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Identifying and characterizing relationships between treatments, exposures, or other covariates and time-to-event outcomes has great significance in a wide range of biomedical settings. In research areas such as multi-center clinical…

Methodology · Statistics 2025-04-02 Hillary M. Heiling , Naim U. Rashid , Quefeng Li , Xianlu L. Peng , Jen Jen Yeh

Aalen's linear hazard rate regression model is a useful and increasingly popular alternative to Cox' multiplicative hazard rate model. It postulates that an individual has hazard rate function $h(s)=z_1\alpha_1(s)+\cdots+z_r\alpha_r(s)$ in…

Methodology · Statistics 2026-03-04 Nils Lid Hjort , Emil Aas Stoltenberg

Harrel's concordance index is a commonly used discrimination metric for survival models, particularly for models where the relative ordering of the risk of individuals is time-independent, such as the proportional hazards model. There are…

Methodology · Statistics 2023-06-27 A. Gandy , T. J. Matcham

A test of the null hypothesis that a hazard rate is monotone nondecreasing, versus the alternative that it is not, is proposed. Both the test statistic and the means of calibrating it are new. Unlike previous approaches, neither is based on…

Statistics Theory · Mathematics 2007-06-13 Peter Hall , Ingrid Van Keilegom

We introduce a class of dependence structures, that we call the Multiple Risk Factor (MRF) dependence structures. On the one hand, the new constructions extend the popular CreditRisk+ approach, and as such they formally describe default…

Risk Management · Quantitative Finance 2016-07-19 Jianxi Su , Edward Furman

The survival probability of an initial Coherent Gibbs State (CGS) is a natural extension of the Spectral Form Factor (SFF) to open quantum systems. To quantify the interplay between quantum chaos and decoherence away from the semi-classical…

Quantum Physics · Physics 2024-08-28 Apollonas S. Matsoukas-Roubeas , Tomaž Prosen , Adolfo del Campo

Accuracies of survival models for life expectancy prediction as well as critical-care applications are significantly compromised due to the sparsity of samples and extreme imbalance between the survival (usually, the majority) and mortality…

Machine Learning · Statistics 2018-04-16 Kahkashan Afrin , Gurudev Illangovan , Sanjay S. Srivatsa , Satish T. S. Bukkapatnam

Given a sequence of $n$ identically distributed random variables with common distribution $F$, the \emph{fragility distribution of order $m$}, represented by $\FD$, is the limit conditional distribution of the number of exceedances given…

Probability · Mathematics 2014-02-06 H. L. Gan , A. Xia

The family of U-statistics plays a fundamental role in statistics. This paper proves a novel exponential inequality for U-statistics under the time series setting. Explicit mixing conditions are given for guaranteeing fast convergence, the…

Statistics Theory · Mathematics 2016-11-16 Fang Han

There is wide interest in studying how the distribution of a continuous response changes with a predictor. We are motivated by environmental applications in which the predictor is the dose of an exposure and the response is a health…

Methodology · Statistics 2018-05-10 Antonio Canale , Daniele Durante , David Dunson

Variational inference is a popular method for estimating model parameters and conditional distributions in hierarchical and mixed models, which arise frequently in many settings in the health, social, and biological sciences. Variational…

Methodology · Statistics 2019-01-10 Ted Westling , Tyler H. McCormick

In this paper we introduce a new method to add a parameter to a family of distributions. The additional parameter is completely studied and a full description of its behaviour in the distribution is given. We obtain several mathematical…

Methodology · Statistics 2010-03-10 Wagner Barreto-Souza , Alexandre B. Simas

In this paper we propose an improvement of the EKS nuclear parton distributions for the small x region of high energy processes, where the perturbative high parton density effects cannot be disregarded. We analyze the behavior of the ratios…

High Energy Physics - Phenomenology · Physics 2009-01-07 A. L. Ayala Filho , V. P. Goncalves

The observed hierarchy in the fermion masses, which imply a set of small mass ratios, is not naturally small regarding 't Hooft's criteria. In this work, in a model independent approach, we introduce a set of conditions by which fermion…

High Energy Physics - Phenomenology · Physics 2019-01-21 Ulises J. Saldana-Salazar , Karla M. Tame-Narvaez

Prognostic models in survival analysis are aimed at understanding the relationship between patients' covariates and the distribution of survival time. Traditionally, semi-parametric models, such as the Cox model, have been assumed. These…

Machine Learning · Statistics 2020-11-06 Denise Rava , Jelena Bradic

Survival analysis is a challenging variation of regression modeling because of the presence of censoring, where the outcome measurement is only partially known, due to, for example, loss to follow up. Such problems come up frequently in…

Machine Learning · Computer Science 2022-06-28 Chirag Nagpal , Steve Yadlowsky , Negar Rostamzadeh , Katherine Heller

When considering d possibly dependent random variables, one is often interested in extreme risk regions, with very small probability p. We consider risk regions of the form ${\mathbf{z}\in\mathbb{R}^d:f(\mathbf{z})\leq\beta}$, where f is…

Statistics Theory · Mathematics 2012-11-26 Juan-Juan Cai , John H. J. Einmahl , Laurens de Haan

This paper shows that large nonparametric classes of conditional multivariate densities can be approximated in the Kullback--Leibler distance by different specifications of finite mixtures of normal regressions in which normal means and…

Statistics Theory · Mathematics 2010-10-05 Andriy Norets

Multi-species distribution modeling, which relates the occurrence of multiple species to environmental variables, is an important tool used by ecologists for both predicting the distribution of species in a community and identifying the…

Applications · Statistics 2015-09-17 Francis K. C. Hui , David I. Warton , Scott D. Foster

We propose a theory to describe fermion mixing. The theory respects the maximal abelian family symmetries which are spontaneously broken down at a large scale. We find that quark mixing can be well described in this theory. Some concrete…

High Energy Physics - Phenomenology · Physics 2010-11-01 Zhijian Tao
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