Related papers: Bayesian Survival Analysis Using Gamma Processes w…

This work studies the statistical properties of the maximum penalized likelihood approach in a semi-parametric framework. We recall the penalized likelihood approach for estimating a function and review some asymptotic results. We…

Gamma process has been extensively used to model monotone degradation data. Statistical inference for the gamma process is difficult due to the complex parameter structure involved in the likelihood function. In this paper, we derive a…

This research develops a Bayesian framework for analyzing failure times using the Weibull distribution, addressing challenges in prior selection due to the lack of conjugate priors and multi-dimensional sufficient statistics. We propose an…

In recent years, mixture cure models have gained increasing popularity in survival analysis as an alternative to the Cox proportional hazards model, particularly in settings where a subset of patients is considered cured. The proportional…

We propose a novel Bayesian nonparametric classification model that combines a Gaussian process prior for the latent function with a Dirichlet process prior for the link function, extending the interpretative framework of de Finetti…

Parametric Bayesian modeling offers a powerful and flexible toolbox for machine learning. Yet the model, however detailed, may still be wrong, and this can make inferences untrustworthy. In this paper we introduce a new class of…

We introduce a Gaussian process-based model for handling of non-stationarity. The warping is achieved non-parametrically, through imposing a prior on the relative change of distance between subsequent observation inputs. The model allows…

This paper proposes a new class of real-time optimization schemes to overcome system-model mismatch of uncertain processes. This work's novelty lies in integrating derivative-free optimization schemes and multi-fidelity Gaussian processes…

Proportional hazards (PH), proportional odds (PO) and accelerated failure time (AFT) models have been widely used to deal with survival data in different fields of knowledge. Despite their popularity, such models are not suitable to handle…

The Cox proportional hazards model (Cox model) is a popular model for survival data analysis. When the sample size is small relative to the dimension of the model, the standard maximum partial likelihood inference is often problematic. In…

Many real world problems exhibit patterns that have periodic behavior. For example, in astrophysics, periodic variable stars play a pivotal role in understanding our universe. An important step when analyzing data from such processes is the…

A new methodology for model determination in decomposable graphical Gaussian models is developed. The Bayesian paradigm is used and, for each given graph, a hyper inverse Wishart prior distribution on the covariance matrix is considered.…

Survival models are used in various fields, such as the development of cancer treatment protocols. Although many statistical and machine learning models have been proposed to achieve accurate survival predictions, little attention has been…

While well-established methods for time-to-event data are available when the proportional hazards assumption holds, there is no consensus on the best inferential approach under non-proportional hazards (NPH). However, a wide range of…

An important issue in survival analysis is the investigation and the modeling of hazard rates. Within a Bayesian nonparametric framework, a natural and popular approach is to model hazard rates as kernel mixtures with respect to a…

Bayesian Optimization using Gaussian Processes is a popular approach to deal with the optimization of expensive black-box functions. However, because of the a priori on the stationarity of the covariance matrix of classic Gaussian…

Datasets containing large samples of time-to-event data arising from several small heterogeneous groups are commonly encountered in statistics. This presents problems as they cannot be pooled directly due to their heterogeneity or analyzed…

We propose a practical Bayesian optimization method using Gaussian process regression, of which the marginal likelihood is maximized where the number of model selection steps is guided by a pre-defined threshold. Since Bayesian optimization…

The main challenges that arise when adopting Gaussian Process priors in probabilistic modeling are how to carry out exact Bayesian inference and how to account for uncertainty on model parameters when making model-based predictions on…

Gaussian processes have become a promising tool for various safety-critical settings, since the posterior variance can be used to directly estimate the model error and quantify risk. However, state-of-the-art techniques for safety-critical…