Related papers: Thoughts on new statistical procedures for age-per…
We reexamine the classical linear regression model when the model is subject to two types of uncertainty: (i) some of covariates are either missing or completely inaccessible, and (ii) the variance of the measurement error is undetermined…
This paper analyzes mortality cohort effect of birth year and develops an approach to identify and measure cohort effects in mortality data set. The approach is based on differential geometry and leads to an explicit result which can…
Detecting anomalies in time series data is a challenging task with broad relevance in many applications. Existing methods work effectively only under idealized conditions, typically focusing on point anomalies or assuming a constant…
Period and index of a curve $X/K$ over a $p$-adic local field $K$ such that the fundamental group $\pi_1(X/K)$ admits a splitting are shown to be powers of $p$. As a consequence, examples of curves over number fields are constructed where…
Regression models are essential for a wide range of real-world applications. However, in practice, target values are not always precisely known; instead, they may be represented as intervals of acceptable values. This challenge has led to…
Time series data is one of the most popular data modalities in critical domains such as industry and medicine. The demand for algorithms that not only exhibit high accuracy but also offer interpretability is crucial in such fields, as…
This article introduces a novel method for detecting distinctive structural changes in economic data, particularly within frequency distribution tables. The approach identifies significant shifts in the distribution of a variable over time…
Irregularly sampled time series data arise naturally in many application domains including biology, ecology, climate science, astronomy, and health. Such data represent fundamental challenges to many classical models from machine learning…
There have been significant efforts devoted to solving the longevity risk given that a continuous growth in population ageing has become a severe issue for many developed countries over the past few decades. The Cairns-Blake-Dowd (CBD)…
We consider the on-line predictive version of the standard problem of linear regression; the goal is to predict each consecutive response given the corresponding explanatory variables and all the previous observations. The standard…
Epidemiologic studies and clinical trials with a survival outcome are often challenged by immortal time (IMT), a period of follow-up during which the survival outcome cannot occur because of the observed later treatment initiation. It has…
This paper provides a new approach for identifying and estimating the Average Treatment Effect on the Treated under a linear factor model that allows for multiple time-varying unobservables. Unlike the majority of the literature on…
Note: Accepted version, published in Statistical Papers, https://doi.org/10.1007/s00362-023-01414-3. It is shown that some theoretically identifiable parameters cannot be empirically identified, meaning that no consistent estimator of them…
If our aesthetic preferences are affected by fractal geometry of nature, scaling regularities would be expected to appear in all art forms, including music. While a variety of statistical tools have been proposed to analyze time series in…
In a wide range of modern applications, we observe a large number of time series rather than only a single one. It is often natural to suppose that there is some group structure in the observed time series. When each time series is modelled…
Temporal logics over finite traces have recently seen wide application in a number of areas, from business process modelling, monitoring, and mining to planning and decision making. However, real-life dynamic systems contain a degree of…
In recent years, much of the research on clustering algorithms has primarily focused on enhancing their accuracy and efficiency, frequently at the expense of interpretability. However, as these methods are increasingly being applied in…
Cohort effects are important factors in determining the evolution of human mortality for certain countries. Extensions of dynamic mortality models with cohort features have been proposed in the literature to account for these factors under…
This work connects two mathematical fields - computational complexity and interval linear algebra. It introduces the basic topics of interval linear algebra - regularity and singularity, full column rank, solving a linear system, deciding…
At the physiological level, aging is neither rigid nor unchangeable. Instead, the molecular and mechanisms driving aging are sufficiently plastic that a variety of diverse interventions--dietary, pharmaceutical, and genetic--have been…