Related papers: Neural Model-based Optimization with Right-Censore…
This paper considers doing quantile regression on censored data using neural networks (NNs). This adds to the survival analysis toolkit by allowing direct prediction of the target variable, along with a distribution-free characterisation of…
When data are collected subject to a detection limit, observations below the detection limit may be considered censored. In addition, the domain of such observations may be restricted; for example, values may be required to be non-negative.…
The Student-$t$ distribution is widely used in statistical modeling of datasets involving outliers since its longer-than-normal tails provide a robust approach to hand such data. Furthermore, data collected over time may contain censored or…
Uncertainty quantification of prediction models through prediction sets is increasingly popular and successful, but most existing methods rely on directly observing the outcome and do not appropriately handle censored outcomes, such as…
Censoring occurs when an outcome is unobserved beyond some threshold value. Methods that do not account for censoring produce biased predictions of the unobserved outcome. This paper introduces Type I Tobit Bayesian Additive Regression Tree…
We develop a unified approach for classification and regression support vector machines for data subject to right censoring. We provide finite sample bounds on the generalization error of the algorithm, prove risk consistency for a wide…
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…
Our objective is to construct well-calibrated prediction sets for a time-to-event outcome subject to right-censoring with guaranteed coverage. Inspired by modern conformal inference, our approach avoids the need for a well-specified…
In online algorithm selection (OAS), instances of an algorithmic problem class are presented to an agent one after another, and the agent has to quickly select a presumably best algorithm from a fixed set of candidate algorithms. For…
Bayesian optimization (BO) aims to minimize a given blackbox function using a model that is updated whenever new evidence about the function becomes available. Here, we address the problem of BO under partially right-censored response data,…
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…
When dealing with right-censored data, where some outcomes are missing due to a limited observation period, survival analysis -- known as time-to-event analysis -- focuses on predicting the time until an event of interest occurs. Multiple…
Linear regression is arguably the most prominent among statistical inference methods, popular both for its simplicity as well as its broad applicability. On par with data-intensive applications, the sheer size of linear regression problems…
We propose Trusted Neural Network (TNN) models, which are deep neural network models that satisfy safety constraints critical to the application domain. We investigate different mechanisms for incorporating rule-based knowledge in the form…
The computational prediction algorithm of neural network, or deep learning, has drawn much attention recently in statistics as well as in image recognition and natural language processing. Particularly in statistical application for…
In this paper, we investigate the performance of Thompson Sampling (TS) for online learning with censored feedback, focusing primarily on the classic repeated newsvendor model--a foundational framework in inventory management--and…
Boosting has garnered significant interest across both machine learning and statistical communities. Traditional boosting algorithms, designed for fully observed random samples, often struggle with real-world problems, particularly with…
High-dimensional regression and regression with a left-censored response are each well-studied topics. In spite of this, few methods have been proposed which deal with both of these complications simultaneously. The Tobit model -- long the…
We study a censored variant of the data-driven newsvendor problem, where the decision-maker must select an ordering quantity that minimizes expected overage and underage costs based only on offline censored sales data, rather than…
Deep neural networks (DNNs) have become powerful tools for modeling complex data structures through sequentially integrating simple functions in each hidden layer. In survival analysis, recent advances of DNNs primarily focus on enhancing…