Related papers: Robust Bias Estimation for Kaplan-Meier Survival E…
This paper introduces an assumption-lean method that constructs valid and efficient lower predictive bounds (LPBs) for survival times with censored data. We build on recent work by Cand\`es et al. (2021), whose approach first subsets the…
The inverse probability weighting approach is popular for evaluating treatment effects in observational studies, but extreme propensity scores could bias the estimator and induce excessive variance. Recently, the overlap weighting approach…
Resampling methods are especially well-suited to inference with estimators that provide only "black-box'' access. Jackknife is a form of resampling, widely used for bias correction and variance estimation, that is well-understood under…
Existing survival analysis techniques heavily rely on strong modelling assumptions and are, therefore, prone to model misspecification errors. In this paper, we develop an inferential method based on ideas from conformal prediction, which…
We use the jackknife to bias correct the log-periodogram regression(LPR) estimator of the fractional parameter in a stationary fractionally integrated model. The weights for the jackknife estimator are chosen in such a way that bias…
One goal in survival analysis of right-censored data is to estimate the marginal survival function in the presence of dependent censoring. When many auxiliary covariates are sufficient to explain the dependent censoring, estimation based on…
The Brier score is commonly used for evaluating probability predictions. In survival analysis, with right-censored observations of the event times, this score can be weighted by the inverse probability of censoring (IPCW) to retain its…
A sum-wise formulation is proposed for the Kaplan-Meier product limit estimator of partially right-censored survival data. The derived representation permits to write the population's estimator as a sum over its individual units'…
The setting of a right-censored random sample subject to contamination is considered. In various fields, expert information is often available and used to overcome the contamination. This paper integrates expert knowledge into the…
Reliability inference based on parametric distributions is an important problem in electrical and mechanical engineering. Most existing methods rely on approximations or bootstrap procedures, which may not perform satisfactorily when data…
Interval censoring occurs when event times are only known to fall between scheduled assessments, a common design in clinical trials, epidemiology, and reliability studies. Standard right-censoring methods, such as Kaplan-Meier and Cox…
This paper considers inference in a linear regression model with random right censoring and outliers. The number of outliers can grow with the sample size while their proportion goes to zero. The model is semiparametric and we make only…
We develop a concept of weak identification in linear IV models in which the number of instruments can grow at the same rate or slower than the sample size. We propose a jackknifed version of the classical weak identification-robust…
A theory of martingales for censoring is developed. The Doob-Meyer martingale is shown to be inadequate in general, and a repaired martingale is proposed with a non-predictable centering term. Associated martingale transforms, variation…
We study the implications of including many covariates in a first-step estimate entering a two-step estimation procedure. We find that a first order bias emerges when the number of \textit{included} covariates is "large" relative to the…
Accurately predicting the time of occurrence of an event of interest is a critical problem in longitudinal data analysis. One of the main challenges in this context is the presence of instances whose event outcomes become unobservable after…
We propose algorithms for addressing the bias of the posterior mean when used as an estimator of parameters. These algorithms build upon the recently proposed Bayesian infinitesimal jackknife approximation (Giordano and Broderick (2023))…
Censoring is the central problem in survival analysis where either the time-to-event (for instance, death), or the time-tocensoring (such as loss of follow-up) is observed for each sample. The majority of existing machine learning-based…
In the presence of right-censored data with covariates, the conditional Kaplan-Meier estimator (also known as the Beran estimator) consistently estimates the conditional survival function of the random follow-up for the event of interest.…
Conformal inference, cross-validation+, and the jackknife+ are hold-out methods that can be combined with virtually any machine learning algorithm to construct prediction sets with guaranteed marginal coverage. In this paper, we develop…