arXiv subjects

Eva Cantoni

Publications and source records attributed to Eva Cantoni.

8 recordsLinked to original sources

arXiv2026

Flexible latent variable models on graphs: Laplace approximated inference for multiview network data

We propose a novel and flexible nonlinear approach for dimensionality reduction of large-scale multiview network data and derive its theory. The (linear) predictor incorporates observed covariates (edge-specific, layer-specific, and global) and Gaussian latent factors. Inference is conducted via the graph Laplace approximated maximum likelihood estimator. Letting $K$ denote the number of network layers and $n_V$ the number of nodes, we derive asymptotic theory under two regimes: (i) $K \to \infty$ with fixed $n_V$, and (ii) double asymptotics $K, n_V \to \infty$, establishing consistency and asymptotic normality for local and global parameters, with distinct convergence rates. In an application to the gravity model for commodity trades, we use a zero-adjusted Gamma distribution with latent factors and observable covariates (e.g.\ distance, tariffs, common language) to capture excess zeros, skewness, and unobserved heterogeneity. Synthetic and real-data exercises show that our approach outperforms the routinely applied Poisson pseudo-maximum likelihood estimator with fixed effects. We complement our theoretical and empirical contributions with open-source R/C++ routines and a novel strategy for starting values selection.

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arXiv2026

A Single Index Approach to Integrated Species Distribution Modeling for Fisheries Abundance Data

In fisheries ecology, species abundance data are often collected by multiple surveys, each with unique characteristics. This article is motivated by a dataset of Atlantic sea scallop abundance records along the northeast coast of the United States, collected from two bottom trawl surveys which cover a larger spatial domain but have low catch efficiency, and a dredge survey which is more efficient but more bounded in domain. Over the past decade, integrated species distribution models (ISDMs) that include common environmental effects along with correlated survey-specific spatial fields have been used to incorporate information from multiple surveys. While flexible, ISDMs can be susceptible to overfitting, which can complicate interpretability of the shared environmental effects, and potentially lead to poor predictive performance. To overcome these drawbacks, we introduce a novel single index ISDM, built from a single index (with spatial random effects) that represents a latent measure of the true species distribution, and survey-specific catch efficiency functions which map the single index to the survey-specific expected catch. In this article, these functions are constructed via logistic functions or semiparametric spline-based functions. Simulations and application to the motivating sea scallop abundance data demonstrate that the proposed single index ISDM offers more meaningful interpretations of the environmental effects and survey catch efficiency differences, while achieving similar to or better predictive performance than existing ISDMs.

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arXiv2025

Novel Tau-Informed Initialization for Maximum Likelihood Estimation of Copulas with Discrete Margins

We study Gaussian-copula models with discrete margins, with primary emphasis on low-count (Poisson) data. Our goal is exact yet computationally efficient maximum likelihood (ML) estimation in regimes where many observations contain small counts, which imperils both identifiability and numerical stability. We develop three novel Kendall's tau-based approaches for initialization tailored to discrete margins in the low-count regime and embed it within an inference functions for margins (IFM) inspired start. We present three practical initializers (exact, low-intensity approximation, and a transformation-based approach) that substantially reduce the number of ML iterations and improve convergence. For the ML stage, we use an unconstrained reparameterization of the model's parameters using the log and spherical-Cholesky and compute exact rectangle probabilities. Analytical score functions are supplied throughout to stabilize Newton-type optimization. A simulation study across dimensions, dependence levels, and intensity regimes shows that the proposed initialization combined with exact ML achieves lower root-mean-squared error, lower bias and faster computation times than the alternative procedures. The methodology provides a pragmatic path to retain the statistical guarantees of ML (consistency, asymptotic normality, efficiency under correct specification) while remaining tractable for moderate- to high-dimensional discrete data. We conclude with guidance on initializer choice and discuss extensions to alternative correlation structures and different margins.

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arXiv2024

confintROB Package: Confindence Intervals in robust linear mixed models

Statistical inference is a major scientific endeavor for many researchers. In terms of inferential methods implemented to mixed-effects models, significant progress has been made in the R software. However, these advances primarily concern classical estimators (ML, REML) and mainly focus on fixed effects. In the confintROB package, we have implemented various bootstrap methods for computing confidence intervals (CIs) not only for fixed effects but also for variance components. These methods can be implemented with the widely used lmer function from the lme4 package, as well as with the rlmer function from the robustlmm package and the varComprob function from the robustvarComp package. These functions implement robust estimation methods suitable for data with outliers. The confintROB package implements the Wald method for fixed effects, whereas for both fixed effects and variance components, two bootstrap methods are implemented: the parametric bootstrap and the wild bootstrap. Moreover, the confintROB package can obtain both the percentile and the bias-corrected accelerated versions of CIs.

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arXiv2020

Modelling the Extremes of Seasonal Viruses and Hospital Congestion: The Example of Flu in a Swiss Hospital

Viruses causing flu or milder coronavirus colds are often referred to as "seasonal viruses" as they tend to subside in warmer months. In other words, meteorological conditions tend to impact the activity of viruses, and this information can be exploited for the operational management of hospitals. In this study, we use three years of daily data from one of the biggest hospitals in Switzerland and focus on modelling the extremes of hospital visits from patients showing flu-like symptoms and the number of positive cases of flu. We propose employing a discrete Generalized Pareto distribution for the number of positive and negative cases, and a Generalized Pareto distribution for the odds of positive cases. Our modelling framework allows for the parameters of these distributions to be linked to covariate effects, and for outlying observations to be dealt with via a robust estimation approach. Because meteorological conditions may vary over time, we use meteorological and not calendar variations to explain hospital charge extremes, and our empirical findings highlight their significance. We propose a measure of hospital congestion and a related tool to estimate the resulting CaRe (Charge-at-Risk-estimation) under different meteorological conditions. The relevant numerical computations can be easily carried out using the freely available GJRM R package. The introduced approach could be applied to several types of seasonal disease data such as those derived from the new virus SARS-CoV-2 and its COVID-19 disease which is at the moment wreaking havoc worldwide. The empirical effectiveness of the proposed method is assessed through a simulation study.

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arXiv2020

Robust Estimation for Discrete-Time State Space Models

State space models (SSMs) are now ubiquitous in many fields and increasingly complicated with observed and unobserved variables often interacting in non-linear fashions. The crucial task of validating model assumptions thus becomes difficult, particularly since some assumptions are formulated about unobserved states and thus cannot be checked with data. Motivated by the complex SSMs used for the assessment of fish stocks, we introduce a robust estimation method for SSMs. We prove the Fisher consistency of our estimator and propose an implementation based on automatic differentiation and the Laplace approximation of integrals which yields fast computations. Simulation studies demonstrate that our robust procedure performs well both with and without deviations from model assumptions. Applying it to the stock assessment model for pollock in the North Sea highlights the ability of our procedure to identify years with atypical observations.

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arXiv2019

Robust Fitting for Generalized Additive Models for Location, Scale and Shape

The validity of estimation and smoothing parameter selection for the wide class of generalized additive models for location, scale and shape (GAMLSS) relies on the correct specification of a likelihood function. Deviations from such assumption are known to mislead any likelihood-based inference and can hinder penalization schemes meant to ensure some degree of smoothness for non-linear effects. We propose a general approach to achieve robustness in fitting GAMLSSs by limiting the contribution of observations with low log-likelihood values. Robust selection of the smoothing parameters can be carried out either by minimizing information criteria that naturally arise from the robustified likelihood or via an extended Fellner-Schall method. The latter allows for automatic smoothing parameter selection and is particularly advantageous in applications with multiple smoothing parameters. We also address the challenge of tuning robust estimators for models with non-linear effects by proposing a novel median downweighting proportion criterion. This enables a fair comparison with existing robust estimators for the special case of generalized additive models, where our estimator competes favorably. The overall good performance of our proposal is illustrated by further simulations in the GAMLSS setting and by an application to functional magnetic resonance brain imaging using bivariate smoothing splines.

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arXiv2018

Robust semiparametric inference with missing data

Classical semiparametric inference with missing outcome data is not robust to contamination of the observed data and a single observation can have arbitrarily large influence on estimation of a parameter of interest. This sensitivity is exacerbated when inverse probability weighting methods are used, which may overweight contaminated observations. We introduce inverse probability weighted, double robust and outcome regression estimators of location and scale parameters, which are robust to contamination in the sense that their influence function is bounded. We give asymptotic properties and study finite sample behaviour. Our simulated experiments show that contamination can be more serious a threat to the quality of inference than model misspecification. An interesting aspect of our results is that the auxiliary outcome model used to adjust for ignorable missingness by some of the estimators, is also useful to protect against contamination. We also illustrate through a case study how both adjustment to ignorable missingness and protection against contamination are achieved through weighting schemes, which can be contrasted to gain further insights.

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