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The distribution-free method of conformal prediction (Vovk et al, 2005) has gained considerable attention in computer science, machine learning, and statistics. Candes et al. (2023) extended this method to right-censored survival data,…

Methodology · Statistics 2025-06-04 Jing Qin , Jin Piao , Jing Ning , Yu Shen

A pervasive phenomenon in machine learning applications is distribution shift, where training and deployment conditions for a machine learning model differ. As distribution shift typically results in a degradation in performance, much…

Machine Learning · Statistics 2024-01-23 Philip Amortila , Tongyi Cao , Akshay Krishnamurthy

In this paper, we are concerned with nonparametric estimation of the multivariate regression function in the presence of right censored data. More precisely, we propose a statistic that is shown to be asymptotically normally distributed…

Statistics Theory · Mathematics 2008-02-08 Mohammed Debbarh , Vivian Viallon

We describe a new approach to estimating relative risks in time-to-event prediction problems with censored data in a fully parametric manner. Our approach does not require making strong assumptions of constant proportional hazard of the…

Machine Learning · Computer Science 2021-06-10 Chirag Nagpal , Xinyu Rachel Li , Artur Dubrawski

We propose Posterior Bootstrap, a set of algorithms extending Weighted Likelihood Bootstrap, to properly incorporate prior information and address the problem of model misspecification in Bayesian inference. We consider two approaches to…

Methodology · Statistics 2021-04-19 Emilia Pompe

We consider a joint survival and mixed-effects model to explain the survival time from longitudinal data and high-dimensional covariates in a population. The longitudinal data is modeled using a non linear mixed-effects model to account for…

Statistics Theory · Mathematics 2025-08-06 Antoine Caillebotte , Estelle Kuhn , Sarah Lemler

Survival models incorporating random effects to account for unmeasured heterogeneity are being increasingly used in biostatistical and applied research. Specifically, unmeasured covariates whose lack of inclusion in the model would lead to…

Methodology · Statistics 2020-05-06 Alessandro Gasparini , Mark S. Clements , Keith R. Abrams , Michael J. Crowther

Model misspecification in multivariate econometric models can strongly influence estimates of quantities of interest such as structural parameters, forecast distributions or responses to structural shocks, even more so if higher-order…

Econometrics · Economics 2025-09-09 Florian Huber , Massimiliano Marcellino , Tobias Scheckel

Kaplan-Meier survival analysis represents the most objective measure of treatment efficacy in oncology, though subjected to potential bias, which is worrisome in an era of precision medicine. Independent of the bias inherent to the design…

Methodology · Statistics 2020-12-17 Enrique Barrajón , Laura Barrajón

We consider Bayesian model selection in generalized linear models that are high-dimensional, with the number of covariates p being large relative to the sample size n, but sparse in that the number of active covariates is small compared to…

Statistics Theory · Mathematics 2011-12-26 Rina Foygel , Mathias Drton

Model selection is indispensable to high-dimensional sparse modeling in selecting the best set of covariates among a sequence of candidate models. Most existing work assumes implicitly that the model is correctly specified or of fixed…

Statistics Theory · Mathematics 2014-12-24 Pallavi Basu , Yang Feng , Jinchi Lv

Analysis of observational studies increasingly confronts the challenge of determining which of a possibly high-dimensional set of available covariates are required to satisfy the assumption of ignorable treatment assignment for estimation…

Methodology · Statistics 2022-03-23 Chanmin Kim , Mauricio Tec , Corwin M Zigler

To better understand the interplay of censoring and sparsity we develop finite sample properties of nonparametric Cox proportional hazard's model. Due to high impact of sequencing data, carrying genetic information of each individual, we…

Statistics Theory · Mathematics 2019-07-31 Jelena Bradic , Rui Song

Model selection is crucial to high-dimensional learning and inference for contemporary big data applications in pinpointing the best set of covariates among a sequence of candidate interpretable models. Most existing work assumes implicitly…

Methodology · Statistics 2018-03-21 Emre Demirkaya , Yang Feng , Pallavi Basu , Jinchi Lv

In many public health problems, an important goal is to identify the effect of some treatment/intervention on the risk of failure for the whole population. A marginal proportional hazards regression model is often used to analyze such an…

Statistics Theory · Mathematics 2007-06-13 Donglin Zeng

In many science and industry settings, a central challenge is designing experiments under time and budget constraints. Bayesian Optimal Experimental Design (BOED) is a paradigm to pick maximally informative designs that has been widely…

Machine Learning · Statistics 2026-04-02 Roubing Tang , Sabina J. Sloman , Samuel Kaski

When data are right-censored, i.e. some outcomes are missing due to a limited period of observation, survival analysis can compute the "time to event". Multiple classes of outcomes lead to a classification variant: predicting the most…

Artificial Intelligence · Computer Science 2024-06-21 Julie Alberge , Vincent Maladière , Olivier Grisel , Judith Abécassis , Gaël Varoquaux

High-dimensional sparse modeling with censored survival data is of great practical importance, and several methods have been proposed for variable selection based on different models. However, the impact of biased sample caused by…

Methodology · Statistics 2019-09-25 Li-Pang Chen

Choosing relevant predictors is central to the analysis of biomedical time-to-event data. Classical frequentist inference, however, presumes that the set of covariates is fixed in advance and does not account for data-driven variable…

Methodology · Statistics 2026-02-10 Lena Schemet , Sarah Friedrich-Welz

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