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We propose and study a fully efficient method to estimate associations of an exposure with disease incidence when both, incident cases and prevalent cases, i.e. individuals who were diagnosed with the disease at some prior time point and…

Methodology · Statistics 2018-03-20 Marlena Maziarz , Yukun Liu , Jing Qin , Ruth Pfeiffer

An emerging challenge for time-to-event data is studying semi-competing risks, namely when two event times are of interest: a non-terminal event time (e.g. age at disease diagnosis), and a terminal event time (e.g. age at death). The…

Methodology · Statistics 2020-10-12 Daniel Nevo , Malka Gorfine

This paper investigates the time-varying risk-premium relation of the Chinese stock markets within the framework of cross-sectional momentum and contrarian effects by adopting the Capital Asset Pricing Model and the French-Fama three factor…

Statistical Finance · Quantitative Finance 2017-07-19 H. -L. Shi , W. -X. Zhou

Most modern systems strive to learn from interactions with users, and many engage in exploration: making potentially suboptimal choices for the sake of acquiring new information. We initiate a study of the interplay between exploration and…

Computer Science and Game Theory · Computer Science 2017-11-21 Yishay Mansour , Aleksandrs Slivkins , Zhiwei Steven Wu

The contextual duelling bandit problem models adaptive recommender systems, where the algorithm presents a set of items to the user, and the user's choice reveals their preference. This setup is well suited for implicit choices users make…

Machine Learning · Computer Science 2025-08-27 Suryanarayana Sankagiri , Jalal Etesami , Pouria Fatemi , Matthias Grossglauser

We provide a novel approach and an exploratory study for modelling life event choices and occurrence from a probabilistic perspective through causal discovery and survival analysis. Our approach is formulated as a bi-level problem. In the…

We develop a theoretical trading conditioning model subject to price volatility and return information in terms of market psychological behavior, based on analytical transaction volume-price probability wave distributions in which we use…

Trading and Market Microstructure · Quantitative Finance 2010-02-09 Leilei Shi , Yiwen Wang , Ding Chen , Liyan Han , Yan Piao , Chengling Gou

While classical formulations of multi-armed bandit problems assume that each arm's reward is independent and stationary, real-world applications often involve non-stationary environments and interdependencies between arms. In particular,…

Machine Learning · Computer Science 2025-06-19 Ryoma Sato , Shinji Ito

In a dual risk model, the premiums are considered as the costs and the claims are regarded as the profits. The surplus can be interpreted as the wealth of a venture capital, whose profits depend on research and development. In most of the…

Risk Management · Quantitative Finance 2024-12-02 Lingjiong Zhu

Multi-Armed-Bandit frameworks have often been used by researchers to assess educational interventions, however, recent work has shown that it is more beneficial for a student to provide qualitative feedback through preference elicitation…

Machine Learning · Computer Science 2021-11-02 Nayan Saxena , Pan Chen , Emmy Liu

The survival chance of a prey chased by a predator depends not only on their relative speeds but importantly also on the local environment they have to face. For example, a wolf chasing a deer might take a long time to cross a river which…

Soft Condensed Matter · Physics 2021-03-23 Fabian Jan Schwarzendahl , Hartmut Löwen

We study decision making in environments where the reward is only partially observed, but can be modeled as a function of an action and an observed context. This setting, known as contextual bandits, encompasses a wide variety of…

Machine Learning · Computer Science 2011-05-09 Miroslav Dudik , John Langford , Lihong Li

Ecology and evolution are inherently linked, and studying a mathematical model that considers both holds promise of insightful discoveries related to the dynamics of cooperation. In the present article, we use the prisoner's dilemma (PD)…

Populations and Evolution · Quantitative Biology 2021-08-10 Sayantan Nag Chowdhury , Srilena Kundu , Jeet Banerjee , Matjaž Perc , Dibakar Ghosh

Evaluating and validating the performance of prediction models is a fundamental task in statistics, machine learning, and their diverse applications. However, developing robust performance metrics for competing risks time-to-event data…

Methodology · Statistics 2025-07-22 Zian Zhuang , Wen Su , Eric Kawaguchi , Gang Li

People often interact repeatedly: with relatives, through file sharing, in politics, etc. Many such interactions are reciprocal: reacting to the actions of the other. In order to facilitate decisions regarding reciprocal interactions, we…

Computer Science and Game Theory · Computer Science 2016-03-01 Gleb Polevoy , Mathijs de Weerdt , Catholijn Jonker

A typical situation in competing risks analysis is that the researcher is only interested in a subset of risks. This paper considers a depending competing risks model with the distribution of one risk being a parametric or semi-parametric…

Methodology · Statistics 2022-05-13 Simon M. S. Lo , Ralf A. Wilke

Simultaneous concurrence of extreme values across multiple climate variables can result in large societal and environmental impacts. Therefore, there is growing interest in understanding these concurrent extremes. In many applications, not…

Applications · Statistics 2021-03-16 Whitney K. Huang , Adam H. Monahan , Francis W. Zwiers

Deterrence coalitions that collectively own their deterrence technology, need an institutional design to decide when to retaliate against an attack or incident. This choice of institutional design, formalized through a social choice…

Optimization and Control · Mathematics 2026-04-10 Torgeir Aambø

Contextual bandits with average-case statistical guarantees are inadequate in risk-averse situations because they might trade off degraded worst-case behaviour for better average performance. Designing a risk-averse contextual bandit is…

Machine Learning · Statistics 2023-07-11 Mónika Farsang , Paul Mineiro , Wangda Zhang

Risk-driven behavior provides a feedback mechanism through which individuals both shape and are collectively affected by an epidemic. We introduce a general and flexible compartmental model to study the effect of heterogeneity in the…