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We introduce a novel method to simultaneously perform variable selection and estimation in the joint frailty model of recurrent and terminal events using the Broken Adaptive Ridge Regression penalty. The BAR penalty can be summarized as an…
Missing data in financial panels presents a critical obstacle, undermining asset-pricing models and reducing the effectiveness of investment strategies. Such panels are often inherently multi-dimensional, spanning firms, time, and financial…
Age-specific life-table death counts observed over time are examples of densities. Non-negativity and summability are constraints that sometimes require modifications of standard linear statistical methods. The centered log-ratio…
A standard approach for assessing the performance of partition models is to create synthetic data sets with a prespecified clustering structure, and assess how well the model reveals this structure. A common format is that subjects are…
Dependent survival data arise in many contexts. One context is clustered survival data, where survival data are collected on clusters such as families or medical centers. Dependent survival data also arise when multiple survival times are…
Most prognostic methods require a decent amount of data for model training. In reality, however, the amount of historical data owned by a single organization might be small or not large enough to train a reliable prognostic model. To…
Regression by composition provides a flexible framework for constructing conditional distributions through sequential group actions. However, when multiple flows act on the same distribution, the model becomes non-identifiable, leading to…
Accelerated life testing (ALT) is typically used to assess the reliability of material's lifetime under desired stress levels. Recent advances in material engineering have made a variety of material alternatives readily available. To…
Estimating how a treatment affects units individually, known as heterogeneous treatment effect (HTE) estimation, is an essential part of decision-making and policy implementation. The accumulation of large amounts of data in many domains,…
Causal inference across multiple data sources offers a promising avenue to enhance the generalizability and replicability of scientific findings. However, data integration methods for time-to-event outcomes, common in biomedical research,…
Finite Gaussian mixture models provide a powerful and widely employed probabilistic approach for clustering multivariate continuous data. However, the practical usefulness of these models is jeopardized in high-dimensional spaces, where…
Longitudinal binary or count functional data are common in neuroscience, but are often too large to analyze with existing functional regression methods. We propose one-step penalized generalized estimating equations that supports…
This paper investigates the robustness of futility analyses in clinical trials when interim analysis population deviates from the target population. We demonstrate how population shifts can distort early stopping decisions and propose…
Many studies employ the analysis of time-to-event data that incorporates competing risks and right censoring. Most methods and software packages are geared towards analyzing data that comes from a continuous failure time distribution.…
The diversity of post-training data is critical for effective downstream performance in large language models (LLMs). Many existing approaches to constructing post-training data quantify diversity using text-based metrics that capture…
Understanding whether and how treatment effects vary across subgroups is crucial to inform clinical practice and recommendations. Accordingly, the assessment of heterogeneous treatment effects (HTE) based on pre-specified potential effect…
Longitudinal data often involve heterogeneity, sparse signals, and contamination from response outliers or high-leverage observations especially in biomedical science. Existing methods usually address only part of this problem, either…
Ecological Momentary Assessment provides real-time data on suicidal thoughts and behaviors, but predicting suicide attempts remains challenging due to their rarity and patient heterogeneity. We show that single models fit to all patients…
The paper considers parameter estimation in count data models using penalized likelihood methods. The motivating data consists of multiple independent count variables with a moderate sample size per variable. The data were collected during…
Estimation of individualized treatment effects (ITE), also known as conditional average treatment effects (CATE), is an active area of methodology development. However, much less attention has been paid to the quantification of uncertainty…