Related papers: Additive Bayesian variable selection under censori…
Local variable selection aims to test for the effect of covariates on an outcome within specific regions. We outline a challenge that arises in the presence of non-linear effects and model misspecification. Specifically, for common…
We propose an empirically stable and asymptotically efficient covariate-balancing approach to the problem of estimating survival causal effects in data with conditionally-independent censoring. This addresses a challenge often encountered…
We propose a new approach to Bayesian prediction that caters for models with a large number of parameters and is robust to model misspecification. Given a class of high-dimensional (but parametric) predictive models, this new approach…
We introduce a novel Bayesian approach for both covariate selection and sparse precision matrix estimation in the context of high-dimensional Gaussian graphical models involving multiple responses. Our approach provides a sparse estimation…
This paper introduces an assumption-lean method that constructs valid and efficient lower predictive bounds (LPBs) for survival times with censored data. We build on recent work by Cand\`es et al. (2021), whose approach first subsets the…
Random survival forest and survival trees are popular models in statistics and machine learning. However, there is a lack of general understanding regarding consistency, splitting rules and influence of the censoring mechanism. In this…
While there are many well-developed data science methods for classification and regression, there are relatively few methods for working with right-censored data. Here, we present "survival stacking": a method for casting survival analysis…
Conditioning on some set of confounders that causally affect both treatment and outcome variables can be sufficient for eliminating bias introduced by all such confounders when estimating causal effect of the treatment on the outcome from…
Weighting with the inverse probability of censoring is an approach to deal with censoring in regression analyses where the outcome may be missing due to right-censoring. In this paper, three separate approaches involving this idea in a…
Statistical modeling can involve a tension between assumptions and statistical identification. The law of the observable data may not uniquely determine the value of a target parameter without invoking a key assumption, and, while…
A survival dataset describes a set of instances (e.g. patients) and provides, for each, either the time until an event (e.g. death), or the censoring time (e.g. when lost to follow-up - which is a lower bound on the time until the event).…
Suppose data are fitted to some parametric model but that the true model happens to be one with an additional parameter. When a parameter is to be estimated one can use likelihood estimation in the wider model or in the narrow model.…
Models with intractable likelihood functions arise in areas including network analysis and spatial statistics, especially those involving Gibbs random fields. Posterior parameter es timation in these settings is termed a doubly-intractable…
We introduce a self-censoring model for multivariate nonignorable nonmonotone missing data, where the missingness process of each outcome is affected by its own value and is associated with missingness indicators of other outcomes, while…
We consider identification and estimation of nonseparable sample selection models with censored selection rules. We employ a control function approach and discuss different objects of interest based on (1) local effects conditional on the…
Sparseness of the regression coefficient vector is often a desirable property, since, among other benefits, sparseness improves interpretability. In practice, many true regression coefficients might be negligibly small, but non-zero, which…
Counterfactual explanations utilize feature perturbations to analyze the outcome of an original decision and recommend an actionable recourse. We argue that it is beneficial to provide several alternative explanations rather than a single…
When modelling censored observations, a typical approach in current regression methods is to use a censored-Gaussian (i.e. Tobit) model to describe the conditional output distribution. In this paper, as in the case of missing data, we argue…
High-dimensional variable selection, with many more covariates than observations, is widely documented in standard regression models, but there are still few tools to address it in non-linear mixed-effects models where data are collected…
Refining one's hypotheses in the light of data is a common scientific practice; however, the dependency on the data introduces selection bias and can lead to specious statistical analysis. An approach for addressing this is via conditioning…