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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2510.20147 |
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Table of Contents:
- We propose a regression model with matrix-variate skew-t response (REGMVST) for analyzing irregular longitudinal data with skewness, symmetry, or heavy tails. REGMVST models matrix-variate responses and predictors, with rows indexing longitudinal measurements per subject. It uses the matrix-variate skew-t (MVST) distribution to handle skewness and heavy tails, a damped exponential correlation (DEC) structure for row-wise dependencies across irregular time profiles, and leaves the column covariance unstructured. For estimation, we initially develop an ECME algorithm for parameter estimation and further mitigate its computational bottleneck via an asynchronous and distributed ECME (ADECME) extension. ADECME accelerates the E-step through parallelization, and retains the simplicity of the conditional M-step, enabling scalable inference. Simulations using synthetic data and a case study exploring matrix-variate periodontal disease endpoints derived from electronic health records demonstrate ADECME's superiority in efficiency and convergence, over the alternatives. We also provide theoretical support for our empirical observations and identify regularity assumptions for ADECME's optimal performance. An accompanying R package is available at https://github.com/rh8liuqy/STMATREG.