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We consider the problem of automatic variable selection in a linear model with asymmetric or heavy-tailed errors when the number of explanatory variables diverges with the sample size. For this high-dimensional model, the penalized least…

Statistics Theory · Mathematics 2018-12-10 Gabriela Ciuperca

Linear regression is arguably the most prominent among statistical inference methods, popular both for its simplicity as well as its broad applicability. On par with data-intensive applications, the sheer size of linear regression problems…

Applications · Statistics 2016-06-29 Dimitris Berberidis , Vassilis Kekatos , Georgios B. Giannakis

There is a fast-growing literature on estimating optimal treatment rules directly by maximizing the expected outcome. In biomedical studies and operations applications, censored survival outcome is frequently observed, in which case the…

Methodology · Statistics 2026-03-12 Yifan Cui , Junyi Liu , Tao Shen , Zhengling Qi , Xi Chen

Adaptive experimentation enables efficient estimation of causal effects, but existing methods are not designed for survival data with censoring, where event times are only partially observed (e.g., overall survival in cancer trials but with…

Machine Learning · Computer Science 2026-05-19 Yuxin Wang , Dennis Frauen , Jonas Schweisthal , Maresa Schröder , Emil Javurek , Stefan Feuerriegel

Penalized regression models are popularly used in high-dimensional data analysis to conduct variable selection and model fitting simultaneously. Whereas success has been widely reported in literature, their performances largely depend on…

Machine Learning · Statistics 2013-12-16 Wei Sun , Junhui Wang , Yixin Fang

This work presents a new model and estimation procedure for the illness-death survival data where the hazard functions follow accelerated failure time (AFT) models. A shared frailty variate induces positive dependence among failure times of…

Methodology · Statistics 2022-05-10 Lea Kats , Malka Gorfine

We introduce a new survival tree method for censored failure time data that incorporates three key advancements over traditional approaches. First, we develop a more computationally efficient splitting procedure that effectively mitigates…

Methodology · Statistics 2025-09-24 Ruiwen Zhou , Ke Xie , Lei Liu , Zhichen Xu , Jimin Ding , Xiaogang Su

Feature selection is an important and active research area in statistics and machine learning. The Elastic Net is often used to perform selection when the features present non-negligible collinearity or practitioners wish to incorporate…

Machine Learning · Statistics 2020-06-09 Tobia Boschi , Matthew Reimherr , Francesca Chiaromonte

Non-parametric maximum likelihood estimation encompasses a group of classic methods to estimate distribution-associated functions from potentially censored and truncated data, with extensive applications in survival analysis. These methods,…

Methodology · Statistics 2021-08-05 Justin D. Tubbs , Lane Guolan Chen , Thuan Quoc Thach , Pak C. Sham

In this paper, we propose sparsity-aware data-selective adaptive filtering algorithms with adjustable penalties. Prior work incorporates a penalty function into the cost function used in the optimization that originates the algorithms to…

Data Structures and Algorithms · Computer Science 2017-08-08 André Flores , Rodrigo C. de Lamare

In this paper we utilize a survival analysis methodology incorporating Bayesian additive regression trees to account for nonlinear and additive covariate effects. We compare the performance of Bayesian additive regression trees, Cox…

Applications · Statistics 2019-11-05 Satabdi Saha , Duchwan Ryu , Nader Ebrahimi

This paper addresses the problem of identifying and estimating the causal effect of a treatment in the presence of unmeasured confounding and various types of right-censoring. Examples of these censoring mechanisms are administrative…

Statistics Theory · Mathematics 2025-03-19 Ilias Willems , Sara Rutten , Gilles Crommen , Ingrid Van Keilegom

When drawing causal inferences about the effects of multiple treatments on clustered survival outcomes using observational data, we need to address implications of the multilevel data structure, multiple treatments, censoring and unmeasured…

Methodology · Statistics 2022-02-18 Liangyuan Hu , Jiayi Ji , Ronald D. Ennis , Joseph W. Hogan

Many observational studies feature irregular longitudinal data, where the observation times are not common across individuals in the study. Further, the observation times may be related to the longitudinal outcome. In this setting, failing…

Methodology · Statistics 2024-05-27 Grace Tompkins , Joel A Dubin , Michael Wallace

Feature selection is an essential step in data science pipelines to reduce the complexity associated with large datasets. While much research on this topic focuses on optimizing predictive performance, few studies investigate stability in…

Feature selection is important in data representation and intelligent diagnosis. Elastic net is one of the most widely used feature selectors. However, the features selected are dependant on the training data, and their weights dedicated…

Machine Learning · Computer Science 2021-01-01 Shaode Yu , Haobo Chen , Hang Yu , Zhicheng Zhang , Xiaokun Liang , Wenjian Qin , Yaoqin Xie , Ping Shi

We propose a highly flexible distributional copula regression model for bivariate time-to-event data in the presence of right-censoring. The joint survival function of the response is constructed using parametric copulas, allowing for a…

Methodology · Statistics 2024-12-23 Guillermo Briseno-Sanchez , Nadja Klein , Andreas Groll , Andreas Mayr

Transportability analysis is a causal inference framework used to evaluate the external validity of randomized clinical trials (RCTs) or observational studies. Most existing transportability analysis methods require individual patient-level…

Methodology · Statistics 2025-07-09 Yichen Yan , Quang Vuong , Rebecca K Metcalfe , Tianyu Guan , Haolun Shi , Jay JH Park

The conditional survival function of a time-to-event outcome subject to censoring and truncation is a common target of estimation in survival analysis. This parameter may be of scientific interest and also often appears as a nuisance in…

Methodology · Statistics 2024-08-20 Charles J. Wolock , Peter B. Gilbert , Noah Simon , Marco Carone

This paper studies the asymptotic properties of the adaptive elastic net in ultra-high dimensional sparse linear regression models and proposes a new method called SSLS (Separate Selection from Least Squares) to improve prediction accuracy.…

Methodology · Statistics 2014-10-15 Yuehan Yang , Hu Yang