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Related papers: Hoeffding-Type and Bernstein-Type Inequalities for…

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We develop a unified approach for classification and regression support vector machines for data subject to right censoring. We provide finite sample bounds on the generalization error of the algorithm, prove risk consistency for a wide…

Machine Learning · Statistics 2013-01-15 Yair Goldberg , Michael R. Kosorok

We show that the Bernstein-Hoeffding method can be employed to a larger class of generalized moments. This class includes the exponential moments whose properties play a key role in the proof of a well-known inequality of Wassily Hoeffding,…

Probability · Mathematics 2015-09-02 Christos Pelekis , Jan Ramon , Yuyi Wang

Causal inference is only valid when its underlying assumptions are satisfied, one of the most central being the ignorability or unconfoundedness assumption. However, this hypothesis is often unrealistic in observational studies, as some…

To select outcomes for clinical trials testing experimental therapies for Huntington disease, a fatal neurodegenerative disorder, analysts model how potential outcomes change over time. Yet, subjects with Huntington disease are often…

Methodology · Statistics 2023-03-06 Kyle F. Grosser , Sarah C. Lotspeich , Tanya P. Garcia

We derive tight and computable bounds on the bias of statistical estimators, or more generally of quantities of interest, when evaluated on a baseline model P rather than on the typically unknown true model Q. Our proposed method combines…

Information Theory · Computer Science 2017-07-04 Konstantinos Gourgoulias , Markos A. Katsoulakis , Luc Rey-Bellet , Jie Wang

Maximum approximate Bernstein likelihood estimates of the baseline density function and the regression coefficients in the proportional hazard regression models based on interval-censored event time data are proposed. This results in not…

Methodology · Statistics 2020-12-25 Zhong Guan

We consider the class of inverse probability weight (IPW) estimators, including the popular Horvitz-Thompson and Hajek estimators used routinely in survey sampling, causal inference and evidence estimation for Bayesian computation. We focus…

Methodology · Statistics 2025-04-15 Jyotishka Datta , Nicholas Polson

Win measures, including the win ratio (WR), win odds (WO), net benefit (NB), and desirability of outcome ranking (DOOR), are increasingly used in randomized clinical trials with multiple hierarchical ordinal endpoints. In practice, however,…

Methodology · Statistics 2026-05-27 Yi Liu , Huiman Barnhart , Sean O'Brien , Yuliya Lokhnygina , Roland A. Matsouaka

Propensity score methods are increasingly being used to reduce estimation bias of treatment effects for observational studies. Previous research has shown that propensity score methods consistently estimate the marginal hazard ratio for…

Methodology · Statistics 2019-11-19 Haodi Liang , Cecilia Cotton

The Brier score is commonly used for evaluating probability predictions. In survival analysis, with right-censored observations of the event times, this score can be weighted by the inverse probability of censoring (IPCW) to retain its…

Machine Learning · Statistics 2019-12-19 Håvard Kvamme , Ørnulf Borgan

In this article, the analysis of left truncated and right censored competing risks data is carried out, under the assumption of the latent failure times model. It is assumed that there are two competing causes of failures, although most of…

Methodology · Statistics 2020-08-19 Debasis Kundu , Debanjan Mitra , Ayon Ganguly

We study nonparametric estimation of univariate cumulative distribution functions (CDFs) pertaining to data missing at random. The proposed estimators smooth the inverse probability weighted (IPW) empirical CDF with the Bernstein operator,…

Statistics Theory · Mathematics 2026-03-30 Rihab Gharbi , Wissem Jedidi , Salah Khardani , Frédéric Ouimet

When the observations are not quantified and are known to be less than a threshold value, the concept of left censoring needs to be included in the analysis of such datasets. In many real multi component lifetime systems left censored data…

Methodology · Statistics 2022-12-29 Durga Vasudevan , G. Asha

We consider the stochastic integrals of multivariate point processes and study their concentration phenomena. In particular, we obtain a Bernstein type of concentration inequality through Dol\'eans-Dade exponential formula and a uniform…

Probability · Mathematics 2017-03-24 Hanchao Wang , Zhengyan Lin , Zhonggen Su

We prove concentration inequalities for functions of independent random variables {under} sub-gaussian and sub-exponential conditions. The utility of the inequalities is demonstrated by an extension of the now classical method of Rademacher…

Probability · Mathematics 2021-06-24 Andreas Maurer , Massimiliano Pontil

We present a conformal inference method for constructing lower prediction bounds for survival times from right-censored data, extending recent approaches designed for more restrictive type-I censoring scenarios. The proposed method imputes…

Methodology · Statistics 2025-05-26 Matteo Sesia , Vladimir Svetnik

In attempt to advance the current practice for assessing and predicting the primary ovarian insufficiency (POI) risk in female childhood cancer survivors, we propose two estimating function based approaches for age-specific logistic…

Methodology · Statistics 2026-03-31 Haoxuan , Zhou , X. Joan Hu , Yi Xiong , Yan Yuan

We study concentration inequalities for structured weighted sums of random data, including (i) tensor inner products and (ii) sequential matrix sums. We are interested in tail bounds and concentration inequalities for those structured…

Statistics Theory · Mathematics 2026-02-11 Chen Cheng , Rina Foygel Barber

Estimating the average treatment causal effect in clustered data often involves dealing with unmeasured cluster-specific confounding variables. Such variables may be correlated with the measured unit covariates and outcome. When the…

Methodology · Statistics 2018-08-07 Zhulin He

The lifetimes of subjects which are left-censored lie below a threshold value or a limit of detection. A popular tool used to handle left-censored data is the reversed hazard rate. In this work, we study the properties and develop…

Statistics Theory · Mathematics 2022-12-27 G. Asha , Durga Vasudevan