Related papers: Threshold Regression for Survival Analysis: Modeli…
In this study, we consider sequences drawn from time-homogeneous Markov chains and introduce a novel approach for estimating first hitting-time distributions to specified terminal states. Our method- ology is based on the…
First-passage properties are central to the kinetics of target-search processes. Theoretical approaches so far primarily focused on predicting first-passage statistics for a given process or model. In practice, however, one faces the…
We introduce DeepFHT, a survival-analysis framework that couples deep neural networks with first hitting time (FHT) distributions from stochastic process theory. Time to event is represented as the first passage of a latent diffusion…
In this paper we study the iterated birth process of which we examine the first-passage time distributions and the hitting probabilities. Furthermore, linear birth processes, linear and sublinear death processes at Poisson times are…
Species evolution is essentially a random process of interaction between biological populations and their environments. As a result, some physical parameters in evolution models are subject to statistical fluctuations. In this paper, two…
We consider the problem of bounding mean first passage times for a class of continuous-time Markov chains that captures stochastic interactions between groups of identical agents. The quantitative analysis of such probabilistic population…
To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime (the first passage time) of a system. The statistical distributions that can be obtained out of the mesoscopic description…
Survival analysis, or time-to-event modelling, is a classical statistical problem that has garnered a lot of interest for its practical use in epidemiology, demographics or actuarial sciences. Recent advances on the subject from the point…
This paper presents and derives the interrelations between survival analysis and master equation. Survival analysis deals with modeling the transitions between succeeding states of a system in terms of hazard rates. Questions related with…
The first chapter concerns monotype population models. We first study general birth and death processes and we give non-explosion and extinction criteria, moment computations and a pathwise representation. We then show how different scales…
Survival analysis is a valuable tool for estimating the time until specific events, such as death or cancer recurrence, based on baseline observations. This is particularly useful in healthcare to prognostically predict clinically important…
In reliability theory and survival analysis, the residual entropy is known as a measure suitable to describe the dynamic information content in stochastic systems conditional on survival. Aiming to analyze the variability of such…
Applications of first passage times in stochastic processes arise across a wide range of length and time scales in biological settings. After an initial technical overview, we survey representative applications and their corresponding…
In clinical or epidemiological follow-up studies, methods based on time scale indicators such as the restricted mean survival time (RMST) have been developed to some extent. Compared with traditional hazard rate indicator system methods,…
We present a detailed study on the mean first-passage time of volatility processes. We analyze the theoretical expressions based on the most common stochastic volatility models along with empirical results extracted from daily data of major…
Financial markets provide an ideal frame for the study of crossing or first-passage time events of non-Gaussian correlated dynamics mainly because large data sets are available. Tick-by-tick data of six futures markets are herein considered…
A well-known stochastic model for intermittent fluctuations in physical systems is investigated. The model is given by a super-position of uncorrelated exponential pulses, and the degree of pulse overlap is interpreted as an intermittency…
Threshold models try to explain the consequences of social influence like the spread of fads and opinions. Along with models of epidemics, they constitute a major theoretical framework of social spreading processes. In threshold models on…
Survival time is the primary endpoint of many randomized controlled trials, and a treatment effect is typically quantified by the hazard ratio under the assumption of proportional hazards. Awareness is increasing that in many settings this…
In the era of precision medicine, time-to-event outcomes such as time to death or progression are routinely collected, along with high-throughput covariates. These high-dimensional data defy classical survival regression models, which are…