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Stochastic gradient algorithm is a key ingredient of many machine learning methods, particularly appropriate for large-scale learning.However, a major caveat of large data is their incompleteness.We propose an averaged stochastic gradient…

Statistics Theory · Mathematics 2020-06-09 Julie Josse , Aude Sportisse , Claire Boyer , Aymeric Dieuleveut

We study inference for censored survival data where some covariates are distorted by some unknown functions of an observable confounding variable in a multiplicative form. Example of this kind of data in medical studies is the common…

Methodology · Statistics 2020-06-03 Yanyan Liu , Yuanshan Wu , Jing Zhang , Haibo Zhou

We introduce a semi-parametric Bayesian model for survival analysis. The model is centred on a parametric baseline hazard, and uses a Gaussian process to model variations away from it nonparametrically, as well as dependence on covariates.…

Machine Learning · Statistics 2016-11-04 Tamara Fernández , Nicolás Rivera , Yee Whye Teh

Variable selection in high dimensional space has challenged many contemporary statistical problems from many frontiers of scientific disciplines. Recent technology advance has made it possible to collect a huge amount of covariate…

Machine Learning · Statistics 2010-05-20 Jianqing Fan , Yang Feng , Yichao Wu

This paper develops a new scalable sparse Cox regression tool for sparse high-dimensional massive sample size (sHDMSS) survival data. The method is a local $L_0$-penalized Cox regression via repeatedly performing reweighted $L_2$-penalized…

Methodology · Statistics 2020-06-30 Eric S. Kawaguchi , Marc A. Suchard , Zhenqiu Liu , Gang Li

While analysing time-to-event data, it is possible that a certain fraction of subjects will never experience the event of interest and they are said to be cured. When this feature of survival models is taken into account, the models are…

Methodology · Statistics 2020-01-27 Khandoker Akib Mohammad , Yuichi Hirose , Budhi Surya , Yuan Yao

In Bayesian inference for the Cox proportional hazards model, modeling the baseline hazard function is challenging. Recently, direct Bayesian inference using the partial likelihood is considered in the framework of general Bayesian…

Methodology · Statistics 2026-04-29 Tomohiro Ohigashi , Shunichiro Orihara , Shonosuke Sugasawa

Discrimination and calibration represent two important properties of survival analysis, with the former assessing the model's ability to accurately rank subjects and the latter evaluating the alignment of predicted outcomes with actual…

Machine Learning · Computer Science 2024-06-04 Shi-ang Qi , Yakun Yu , Russell Greiner

The Cox model, which remains as the first choice in analyzing time-to-event data even for large datasets, relies on the proportional hazards (PH) assumption. When survival data arrive sequentially in chunks, a fast and minimally storage…

Methodology · Statistics 2020-11-24 Yishu Xue , HaiYing Wang , Jun Yan , Elizabeth D. Schifano

A comprehensive, unified approach to modeling arbitrarily censored spatial survival data is presented for the three most commonly-used semiparametric models: proportional hazards, proportional odds, and accelerated failure time. Unlike many…

Applications · Statistics 2017-07-04 Haiming Zhou , Timothy Hanson

We present a convergence rate analysis for biased stochastic gradient descent (SGD), where individual gradient updates are corrupted by computation errors. We develop stochastic quadratic constraints to formulate a small linear matrix…

Optimization and Control · Mathematics 2020-03-31 Bin Hu , Peter Seiler , Laurent Lessard

Stochastic optimization via Stochastic Gradient Descent (SGD) is a fundamental problem in statistics and optimization. This paper revisits Stochastic Gradient Descent (SGD) for strongly convex objectives, establishing tight, uniform-in-time…

Optimization and Control · Mathematics 2026-03-19 Kang Chen , Yasong Feng , Tianyu Wang

Lung cancer remains one of the leading causes of cancer-related mortality, yet most survival models rely only on baseline factors and overlook posttreatment variables that reflect disease progression. To address this gap, we applied Cox…

Applications · Statistics 2025-10-03 Varun Vishwanathan Nair , Victor Miranda Soberanis

Stochastic gradient descent (SGD) and its variants have established themselves as the go-to algorithms for large-scale machine learning problems with independent samples due to their generalization performance and intrinsic computational…

Machine Learning · Statistics 2025-08-25 Hao Chen , Lili Zheng , Raed Al Kontar , Garvesh Raskutti

Time-to-event endpoints are frequently used as outcomes in oncology and other disease areas where the outcome of interest may not be observed within a predetermined period. Although many analytical methods address the challenges of…

Methodology · Statistics 2026-04-14 Chen-Yen Lin , Susan Halabi , Taehwa Choi

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

Conditional stochastic optimization covers a variety of applications ranging from invariant learning and causal inference to meta-learning. However, constructing unbiased gradient estimators for such problems is challenging due to the…

Optimization and Control · Mathematics 2024-06-04 Yifan Hu , Siqi Zhang , Xin Chen , Niao He

Stochastic gradient descent (SGD) is a simple and popular method to solve stochastic optimization problems which arise in machine learning. For strongly convex problems, its convergence rate was known to be O(\log(T)/T), by running SGD for…

Machine Learning · Computer Science 2015-03-19 Alexander Rakhlin , Ohad Shamir , Karthik Sridharan

Survival analysis is essential for studying time-to-event outcomes and providing a dynamic understanding of the probability of an event occurring over time. Various survival analysis techniques, from traditional statistical models to…

Machine Learning · Computer Science 2024-03-13 Ziwen Wang , Jin Wee Lee , Tanujit Chakraborty , Yilin Ning , Mingxuan Liu , Feng Xie , Marcus Eng Hock Ong , Nan Liu

Sparse high dimensional graphical model selection is a popular topic in contemporary machine learning. To this end, various useful approaches have been proposed in the context of $\ell_1$-penalized estimation in the Gaussian framework.…

Computation · Statistics 2022-02-04 Sang-Yun Oh , Onkar Dalal , Kshitij Khare , Bala Rajaratnam
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