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A variety of real-world processes (over networks) produce sequences of data whose complex temporal dynamics need to be studied. More especially, the event timestamps can carry important information about the underlying network dynamics,…

Machine Learning · Computer Science 2017-03-27 Shuai Xiao , Junchi Yan , Mehrdad Farajtabar , Le Song , Xiaokang Yang , Hongyuan Zha

Building on top of a regression model, Conformal Prediction methods produce distribution free prediction sets, requiring only i.i.d. data. While R packages implementing such methods for the univariate response framework have been developed,…

Methodology · Statistics 2022-06-30 Paolo Vergottini , Matteo Fontana , Jacopo Diquigiovanni , Aldo Solari , Simone Vantini

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…

Parametric assumptions such as exponential distribution are commonly used in clinical trial design and analysis. However, violation of distribution assumptions can introduce biases in sample size and power calculations. Piecewise…

Methodology · Statistics 2026-05-14 Tianchen Xu , Rachael Wen , Wen Zhang

Predicting the individual risk of a clinical event using the complete patient history is still a major challenge for personalized medicine. Among the methods developed to compute individual dynamic predictions, the joint models have the…

Machine Learning · Statistics 2024-07-17 Anthony Devaux , Catherine Helmer , Robin Genuer , Cécile Proust-Lima

We are interested in survival analysis of hemodialysis patients for whom several biomarkers are recorded over time. Motivated by this challenging problem, we propose a general framework for multivariate joint longitudinal-survival modeling…

Joint models for longitudinal and time-to-event data are commonly used in longitudinal studies to forecast disease trajectories over time. While there are many advantages to joint modeling, the standard forms suffer from limitations that…

Machine Learning · Statistics 2019-09-09 Bryan Lim , Mihaela van der Schaar

High-dimensional prediction considers data with more variables than samples. Generic research goals are to find the best predictor or to select variables. Results may be improved by exploiting prior information in the form of co-data,…

Methodology · Statistics 2022-05-17 Mirrelijn M. van Nee , Lodewyk F. A. Wessels , Mark A. van de Wiel

In biomedical studies it is common to collect data on multiple biomarkers during study follow-up for dynamic prediction of a time-to-event clinical outcome. The biomarkers are typically intermittently measured, missing at some event times,…

Methodology · Statistics 2021-07-05 Ning Li , Yi Liu , Shanpeng Li , Robert M. Elashoff , Gang Li

The matched case-control design, up until recently mostly pertinent to epidemiological studies, is becoming customary in biomedical applications as well. For instance, in omics studies, it is quite common to compare cancer and healthy…

Methodology · Statistics 2024-02-05 Vera Djordjilović , Erica Ponzi , Therese Haugdahl Nøst , Magne Thoresen

Systems that rely on forecasts to make decisions, e.g. control or energy trading systems, require frequent updates of the forecasts. Usually, the forecasts are updated whenever new observations become available, hence in an online setting.…

Robust estimation provides essential tools for analyzing data that contain outliers, ensuring that statistical models remain reliable even in the presence of some anomalous data. While robust methods have long been available in R, users of…

Computation · Statistics 2024-11-05 Sarah Leyder , Jakob Raymaekers , Peter J. Rousseeuw , Thomas Servotte , Tim Verdonck

This paper introduces the R package BayesVarSel which implements objective Bayesian methodology for hypothesis testing and variable selection in linear models. The package computes posterior probabilities of the competing hypotheses/models…

Other Statistics · Statistics 2016-11-28 Gonzalo Garcia-Donato , Anabel Forte

In this work we present a simple estimation procedure for a general frailty model for analysis of prospective correlated failure times. Earlier work showed this method to perform well in a simulation study. Here we provide rigorous…

Statistics Theory · Mathematics 2007-06-13 David M. Zucker , Malka Gorfine , Li Hsu

Forward marginal effects have recently been introduced as a versatile and effective model-agnostic interpretation method particularly suited for non-linear and non-parametric prediction models. They provide comprehensible model explanations…

Machine Learning · Computer Science 2024-09-13 Holger Löwe , Christian A. Scholbeck , Christian Heumann , Bernd Bischl , Giuseppe Casalicchio

Joint models of longitudinal and survival data have become an important tool for modeling associations between longitudinal biomarkers and event processes. The association between marker and log-hazard is assumed to be linear in existing…

Methodology · Statistics 2017-10-24 Meike Köhler , Nikolaus Umlauf , Sonja Greven

Variable selection naturally arises as a useful subject when faced with data with massive predictor space. In addition to the massive dimensionality, the data may be characterized by intra-subject correlation, and cure fraction, which are…

Methodology · Statistics 2025-12-24 Richard Tawiah , Shu Kay Ng , Geoffrey J. McLachlan

From environmental sciences to finance, there is a growing demand for methods that can assess the risks of extreme events beyond those observed in available data. Extrapolating extreme events beyond the range of the data is not obvious.…

Methodology · Statistics 2026-04-07 Boris Beranger , Simone A. Padoan

Joint models for longitudinal and time-to-event data have seen many developments in recent years. Though spatial joint models are still rare and the traditional proportional hazards formulation of the time-to-event part of the model is…

Methodology · Statistics 2024-06-25 Anja Rappl , Thomas Kneib , Stefan Lang , Elisabeth Bergherr

In this work we provide a simple estimation procedure for a general frailty model for analysis of prospective correlated failure times. Rigorous large-sample theory for the proposed estimators of both the regression coefficient vector and…

Statistics Theory · Mathematics 2007-06-13 Malka Gorfine , David M. Zucker , Li Hsu
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