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A methodology for high dimensional causal inference in a time series context is introduced. It is assumed that there is a monotonic transformation of the data such that the dynamics of the transformed variables are described by a Gaussian…
Time-to-event semi-competing risk endpoints may be correlated when both events are occurring on the same individual. These events and the association between them may also be influenced by individual characteristics. In this paper, we…
Joint modelling of longitudinal observations and event times continues to remain a topic of considerable interest in biomedical research. For example, in HIV studies, the longitudinal bio-marker such as CD4 cell count in a patient's blood…
Event correlation between aftershocks in the coherent noise model is studied by making use of natural time, which has recently been introduced in complex time-series analysis. It is found that the aging phenomenon and the associated scaling…
The use of deep neural networks to make high risk decisions creates a need for global and local explanations so that users and experts have confidence in the modeling algorithms. We introduce a novel technique to find global and local…
Time-to-event analysis is an important statistical tool for allocating clinical resources such as ICU beds. However, classical techniques like the Cox model cannot directly incorporate images due to their high dimensionality. We propose a…
We compare two approaches to the predictive modeling of dynamical systems from partial observations at discrete times. The first is continuous in time, where one uses data to infer a model in the form of stochastic differential equations,…
Some years ago, Snapinn and Jiang[1] considered the interpretation and pitfalls of absolute versus relative treatment effect measures in analyses of time-to-event outcomes. Through specific examples and analytical considerations based…
Many research questions involve time-to-event outcomes that can be prevented from occurring due to competing events. In these settings, we must be careful about the causal interpretation of classical statistical estimands. In particular,…
Adverse events are a serious issue in drug development and many prediction methods using machine learning have been developed. The random split cross-validation is the de facto standard for model building and evaluation in machine learning,…
During an epidemic, such as the COVID-19 pandemic, policy-makers are faced with the decision of implementing effective, yet socioeconomically costly intervention strategies, such as school and workplace closure, physical distancing, etc. In…
We measure the influence of different time-scales on the dynamics of financial market data. This is obtained by decomposing financial time series into simple oscillations associated with distinct time-scales. We propose two new time-varying…
Causal inference for observational longitudinal studies often requires the accurate estimation of treatment effects on time-to-event outcomes in the presence of time-dependent patient history and time-dependent covariates. To tackle this…
Life course epidemiology of chronic diseases has been dominated so far by the environmental approach. Whether it focuses on early life exposures and events or later lifestyle behaviors, this approach assumes that previous life experiences…
Competing risk analysis considers event times due to multiple causes, or of more than one event types. Commonly used regression models for such data include 1) cause-specific hazards model, which focuses on modeling one type of event while…
Sellke and Siegmund (1983) developed the Brownian approximation to the Cox partial likelihood score as a process of calendar time, laying the foundation for group sequential analysis of survival studies. We extend their results to cover…
Garside et al. use event history methods to analyze topological data. We provide additional background on persistent homology to contrast the hazard estimators used by Garside et al. with traditional approaches in topological data analysis.…
In this paper, we investigate stochastic comparisons of parallel systems, and obtain two characterization results in this regard. First, we compare a parallel system with independent heterogeneous components to a parallel system with…
Operational risk is challenging to quantify because of the broad range of categories (fraud, technological issues, natural disasters) and the heavy-tailed nature of realized losses. Operational risk modeling requires quantifying how these…
The hazard ratio from the Cox proportional hazards model is a ubiquitous summary of treatment effect. However, when hazards are non-proportional, the hazard ratio can lose a stable causal interpretation and become study-dependent because it…