arXiv subjects

Matteo Amestoy

Publications and source records attributed to Matteo Amestoy.

5 recordsLinked to original sources

arXiv2026

Births are difficult to predict even with rich survey and full-population register data

Major life events have proven difficult to predict. Does this reflect limits of theory, data, and algorithms, or the large role of chance? We examine one outcome - having a child within three years - through a near-ideal setting for prediction: a data challenge where 147 researchers predicted births for Dutch residents aged 18-45, using survey data and full-population registers. Methods ranged from logistic regression to a large language model and transformers. Predictions were moderately accurate (best F1: register 0.59, survey 0.76); advanced models did not outperform classical ones; and the larger registers did not beat the survey. Simulating the stochastic biology of conception and pregnancy, we estimated a predictive ceiling (survey F1 ~ 0.86-0.94, register 0.88-0.96). Observed performance falls short of this ceiling, implicating imperfect data, methods, and unmodelled chance, while the ceiling itself shows that chance in reproduction alone sets a non-trivial limit on predicting individual lives.

cs.LG↗

arXiv2026

Combined shrinkage of fixed and random effects in linear mixed models using empirical Bayes

A novel data-driven methodology is presented for the joint selection of prior parameters for both fixed and random effects in Linear Mixed Models (LMMs). This approach facilitates the estimation of complex random-effects structures, as well as potentially high-dimensional data. Although Bayesian frameworks require the specification of informative prior parameters, such values are often unavailable a priori - especially for random-effect covariances. The proposed method automates this selection through an Empirical Bayes framework, which maximizes the marginal likelihood using an efficient Laplace approximation. Numerical simulations demonstrate that this methodology significantly enhances parameter estimation accuracy and predictive performance. Finally, an application to a real-world air pollution and health dataset illustrates how the method enables the use of more sophisticated and statistically appropriate models to improve predictive outcomes.

stat.ME↗

arXiv2026

ProfileGLMM: a R Package Extending Bayesian Profile Regression using Generalised Linear Mixed Models

ProfileGLMM is an R package integrating Generalised Linear Mixed Models (GLMMs) as the outcome model for Bayesian profile regression. This statistical framework simultaneously i) explains the variation in the outcome and ii) clusters the observations based on a specified set of interdependent clustering covariates. The derived cluster memberships are then incorporated, alongside others, as explanatory variables in the regression to model the outcome. This framework efficiently handles complex, highly correlated covariate structures whose direct inclusion in a standard regression model would be statistically sub-optimal. ProfileGLMM significantly extends Bayesian profile regression's scope by resolving two key constraints of previous implementations: 1) it allows the analysis of hierarchical and longitudinal data structures through the inclusion of random effects, and 2) it enables the study of interactions between latent clusters and other observable covariates. ProfileGLMM accommodates various data types, supporting both continuous or binary outcomes and both categorical and continuous clustering covariates. Built on fast Rcpp code with minimal mandatory parameters, ProfileGLMM offers a flexible analytical tool. It significantly enhances the utility of profile regression for researchers in fields such as epidemiology, social sciences, and clinical studies dealing with complex data.

stat.ME↗

arXiv2025

Bayesian Profile Regression with Linear Mixed Models (Profile-LMM) applied to Longitudinal Exposome Data

Exposure to diverse non-genetic factors, known as the exposome, is a critical determinant of health outcomes. However, analyzing the exposome presents significant methodological challenges, including: high collinearity among exposures, the longitudinal nature of repeated measurements, and potential complex interactions with individual characteristics. In this paper, we address these challenges by proposing a novel statistical framework that extends Bayesian profile regression. Our method integrates profile regression, which handles collinearity by clustering exposures into latent profiles, into a linear mixed model (LMM), a framework for longitudinal data analysis. This profile-LMM approach effectively accounts for within-person variability over time while also incorporating interactions between the latent exposure clusters and individual characteristics. We validate our method using simulated data, demonstrating its ability to accurately identify model parameters and recover the true latent exposure cluster structure. Finally, we apply this approach to a large longitudinal data set from the Lifelines cohort to identify combinations of exposures that are significantly associated with diastolic blood pressure.

stat.ME↗

arXiv2023

Linked shrinkage to improve estimation of interaction effects in regression models

We address a classical problem in statistics: adding two-way interaction terms to a regression model. As the covariate dimension increases quadratically, we develop an estimator that adapts well to this increase, while providing accurate estimates and appropriate inference. Existing strategies overcome the dimensionality problem by only allowing interactions between relevant main effects. Building on this philosophy, we implement a softer link between the two types of effects using a local shrinkage model. We empirically show that borrowing strength between the amount of shrinkage for main effects and their interactions can strongly improve estimation of the regression coefficients. Moreover, we evaluate the potential of the model for inference, which is notoriously hard for selection strategies. Large-scale cohort data are used to provide realistic illustrations and evaluations. Comparisons with other methods are provided. The evaluation of variable importance is not trivial in regression models with many interaction terms. Therefore, we derive a new analytical formula for the Shapley value, which enables rapid assessment of individual-specific variable importance scores and their uncertainties. Finally, while not targeting for prediction, we do show that our models can be very competitive to a more advanced machine learner, like random forest, even for fairly large sample sizes. The implementation of our method in RStan is fairly straightforward, allowing for adjustments to specific needs.

stat.ME↗