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In applied time-to-event analysis, a flexible parametric approach is to model the hazard rate as a piecewise constant function of time. However, the change points and values of the piecewise constant hazard are usually unknown and need to…

Methodology · Statistics 2024-08-08 Manuel Rosenbaum , Jan Beyersmann , Michael Vogt

Due to its ability to summarise 'real-time' epidemic behaviour, the time-dependent reproduction number, Rt, is a useful metric for tracking pathogen transmission and quantifying the effects of interventions during infectious disease…

Populations and Evolution · Quantitative Biology 2026-03-12 Ioana Bouros , Robin Thompson , David Gavaghan , Ben Lambert

This article provides a novel approach to assess the importance of specific treatment phases within a treatment regimen through tipping point analyses (TPA) of a time-to-event endpoint using rank-preserving-structural-failure-time (RPSFT)…

Methodology · Statistics 2021-07-06 Sudipta Bhattacharya , Jyotirmoy Dey

This paper develops a continuous-time filtering framework for estimating a hazard rate subject to an unobservable change-point. This framework naturally arises in both financial and insurance applications, where the default intensity of a…

Mathematical Finance · Quantitative Finance 2026-01-12 Matteo Buttarazzi , Claudia Ceci

Automatically discovering personalized trajectories (i.e., sequential event patterns) from longitudinal EHR data is crucial for enabling precision medicine in clinical research, yet it remains a formidable challenge even for contemporary AI…

Machine Learning · Computer Science 2026-05-28 Jia Li , Yu Hou , Rui Zhang

Estimating the effect of a change in a particular risk factor and a chronic disease requires information on the risk factor from two time points; the enrolment and the first follow-up. When using observational data to study the effect of…

Non-terminal events can represent a meaningful change in a patient's life. Thus, better understanding and predicting their occurrence can bring valuable information to individuals. In a context where longitudinal markers could inform these…

Methodology · Statistics 2025-01-16 Juliette Ortholand , Stanley Durrleman , Sophie Tezenas du Montcel

In the statistical literature, a number of methods have been proposed to ensure valid inference about marginal effects of variables on a longitudinal outcome in settings with irregular monitoring times. However, the potential biases due to…

Methodology · Statistics 2021-12-23 Janie Coulombe , Erica E M Moodie , Robert W Platt

A class of estimating functions is introduced for the regression parameter of the Cox proportional hazards model to allow unknown failure statuses on some study subjects. The consistency and asymptotic normality of the resulting estimators…

Statistics Theory · Mathematics 2007-08-22 Irene Gijbels , Danyu Lin , Zhiliang Ying

In contrast to the popular Cox model which presents a multiplicative covariate effect specification on the time to event hazards, the semiparametric additive risks model (ARM) offers an attractive additive specification, allowing for direct…

Methodology · Statistics 2022-03-21 Tong Wang , Dipankar Bandyopadhyay , Samiran Sinha

A central focus in survival analysis is examining how covariates influence survival time. These covariate effects are often found to be either time-varying, heterogeneous - such as being specific to patients, treatments, or subgroups - or…

Methodology · Statistics 2025-01-24 Niklas Hagemann , Thomas Kneib , Kathrin Möllenhoff

Randomized Controlled Trials (RCTs) represent a gold standard when developing policy guidelines. However, RCTs are often narrow, and lack data on broader populations of interest. Causal effects in these populations are often estimated using…

Machine Learning · Computer Science 2023-03-07 Zeshan Hussain , Michael Oberst , Ming-Chieh Shih , David Sontag

In this paper we review an approach to estimating the causal effect of a time-varying treatment on time to some event of interest. This approach is designed for the situation where the treatment may have been repeatedly adapted to patient…

Statistics Theory · Mathematics 2007-06-13 J. J. Lok , R. D. Gill , A. W. van der Vaart , J. M. Robins

Many important questions in infectious disease epidemiology involve the effects of covariates (e.g., age or vaccination status) on infectiousness and susceptibility, which can be measured in studies of transmission in households or other…

Applications · Statistics 2025-06-27 Yushuf Sharker , Zaynab Diallo , Wasiur R. KhudaBukhsh , Eben Kenah

Generalization methods offer a powerful solution to one of the key drawbacks of randomized controlled trials (RCTs): their limited representativeness. By enabling the transport of treatment effect estimates to target populations subject to…

Methodology · Statistics 2025-05-20 Ahmed Boughdiri , Clément Berenfeld , Julie Josse , Erwan Scornet

We propose autoregressive Bayesian semi-parametric models for waiting times between recurrent events. The aim is two-fold: inference on the effect of possibly time-varying covariates on the gap times and clustering of individuals based on…

Applications · Statistics 2016-07-28 Marta Tallarita , Maria De Iorio , Alessandra Guglielmi , James Malone-Lee

In the aftermath of the global financial crisis, much attention has been paid to investigating the appropriateness of the current practice of default risk modeling in banking, finance and insurance industries. A recent empirical study by…

Computational Finance · Quantitative Finance 2013-06-28 Jia-Wen Gu , Bo Jiang , Wai-Ki Ching , Harry Zheng

New methods for time-to-event prediction are proposed by extending the Cox proportional hazards model with neural networks. Building on methodology from nested case-control studies, we propose a loss function that scales well to large data…

Machine Learning · Statistics 2019-09-16 Håvard Kvamme , Ørnulf Borgan , Ida Scheel

The time-dependent reproduction number Rt can be used to track pathogen transmission and to assess the efficacy of interventions. This quantity can be estimated by fitting renewal equation models to time series of infectious disease case…

Populations and Evolution · Quantitative Biology 2025-01-30 Ioana Bouros , Robin Thompson , David Gavaghan , Ben Lambert

This paper proposes a new extension of the linear failure rate (LFR) model to better capture real-world lifetime data. The model incorporates an additional shape parameter to increase flexibility. It helps model the minimum survival time…

Methodology · Statistics 2026-01-13 Suchismita Das , Akul Ameya , Cahyani Karunia Putri