice of the reasonable defaults for the step-length in simpler special case of (Gaussian) additive models.

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