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The setting of a right-censored random sample subject to contamination is considered. In various fields, expert information is often available and used to overcome the contamination. This paper integrates expert knowledge into the…

Methodology · Statistics 2023-03-28 Martin Bladt , Christian Furrer

This paper proposes a model-free nonparametric estimator of conditional quantile of a time series regression model where the covariate vector is repeated many times for different values of the response. This type of data is abound in…

Methodology · Statistics 2021-07-07 Soudeep Deb , Kaushik Jana

Various assumptions on a right-censoring mechanism to ensure consistency of the Kaplan--Meier and Aalen--Johansen estimators in a competing risks setting are studied. Specifically, eight different assumptions are seen to fall in two…

Statistics Theory · Mathematics 2024-12-11 Morten Overgaard , Stefan Nygaard Hansen

In survival analysis, the lifetime under study is not always observed. In certain applications, for some individuals, the value of the lifetime is only known to be smaller or larger than some random duration. This framework represent an…

Statistics Theory · Mathematics 2020-02-25 Laurent Bordes , Maria Carmen Pardo , Christian Paroissin , Valentin Patilea

In this paper we address the challenges posed by non-proportional hazards and informative censoring, offering a path toward more meaningful causal inference conclusions. We start from the marginal structural Cox model, which has been widely…

Methodology · Statistics 2023-11-15 Jiyu Luo , Denise Rava , Jelena Bradic , Ronghui Xu

Cox's proportional hazards model is one of the most popular statistical models to evaluate associations of exposure with a censored failure time outcome. When confounding factors are not fully observed, the exposure hazard ratio estimated…

Methodology · Statistics 2022-01-04 Linbo Wang , Eric Tchetgen Tchetgen , Torben Martinussen , Stijn Vansteelandt

Causal effect moderation investigates how the effect of interventions (or treatments) on outcome variables changes based on observed characteristics of individuals, known as potential effect moderators. With advances in data collection,…

Methodology · Statistics 2024-11-26 Soham Bakshi , Walter Dempsey , Snigdha Panigrahi

In this paper, we introduce new parametric and semiparametric regression techniques for a recurrent event process subject to random right censoring. We develop models for the cumula- tive mean function and provide asymptotically normal…

Statistics Theory · Mathematics 2015-03-17 Olivier Bouaziz , Ségolen Geffray , Olivier Lopez

Survival analysis aims to model how covariates and time jointly shape the time-to-event distribution under right censoring. Classical methods such as the Cox model and generalised additive models (GAMs) require interactions and time-varying…

Machine Learning · Statistics 2026-05-26 Stelios Boulitsakis Logothetis , Angela Wood , Pietro Liò

This paper presents a unified rank-based inferential procedure for fitting the accelerated failure time model to partially interval-censored data. A Gehan-type monotone estimating function is constructed based on the idea of the familiar…

Methodology · Statistics 2026-04-14 Taehwa Choi , Sangbum Choi , Dipankar Bandyopadhyay

We present a general causal generative modelling framework for accurate estimation of high fidelity image counterfactuals with deep structural causal models. Estimation of interventional and counterfactual queries for high-dimensional…

Machine Learning · Computer Science 2023-07-19 Fabio De Sousa Ribeiro , Tian Xia , Miguel Monteiro , Nick Pawlowski , Ben Glocker

The present paper proposes a new treatment effects estimator that is valid when the number of time periods is small, and the parallel trends condition holds conditional on covariates and unobserved heterogeneity in the form of interactive…

Econometrics · Economics 2023-06-16 Nicholas Brown , Kyle Butts , Joakim Westerlund

In this paper we study covariance estimation with missing data. We consider missing data mechanisms that can be independent of the data, or have a time varying dependency. Additionally, observed variables may have arbitrary (non uniform)…

Statistics Theory · Mathematics 2021-06-17 Eduardo Pavez , Antonio Ortega

Currently, machine learning is widely used across various domains, including time series data analysis. However, some machine learning models function as black boxes, making interpretability a critical concern. One approach to address this…

Machine Learning · Computer Science 2025-12-01 Keita Kinjo

Answering counterfactual queries has important applications such as explainability, robustness, and fairness but is challenging when the causal variables are unobserved and the observations are non-linear mixtures of these latent variables,…

Machine Learning · Computer Science 2024-04-16 Zeyu Zhou , Ruqi Bai , Sean Kulinski , Murat Kocaoglu , David I. Inouye

Counterfactual inference considers a hypothetical intervention in a parallel world that shares some evidence with the factual world. If the evidence specifies a conditional distribution on a manifold, counterfactuals may be analytically…

Machine Learning · Statistics 2024-07-03 Juha Karvanen , Santtu Tikka , Matti Vihola

Estimating counterfactual distributions under interventions is central to treatment risk assessment and counterfactual generation tasks. Existing approaches model the counterfactual distribution as a standalone generative target, without…

Machine Learning · Statistics 2026-05-11 Hugh Dance , Johnny Xi , Peter Orbanz , Benjamin Bloem-Reddy

In this paper we consider a time-to-event variable $T$ that is subject to random right censoring, and we assume that the censoring time $C$ is stochastically dependent on $T$ and that there is a positive probability of not observing the…

Methodology · Statistics 2024-03-14 Morine Delhelle , Ingrid Van Keilegom

The continuous extension of a discrete random variable is amongst the computational methods used for estimation of multivariate normal copula-based models with discrete margins. Its advantage is that the likelihood can be derived…

Methodology · Statistics 2014-11-10 Aristidis K. Nikoloulopoulos

Interval-censored competing risks data arise when each study subject may experience an event or failure from one of several causes and the failure time is not observed exactly but rather known to lie in an interval between two successive…

Methodology · Statistics 2016-03-02 Lu Mao , D. Y. Lin , Donglin Zeng