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Increasing evidence suggests that variability in longitudinal biomarkers, in addition to their mean trajectory, carries prognostic information for time-to-event outcomes. However, standard joint models typically capture only the expected…
We develop a new approach to robust adaptive beamforming in the presence of signal steering vector errors. Since the signal steering vector is known imprecisely, its presumed (prior) value is used to find a more accurate estimate of the…
In nested simulation literature, a common assumption is that the experimenter can choose the number of outer scenarios to sample. This paper considers the case when the experimenter is given a fixed set of outer scenarios from an external…
Models for predicting the time of a future event are crucial for risk assessment, across a diverse range of applications. Existing time-to-event (survival) models have focused primarily on preserving pairwise ordering of estimated event…
As one of the most commonly seen data challenges, missing data, in particular, multiple, non-monotone missing patterns, complicates estimation and inference due to the fact that missingness mechanisms are often not missing at random, and…
This paper presents a stochastic model predictive control approach for nonlinear systems subject to time-invariant probabilistic uncertainties in model parameters and initial conditions. The stochastic optimal control problem entails a cost…
Finite mixtures of regression models provide a flexible modeling framework for many phenomena. Using moment-based estimation of the regression parameters, we develop unbiased estimators with a minimum of assumptions on the mixture…
We propose a dynamic multiplicative factor model for process data, which arise from complex problem-solving items, an emerging testing mode in large-scale educational assessment. The proposed model can be viewed as an extension of the…
This paper studies inference in two-stage randomized experiments under covariate-adaptive randomization. In the initial stage of this experimental design, clusters (e.g., households, schools, or graph partitions) are stratified and randomly…
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…
A statistical framework is presented enabling optimal sampling and analysis of constant life fatigue data. Protocols using Bayesian maximum entropy sampling are built based on conventional staircase and stress step methods, reducing the…
An empirical algorithm is used here to study the stochastic and multifractal nature of nonlinear time series. A parameter can be defined to quantitatively measure the deviation of the time series from a Wiener process so that the…
Because stress is subjective and is expressed differently from one person to another, generic stress prediction models (i.e., models that predict the stress of any person) perform crudely. Only person-specific ones (i.e., models that…
Speech enhancement in the time-frequency domain is often performed by estimating a multiplicative mask to extract clean speech. However, most neural network-based methods perform point estimation, i.e., their output consists of a single…
Traditional accelerated life test plans are typically based on optimizing the C-optimality for minimizing the variance of an interested quantile of the lifetime distribution. The traditional methods rely on some specified planning values…
Varying coefficient models are widely used to characterize dynamic associations between longitudinal outcomes and covariates. Existing work on varying coefficient models, however, all assumes that observation times are independent of the…
Evaluating the financial performance of manufacturing firms requires consideration of both the time value of money and the relative importance of multiple decision criteria. Conventional approaches relying solely on deterministic…
In this contribution we develop an efficient reduced order model for solving parametrized linear-quadratic optimal control problems with linear time-varying state system. The fully reduced model combines reduced basis approximations of the…
The stratified proportional hazards model represents a simple solution to account for heterogeneity within the data while keeping the multiplicative effect on the hazard function. Strata are typically defined a priori by resorting to the…
We consider estimation of the covariance matrix of a multivariate random vector under the constraint that certain covariances are zero. We first present an algorithm, which we call Iterative Conditional Fitting, for computing the maximum…