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This paper proposes a versatile covariate adjustment method that directly incorporates covariate balance in regression discontinuity (RD) designs. The new empirical entropy balancing method reweights the standard local polynomial RD…

Econometrics · Economics 2024-05-29 Jun Ma , Zhengfei Yu

Investigating the causal relationship between exposure and the time-to-event outcome is an important topic in biomedical research. Previous literature has discussed the potential issues of using the hazard ratio as a marginal causal effect…

Methodology · Statistics 2022-05-05 Zihan Lin , Ai Ni , Bo Lu

Systemic risk is the risk that a company- or industry-level risk could trigger a huge collapse of another or even the whole institution. Various systemic risk measures have been proposed in the literature to quantify the domino and…

Risk Management · Quantitative Finance 2024-05-14 Tong Pu , Yifei Zhang , Yiying Zhang

Monotonicity is a key qualitative prediction of a wide array of economic models derived via robust comparative statics. It is therefore important to design effective and practical econometric methods for testing this prediction in empirical…

Statistics Theory · Mathematics 2019-07-10 Denis Chetverikov

We study the expectation-maximization (EM) algorithm for general latent-variable models under (i) distributional misspecification and (ii) nonidentifiability induced by a group action. We formulate EM on the quotient parameter space and…

Statistics Theory · Mathematics 2026-01-06 Koustav Mallik

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

Modern medicine requires generalised approaches to the synthesis and integration of multimodal data, often at different biological scales, that can be applied to a variety of evidence structures, such as complex disease analyses and…

Quantitative Methods · Quantitative Biology 2019-11-11 Devin Taylor , Simeon Spasov , Pietro Liò

We address regularised versions of the Expectation-Maximisation (EM) algorithm for Generalised Linear Mixed Models (GLMM) in the context of panel data (measured on several individuals at different time-points). A random response y is…

Methodology · Statistics 2019-08-21 Jocelyn Chauvet , Catherine Trottier , Xavier Bry

Estimating causal effects for survival outcomes in the high-dimensional setting is an extremely important topic for many biomedical applications as well as areas of social sciences. We propose a new orthogonal score method for treatment…

Methodology · Statistics 2024-12-04 Jue Hou , Jelena Bradic , Ronghui Xu

Mendelian randomization (MR) is a statistical method exploiting genetic variants as instrumental variables to estimate the causal effect of modifiable risk factors on an outcome of interest. Despite wide uses of various popular two-sample…

Methodology · Statistics 2021-11-17 Anqi Wang , Zhonghua Liu

The brain-age gap is one of the most investigated risk markers for brain changes across disorders. While the field is progressing towards large-scale models, recently incorporating uncertainty estimates, no model to date provides the…

Genetic association studies have been a popular approach for assessing the association between common Single Nucleotide Polymorphisms (SNPs) and complex diseases. However, other genomic data involved in the mechanism from SNPs to disease,…

Applications · Statistics 2014-04-28 Yen-Tsung Huang , Tyler J. VanderWeele , Xihong Lin

Clinical and genomic models are both used to predict breast cancer outcomes, but they are often combined using simple linear rules that do not account for how their risk scores relate, especially at the extremes. Using the METABRIC breast…

Machine Learning · Computer Science 2025-11-25 Agnideep Aich , Sameera Hewage , Md Monzur Murshed

Parameter estimation in logistic regression is a well-studied problem with the Newton-Raphson method being one of the most prominent optimization techniques used in practice. A number of monotone optimization methods including…

Computation · Statistics 2023-04-11 Nicholas C. Henderson , Zhongzhe Ouyang

A new variant of Newton's method for empirical risk minimization is studied, where at each iteration of the optimization algorithm, the gradient and Hessian of the objective function are replaced by robust estimators taken from existing…

Machine Learning · Statistics 2023-07-18 Eirini Ioannou , Muni Sreenivas Pydi , Po-Ling Loh

A neural network based technique is presented, which is able to successfully extract polynomial classification rules from labeled electroencephalogram (EEG) signals. To represent the classification rules in an analytical form, we use the…

Neural and Evolutionary Computing · Computer Science 2007-05-23 Vitaly Schetinin

A key challenge in genomics is to identify genetic variants that distinguish patients with different survival time following diagnosis or treatment. While the log-rank test is widely used for this purpose, nearly all implementations of the…

Quantitative Methods · Quantitative Biology 2013-09-18 Fabio Vandin , Alexandra Papoutsaki , Benjamin J. Raphael , Eli Upfal

We study variance estimation and associated confidence intervals for parameters characterizing genetic effects from genome-wide association studies (GWAS) misspecified mixed model analysis. Previous studies have shown that, in spite of the…

Methodology · Statistics 2021-01-19 Cecilia Dao , Jiming Jiang , Debashis Paul , Hongyu Zhao

There exists a range of different models for estimating and simulating credit risk transitions to optimally manage credit risk portfolios and products. In this chapter we present a Coupled Markov Chain approach to model rating transitions…

Neural and Evolutionary Computing · Computer Science 2014-01-21 Ronald Hochreiter , David Wozabal

For more than two decades, advances in personalised medicine and precision healthcare have largely been based on genomics and other omics data. These strategies aim to tailor interventions to individual patient profiles, promising greater…

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