Related papers: Continuous-Time, Discrete-Event Simulation from Co…
In survival analysis, estimating the failure time distribution is an important and difficult task, since usually the data is subject to censoring. Specifically, in this paper we consider current status data, a type of data where all of the…
Event-Driven Particle Dynamics is a fast and precise method to simulate particulate systems of all scales. In this work it is demonstrated that, despite the high accuracy of the method, the finite machine precision leads to simulations…
Single-cell data reveal the presence of biological stochasticity between cells of identical genome and environment, in particular highlighting the transcriptional bursting phenomenon. To account for this property, gene expression may be…
Discrete choice models (DCMs) have been widely utilized in various scientific fields, especially economics, for many years. These models consider a stochastic environment influencing each decision maker's choices. Extensive research has…
Survival analysis studies and predicts the time of death, or other singular unrepeated events, based on historical data, while the true time of death for some instances is unknown. Survival trees enable the discovery of complex nonlinear…
Accurate predictions of when a component will fail are crucial when planning maintenance, and by modeling the distribution of these failure times, survival models have shown to be particularly useful in this context. The presented…
Simulation based or dynamic probabilistic risk assessment methodologies were primarily developed for proving a more realistic and complete representation of complex systems accident response. Such simulation based methodologies have proven…
Most existing time-to-event methods focus on either single-event or competing-risks settings, leaving multi-event scenarios relatively underexplored. In many healthcare applications, for example, a patient may experience multiple clinical…
This article focuses, in the context of epidemic models, on rare events that may possibly correspond to crisis situations from the perspective of Public Health. In general, no close analytic form for their occurrence probabilities is…
An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…
Survival analysis is a fundamental tool for modeling time-to-event data in healthcare, engineering, and finance, where censored observations pose significant challenges. While traditional methods like the Beran estimator offer nonparametric…
Discrete stochastic processes (DSP) are instrumental for modelling the dynamics of probabilistic systems and have a wide spectrum of applications in science and engineering. DSPs are usually analyzed via Monte Carlo methods since the number…
Sequential deep learning models such as RNN, causal CNN and attention mechanism do not readily consume continuous-time information. Discretizing the temporal data, as we show, causes inconsistency even for simple continuous-time processes.…
Survival time is the primary endpoint of many randomized controlled trials, and a treatment effect is typically quantified by the hazard ratio under the assumption of proportional hazards. Awareness is increasing that in many settings this…
We propose a new class of parameterizations for spatio-temporal point processes which leverage Neural ODEs as a computational method and enable flexible, high-fidelity models of discrete events that are localized in continuous time and…
Branching processes are a class of continuous-time Markov chains (CTMCs) with ubiquitous applications. A general difficulty in statistical inference under partially observed CTMC models arises in computing transition probabilities when the…
Stochastic differential equations (SDEs) or diffusions are continuous-valued continuous-time stochastic processes widely used in the applied and mathematical sciences. Simulating paths from these processes is usually an intractable problem,…
We present a method for enhanced sampling of molecular dynamics simulations using stochastic resetting. Various phenomena, ranging from crystal nucleation to protein folding, occur on timescales that are unreachable in standard simulations.…
Atypical, rare trajectories of dynamical systems are important: they are often the paths for chemical reactions, the haven of (relative) stability of planetary systems, the rogue waves that are detected in oil platforms, the structures that…
Exploiting stochastic path integral theory, we obtain \emph{by simulation} substantial gains in efficiency for the computation of reaction rates in one-dimensional, bistable, overdamped stochastic systems. Using a well-defined measure of…