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Real-life statistical samples are often plagued by selection bias, which complicates drawing conclusions about the general population. When learning causal relationships between the variables is of interest, the sample may be assumed to be…

Statistics Theory · Mathematics 2018-11-15 Angelos P. Armen , Robin J. Evans

Sensor-based degradation signals measure the accumulation of damage of an engineering system using sensor technology. Degradation signals can be used to estimate, for example, the distribution of the remaining life of partially degraded…

Applications · Statistics 2011-07-29 Rensheng R. Zhou , Nicoleta Serban , Nagi Gebraeel

Conventional survival metrics, such as Harrell's concordance index (CI) and the Brier Score, rely on the independent censoring assumption for valid inference with right-censored data. However, in the presence of so-called dependent…

Machine Learning · Statistics 2025-05-20 Christian Marius Lillelund , Shi-ang Qi , Russell Greiner

We propose a methodology for modeling and comparing probability distributions within a Bayesian nonparametric framework. Building on dependent normalized random measures, we consider a prior distribution for a collection of discrete random…

Methodology · Statistics 2022-06-01 Mario Beraha , Jim E. Griffin

We consider dynamic versions of the mutual information of lifetime distributions, with focus on past lifetimes, residual lifetimes and mixed lifetimes evaluated at different instants. This allows to study multicomponent systems, by…

Probability · Mathematics 2016-05-10 Jafar Ahmadi , Antonio Di Crescenzo , Maria Longobardi

We consider a parametric modelling approach for survival data where covariates are allowed to enter the model through multiple distributional parameters, i.e., scale and shape. This is in contrast with the standard convention of having a…

Methodology · Statistics 2021-11-17 Fatima-Zahra Jaouimaa , Il Do Ha , Kevin Burke

Marginal structural models are a popular method for estimating causal effects in the presence of time-varying exposures. In spite of their popularity, no scalable non-parametric estimator exist for marginal structural models with…

Methodology · Statistics 2024-09-30 Axel Martin , Michele Santacatterina , Iván Díaz

Modeling structure in complex networks using Bayesian non-parametrics makes it possible to specify flexible model structures and infer the adequate model complexity from the observed data. This paper provides a gentle introduction to…

Machine Learning · Statistics 2013-12-23 Mikkel N. Schmidt , Morten Mørup

One of the crucial steps in scientific studies is to specify dependent relationships among factors in a system of interest. Given little knowledge of a system, can we characterize the underlying dependent relationships through observation…

Information Theory · Computer Science 2012-12-24 Shohei Hidaka

We present a non-parametric Bayesian latent variable model capable of learning dependency structures across dimensions in a multivariate setting. Our approach is based on flexible Gaussian process priors for the generative mappings and…

Machine Learning · Statistics 2018-07-16 Andrew R. Lawrence , Carl Henrik Ek , Neill D. F. Campbell

Statistical estimates from survey samples have traditionally been obtained via design-based estimators. In many cases, these estimators tend to work well for quantities such as population totals or means, but can fall short as sample sizes…

Methodology · Statistics 2020-09-15 Paul A. Parker , Scott H. Holan , Ryan Janicki

In this paper we consider the current status continuous mark model where, if the event takes place before an inspection time $T$ a "continuous mark" variable is observed as well. A Bayesian nonparametric method is introduced for estimating…

Statistics Theory · Mathematics 2021-03-16 Geurt Jongbloed , Frank van der Meulen , Lixue Pang

Bayesian analysis is increasingly popular for use in social science and other application areas where the data are observations from an informative sample. An informative sampling design leads to inclusion probabilities that are correlated…

Statistics Theory · Mathematics 2016-06-07 Terrance D. Savitsky , Daniell Toth

We propose a framework for Bayesian non-parametric estimation of the rate at which new infections occur assuming that the epidemic is partially observed. The developed methodology relies on modelling the rate at which new infections occur…

Methodology · Statistics 2014-12-16 Edward S. Knock , Theodore Kypraios

This paper introduces a quasi-Bayesian method that integrates frequentist nonparametric estimation with Bayesian inference in a two-stage process. Applied to an endogenous discrete choice model, the approach first uses kernel or sieve…

Econometrics · Economics 2025-05-20 Ruixuan Liu , Zhengfei Yu

In this paper, we derive the joint distribution of progression-free and overall survival as a function of transition probabilities in a multistate model. No assumptions on copulae or latent event times are needed and the model is allowed to…

Methodology · Statistics 2018-10-26 Matthias Meller , Jan Beyersmann , Kaspar Rufibach

Survival analysis is a critical tool for the modelling of time-to-event data, such as life expectancy after a cancer diagnosis or optimal maintenance scheduling for complex machinery. However, current neural network models provide an…

Machine Learning · Statistics 2021-12-06 Fabio Luis de Mello , J Mark Wilkinson , Visakan Kadirkamanathan

The main challenge in Bayesian models is to determine the posterior for the model parameters. Already, in models with only one or few parameters, the analytical posterior can only be determined in special settings. In Bayesian neural…

Machine Learning · Statistics 2021-06-02 Sefan Hörtling , Daniel Dold , Oliver Dürr , Beate Sick

Survival models are used to analyze time-to-event data in a variety of disciplines. Proportional hazard models provide interpretable parameter estimates, but proportional hazards assumptions are not always appropriate. Non-parametric models…

Methodology · Statistics 2022-07-08 Richard D. Payne , Nilabja Guha , Bani K. Mallick

Models for predicting the time of a future event are crucial for risk assessment, across a diverse range of applications. Existing time-to-event (survival) models have focused primarily on preserving pairwise ordering of estimated event…

Machine Learning · Statistics 2021-01-14 Paidamoyo Chapfuwa , Chenyang Tao , Lawrence Carin , Ricardo Henao