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Bayesian nonparametric methods are a popular choice for analysing survival data due to their ability to flexibly model the distribution of survival times. These methods typically employ a nonparametric prior on the survival function that is…

Methodology · Statistics 2022-02-22 Edwin Fong , Brieuc Lehmann

This study extends the Bayesian nonparametric instrumental variable regression model to determine the structural effects of covariates on the conditional quantile of the response variable. The error distribution is nonparametrically…

Methodology · Statistics 2016-08-30 Genya Kobayashi , Kota Ogasawara

Inference of latent feature models in the Bayesian nonparametric setting is generally difficult, especially in high dimensional settings, because it usually requires proposing features from some prior distribution. In special cases, where…

Machine Learning · Statistics 2022-06-14 Michael Minyi Zhang , Sinead A. Williamson , Fernando Perez-Cruz

Model-assisted estimation with complex survey data is an important practical problem in survey sampling. When there are many auxiliary variables, selecting significant variables associated with the study variable would be necessary to…

Methodology · Statistics 2020-04-01 Shonosuke Sugasawa , Jae Kwang Kim

P-splines are penalized B-splines, in which finite order differences in coefficients are typically penalized with an $\ell_2$ norm. P-splines can be used for semiparametric regression and can include random effects to account for…

Methodology · Statistics 2018-11-01 Brian D. Segal , Michael R. Elliott , Thomas Braun , Hui Jiang

A Bayesian non-parametric framework for studying time-to-event data is proposed, where the prior distribution is allowed to depend on an additional random source, and may update with the sample size. Such scenarios are natural, for…

Methodology · Statistics 2025-05-06 Martin Bladt , Jorge González Cázares

We consider the Bayesian analysis of models in which the unknown distribution of the outcomes is specified up to a set of conditional moment restrictions. The nonparametric exponentially tilted empirical likelihood function is constructed…

Statistics Theory · Mathematics 2021-10-27 Siddhartha Chib , Minchul Shin , Anna Simoni

Additive regression provides an extension of linear regression by modeling the signal of a response as a sum of functions of covariates of relatively low complexity. We study penalized estimation in high-dimensional nonparametric additive…

Statistics Theory · Mathematics 2017-04-25 Zhiqiang Tan , Cun-Hui Zhang

Graphical models describe associations between variables through the notion of conditional independence. Gaussian graphical models are a widely used class of such models where the relationships are formalized by non-null entries of the…

Methodology · Statistics 2023-08-08 Sagnik Bhadury , Riten Mitra , Jeremy T. Gaskins

We consider the efficient estimation of the semiparametric additive transformation model with current status data. A wide range of survival models and econometric models can be incorporated into this general transformation framework. We…

Statistics Theory · Mathematics 2011-05-09 Guang Cheng , Xiao Wang

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

Due to the curse of dimensionality, estimation in a multidimensional nonparametric regression model is in general not feasible. Hence, additional restrictions are introduced, and the additive model takes a prominent place. The restrictions…

Statistics Theory · Mathematics 2007-06-13 M. Studer , B. Seifert , T. Gasser

Density regression provides a flexible strategy for modeling the distribution of a response variable $Y$ given predictors $\mathbf{X}=(X_1,\ldots,X_p)$ by letting that the conditional density of $Y$ given $\mathbf{X}$ as a completely…

Statistics Theory · Mathematics 2016-01-07 Weining Shen , Subhashis Ghosal

Penalized transformation models (PTMs) are a semiparametric location-scale regression family that estimate a response's conditional distribution directly from the data, and model the location and scale through structured additive…

Methodology · Statistics 2025-09-22 Johannes Brachem , Paul F. V. Wiemann , Thomas Kneib

Non-random sample selection is a commonplace amongst many empirical studies and it appears when an output variable of interest is available only for a restricted non-random sub-sample of data. We introduce an extension of the generalized…

Statistics Theory · Mathematics 2015-08-18 M. Wojtyś , G. Marra

Overlapping asymmetric datasets are common in data science and pose questions of how they can be incorporated together into a predictive analysis. In healthcare datasets there is often a small amount of information that is available for a…

Methodology · Statistics 2023-11-21 Matthew McTeer , Robin Henderson , Quentin M Anstee , Paolo Missier

We extend the work of Hahn and Carvalho (2015) and develop a doubly-regularized sparse regression estimator by synthesizing Bayesian regularization with penalized least squares within a decision-theoretic framework. In contrast to existing…

Methodology · Statistics 2025-02-04 Aihua Li , Surya T. Tokdar , Jason Xu

The penalized profile sampler for semiparametric inference is an extension of the profile sampler method (Lee, Kosorok and Fine, 2005) obtained by profiling a penalized log-likelihood. The idea is to base inference on the posterior…

Statistics Theory · Mathematics 2007-06-13 Guang Cheng , Michael R. Kosorok

Multistate models can be used to describe transitions over time across states. In the presence of interval-censored times for transitions, the likelihood is constructed using transition probabilities. Models are specified using proportional…

Methodology · Statistics 2018-01-22 Robson J. M. Machado , Ardo van den Hout , Giampiero Marra

We present an estimation procedure for nonlinear mixed-effects models in which the population trajectory is represented by penalized splines and adapted to individuals via subject-specific transformation parameters. By exploiting the mixed…

Methodology · Statistics 2026-03-13 Matteo D'Alessandro , Magne Thoresen , Øystein Sørensen