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The correct use of model evaluation, model selection, and algorithm selection techniques is vital in academic machine learning research as well as in many industrial settings. This article reviews different techniques that can be used for…

Machine Learning · Computer Science 2020-11-12 Sebastian Raschka

We propose a method for variable selection in the intensity function of spatial point processes that combines sparsity-promoting estimation with noise-robust model selection. As high-resolution spatial data becomes increasingly available…

Methodology · Statistics 2025-10-30 Dominik Sturm , Ivo F. Sbalzarini

In statistics, time-to-event analysis methods traditionally focus on the estimation of hazards. In recent years, machine learning methods have been proposed to directly predict the event times. We propose a method based on vine copula…

Methodology · Statistics 2021-11-16 Shenyi Pan , Harry Joe

Efficient variable selection in high-dimensional cancer genomic studies is critical for discovering genes associated with specific cancer types and for predicting response to treatment. Censored survival data is prevalent in such studies.…

Applications · Statistics 2020-08-04 Amir Nikooienejad , Wenyi Wang , Valen E. Johnson

Copula modeling has gained much attention in many fields recently with the advantage of separating dependence structure from marginal distributions. In real data, however, serious ties are often present in one or multiple margins, which…

Methodology · Statistics 2022-12-15 Yan Li , Yang Li , Yichen Qin , Jun Yan

A challenging problem in estimating high-dimensional graphical models is to choose the regularization parameter in a data-dependent way. The standard techniques include $K$-fold cross-validation ($K$-CV), Akaike information criterion (AIC),…

Machine Learning · Statistics 2010-06-18 Han Liu , Kathryn Roeder , Larry Wasserman

Bias - variance decomposition of the expected error defined for regression and classification problems is an important tool to study and compare different algorithms, to find the best areas for their application. Here the decomposition is…

Machine Learning · Computer Science 2011-09-27 Marina Sapir

In modern experimental science, there is a common problem of estimating the coefficients of a linear regression in a context where the variables of interest cannot be observed simultaneously. When there is a categorical variable that is…

Methodology · Statistics 2025-03-10 Polina Arsenteva , Mohamed Amine Benadjaoud , Hervé Cardot

Standard methods, such as sequential procedures based on Johansen's (pseudo-)likelihood ratio (PLR) test, for determining the co-integration rank of a vector autoregressive (VAR) system of variables integrated of order one can be…

Econometrics · Economics 2022-02-08 H. Peter Boswijk , Giuseppe Cavaliere , Luca De Angelis , A. M. Robert Taylor

A new method called SurvLIME for explaining machine learning survival models is proposed. It can be viewed as an extension or modification of the well-known method LIME. The main idea behind the proposed method is to apply the Cox…

Machine Learning · Computer Science 2020-03-19 Maxim S. Kovalev , Lev V. Utkin , Ernest M. Kasimov

Since survival data occur over time, often important covariates that we wish to consider also change over time. Such covariates are referred as time-dependent covariates. Quantile regression offers flexible modeling of survival data by…

Methodology · Statistics 2014-05-01 Malka Gorfine , Yair Goldberg , Yaacov Ritov

Analysis of random censored life-time data along with some related stochastic covariables is of great importance in many applied sciences like medical research, population studies and planning etc. The parametric estimation technique…

Statistics Theory · Mathematics 2019-05-09 Abhik Ghosh , Ayanendranath Basu

We propose an empirically stable and asymptotically efficient covariate-balancing approach to the problem of estimating survival causal effects in data with conditionally-independent censoring. This addresses a challenge often encountered…

We develop a unified approach for classification and regression support vector machines for data subject to right censoring. We provide finite sample bounds on the generalization error of the algorithm, prove risk consistency for a wide…

Machine Learning · Statistics 2013-01-15 Yair Goldberg , Michael R. Kosorok

The likelihood ratio test against a tree ordered alternative in one-way heteroscedastic ANOVA is considered for the first time. Bootstrap is used to implement this and two multiple comparisons based tests and shown to have very good size…

Methodology · Statistics 2025-07-24 Subha Halder , Anjana Mondal , Somesh Kumar

This paper presents a robust version of the stratified sampling method when multiple uncertain input models are considered for stochastic simulation. Various variance reduction techniques have demonstrated their superior performance in…

Optimization and Control · Mathematics 2023-06-16 Seung Min Baik , Eunshin Byon , Young Myoung Ko

Cox proportional hazard regression model is a popular tool to analyze the relationship between a censored lifetime variable with other relevant factors. The semi-parametric Cox model is widely used to study different types of data arising…

Methodology · Statistics 2018-10-09 Abhik Ghosh , Ayanendranath Basu

The standard Cox model in survival analysis assumes that the covariate effect is constant across the entire covariate domain. However, in many applications, there is interest in considering the possibility that the covariate of main…

Applications · Statistics 2018-08-28 Sarit Agami , David M. Zucker , Donna Spiegelman

Treatment specific survival curves are an important tool to illustrate the treatment effect in studies with time-to-event outcomes. In non-randomized studies, unadjusted estimates can lead to biased depictions due to confounding. Multiple…

Methodology · Statistics 2023-04-25 Robin Denz , Renate Klaaßen-Mielke , Nina Timmesfeld

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