Related papers: A Change-Point Model for Detecting Heterogeneity i…
We develop algorithms for detecting multiple changepoints in functional data when the number of changepoints is unknown (unsupervised case), when it is specified apriori (supervised case), and when certain bounds are available…
A Markov process is registered. At random moment $\theta$ the distribution of observed sequence changes. Using probability maximizing approach the optimal stopping rule for detecting the change is identified. Some explicit solution is…
We investigate sequential change point estimation and detection in univariate nonparametric settings, where a stream of independent observations from sub-Gaussian distributions with a common variance factor and piecewise-constant but…
Hidden Markov models (HMMs) and their extensions have proven to be powerful tools for classification of observations that stem from systems with temporal dependence as they take into account that observations close in time are likely…
Survival regression is widely used to model time-to-events data, to explore how covariates may influence the occurrence of events. Modern datasets often encompass a vast number of covariates across many subjects, with only a subset of the…
Multistate Markov models are a canonical parametric approach for data modeling of observed or latent stochastic processes supported on a finite state space. Continuous-time Markov processes describe data that are observed irregularly over…
In this study, we address the challenge of survival analysis within heterogeneous patient populations, where traditional reliance on a single regression model such as the Cox proportional hazards (Cox PH) model often falls short.…
We propose a hidden Markov model for univariate proportion time series taking values in (0,1), where regime switching captures latent structural changes and the emission distribution belongs to the Beta family. In each latent state, the…
Prognostic models in survival analysis are aimed at understanding the relationship between patients' covariates and the distribution of survival time. Traditionally, semi-parametric models, such as the Cox model, have been assumed. These…
Motivated by recent findings that within-subject (WS) visit-to-visit variabilities of longitudinal biomarkers can be strong risk factors for health outcomes, this paper introduces and examines a new joint model of a longitudinal biomarker…
We consider two-state Non-Homogeneous Hidden Markov Models (NHHMMs) for forecasting univariate time series. Given a set of predictors, the time series are modeled via predictive regressions with state dependent coefficients and time-varying…
Using supervised machine learning approaches to recognize human activities from on-body wearable accelerometers generally requires a large amount of labelled data. When ground truth information is not available, too expensive, time…
Genetic sequence data are well described by hidden Markov models (HMMs) in which latent states correspond to clusters of similar mutation patterns. Theory from statistical genetics suggests that these HMMs are nonhomogeneous (their…
We introduce and analyze a waiting time model for the accumulation of genetic changes. The continuous time conjunctive Bayesian network is defined by a partially ordered set of mutations and by the rate of fixation of each mutation. The…
Sequential (online) change-point detection involves continuously monitoring time-series data and triggering an alarm when shifts in the data distribution are detected. We propose an algorithm for real-time identification of alterations in…
$\textbf{Objective}$: To develop a multi-channel device event segmentation and feature extraction algorithm that is robust to changes in data distribution. $\textbf{Methods}$: We introduce an adaptive transfer learning algorithm to classify…
Heterogeneous data are now ubiquitous in many applications in which correctly identifying the subgroups from a heterogeneous population is critical. Although there is an increasing body of literature on subgroup detection, existing methods…
We propose a novel approach for modeling multivariate longitudinal data in the presence of unobserved heterogeneity for the analysis of the Health and Retirement Study (HRS) data. Our proposal can be cast within the framework of linear…
Conventional survival analysis approaches estimate risk scores or individualized time-to-event distributions conditioned on covariates. In practice, there is often great population-level phenotypic heterogeneity, resulting from (unknown)…
The Hidden Markov Model (HMM) can predict the future value of a time series based on its current and previous values, making it a powerful algorithm for handling various types of time series. Numerous studies have explored the improvement…