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There have been significant efforts devoted to solving the longevity risk given that a continuous growth in population ageing has become a severe issue for many developed countries over the past few decades. The Cairns-Blake-Dowd (CBD)…
In observational studies with survival or time-to-event outcomes, a propensity score weighted marginal Cox proportional hazard model with the treatment variable as the only predictor is commonly used to estimate the causal marginal hazard…
The ratio of the hazard functions of two populations or two strata of a single population plays an important role in time-to-event analysis. Cox regression is commonly used to estimate the hazard ratio under the assumption that it is…
Recent results in coupled or temporal graphical models offer schemes for estimating the relationship structure between features when the data come from related (but distinct) longitudinal sources. A novel application of these ideas is for…
Stochastic biochemical and transport processes have various final outcomes, and they can be viewed as dynamic systems with multiple exits. Many current theoretical studies, however, typically consider only a single time scale for each…
Consider two stationary time series with heavy-tailed marginal distributions. We aim to detect whether they have a causal relation, that is, if a change in one causes a change in the other. Usual methods for causal discovery are not well…
While death rates due to diseases of the heart have experienced a sharp decline over the past 50 years, these diseases continue to be the leading cause of death in the United States, and the rate of decline varies by geographic location,…
This research explores how total mortality figures relate to age-standardized death rates within the United States, using the complete historical record of national mortality statistics. Through a detailed investigation of both all-cause…
The penalized Cox proportional hazard model is a popular analytical approach for survival data with a large number of covariates. Such problems are especially challenging when covariates vary over follow-up time (i.e., the covariates are…
The Cox regression model is a popular model for analyzing the relationship between a covariate and a survival endpoint. The standard Cox model assumes a constant covariate effect across the entire covariate domain. However, in many…
Many researchers have investigated first hitting times as models for survival data. First hitting times arise naturally in many types of stochastic processes, ranging from Wiener processes to Markov chains. In a survival context, the state…
Time and the choice of measurement time scales is fundamental to how we choose to represent information and data in finance. This choice implies both the units and the aggregation scales for the resulting statistical measurables used to…
Time elapsed till an event of interest is often modeled using the survival analysis methodology, which estimates a survival score based on the input features. There is a resurgence of interest in developing more accurate prediction models…
In epidemiology, the person-years method is broadly used to estimate the incidence rates of health related events. This needs determination of time at risk stratified by period, age and sometimes by duration of disease or exposition. The…
Hazard ratios are ubiquitously used in time to event analysis to quantify treatment effects. Although hazard ratios are invaluable for hypothesis testing, other measures of association, both relative and absolute, may be used to fully…
As a specific proportional hazard rates model, sequential order statistics can be used to describe the lifetimes of load-sharing systems. Inference for these systems needs to account for small sample sizes, which are prevalent in…
In clinical studies, the illness-death model is often used to describe disease progression. A subject starts disease-free, may develop the disease and then die, or die directly. In clinical practice, disease can only be diagnosed at…
Using a method of entropic analysis of time series we establish the correlation between heartbeat long-range memory and mortality risk in patients with congestive heart failure.
In many application domains, time series are monitored to detect extreme events like technical faults, natural disasters, or disease outbreaks. Unfortunately, it is often non-trivial to select both a time series that is informative about…
We propose and study a fully efficient method to estimate associations of an exposure with disease incidence when both, incident cases and prevalent cases, i.e. individuals who were diagnosed with the disease at some prior time point and…