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Survival analysis has become a standard approach for modelling time to default by time-varying covariates in credit risk. Unlike most existing methods that implicitly assume a stationary data-generating process, in practise, mortgage…

Machine Learning · Statistics 2026-01-29 Jianwei Peng , Stefan Lessmann

Identifying and utilising various biomarkers for tracking Alzheimer's disease (AD) progression have received many recent attentions and enable helping clinicians make the prompt decisions. Traditional progression models focus on extracting…

Machine Learning · Computer Science 2023-11-08 Xulong Wang , Yu Zhang , Menghui Zhou , Tong Liu , Jun Qi , Po Yang

Traditional survival analysis methods often struggle with complex time-dependent data,failing to capture and interpret dynamic characteristics adequately.This study aims to evaluate the performance of three long-sequence…

Machine Learning · Computer Science 2024-07-22 Runquan Zhang , Jiawen Jiang , Xiaoping Shi

In time-to-event analyses in social sciences, there often exist endogenous time-varying variables, where the event status is correlated with the trajectory of the covariate itself. Ignoring this endogeneity will result in biased estimates.…

Applications · Statistics 2025-04-28 Sophie Potts , Anja Rappl , Karin Kurz , Elisabeth Bergherr

To enhance documentation and maintenance practices, developers conventionally establish links between related software artifacts manually. Empirical research has revealed that developers frequently overlook this practice, resulting in…

Software Engineering · Computer Science 2023-04-25 Maliheh Izadi , Pooya Rostami Mazrae , Tom Mens , Arie van Deursen

Cox models with time-dependent coefficients and covariates are widely used in survival analysis. In high-dimensional settings, sparse regularization techniques are employed for variable selection, but existing methods for time-dependent Cox…

Joint models for longitudinal and survival data have gained a lot of attention in recent years, with the development of myriad extensions to the basic model, including those which allow for multivariate longitudinal data, competing risks…

Methodology · Statistics 2020-03-09 Katya Mauff , Ewout Steyerberg , Isabella Kardys , Eric Boersma , Dimitris Rizopoulos

Diagnostic and prognostic models are increasingly important in medicine and inform many clinical decisions. Recently, machine learning approaches have shown improvement over conventional modeling techniques by better capturing complex…

Machine Learning · Computer Science 2024-03-01 Fergus Imrie , Bogdan Cebere , Eoin F. McKinney , Mihaela van der Schaar

Chronic diseases are long-lasting conditions that require lifelong medical attention. Using big EMR data, we have developed early disease risk prediction models for five common chronic diseases: diabetes, hypertension, CKD, COPD, and…

Machine Learning · Computer Science 2026-03-13 Shaheer Ahmad Khan , Muhammad Usamah Shahid , Muddassar Farooq

Motivation: Identification of genomic, molecular and clinical markers prognostic of patient survival is important for developing personalized disease prevention, diagnostic and treatment approaches. Modern omics technologies have made it…

Applications · Statistics 2024-03-05 Zhi Zhao , John Zobolas , Manuela Zucknick , Tero Aittokallio

Adaptive enrichment allows for pre-defined patient subgroups of interest to be investigated throughout the course of a clinical trial. Many trials which measure a long-term time-to-event endpoint often also routinely collect repeated…

Methodology · Statistics 2024-02-26 Abigail J. Burdon , Richard D. Baird , Thomas Jaki

Time-varying covariates in longitudinal studies frequently evolve through reciprocal feedback, undergo role reversal, and reflect unobserved individual heterogeneity. Standard statistical frameworks often assume fixed covariate roles and…

Methodology · Statistics 2026-02-27 Niloofar Ramezani , Pascal Nitiema , Jeffrey R. Wilson

Within-individual variability of health indicators measured over time is becoming commonly used to inform about disease progression. Simple summary statistics (e.g. the standard deviation for each individual) are often used but they are not…

In credit risk analysis, survival models with fixed and time-varying covariates are widely used to predict a borrower's time-to-event. When the time-varying drivers are endogenous, modelling jointly the evolution of the survival time and…

Risk Management · Quantitative Finance 2025-09-03 Victor Medina-Olivares , Finn Lindgren , Raffaella Calabrese , Jonathan Crook

This paper introduces a prognostic method called FLASH that addresses the problem of joint modelling of longitudinal data and censored durations when a large number of both longitudinal and time-independent features are available. In the…

The use of deep neural networks to make high risk decisions creates a need for global and local explanations so that users and experts have confidence in the modeling algorithms. We introduce a novel technique to find global and local…

Machine Learning · Computer Science 2019-08-15 Xochitl Watts , Freddy Lecue

Linear time-invariant systems are very popular models in system theory and applications. A fundamental problem in system identification that remains rather unaddressed in extant literature is to leverage commonalities amongst related linear…

Machine Learning · Statistics 2024-01-03 Aditya Modi , Mohamad Kazem Shirani Faradonbeh , Ambuj Tewari , George Michailidis

Accurate prediction of disease trajectories is critical for early identification and timely treatment of patients at risk. Conventional methods in survival analysis are often constrained by strong parametric assumptions and limited in their…

Machine Learning · Computer Science 2018-11-28 Daniel Jarrett , Jinsung Yoon , Mihaela van der Schaar

Identifying new disease-related patterns in medical imaging data with the help of machine learning enlarges the vocabulary of recognizable findings. This supports diagnostic and prognostic assessment. However, image appearance varies not…

Computer Vision and Pattern Recognition · Computer Science 2025-09-16 Jeanny Pan , Philipp Seeböck , Christoph Fürböck , Svitlana Pochepnia , Jennifer Straub , Lucian Beer , Helmut Prosch , Georg Langs

This paper introduces the R package INLAjoint, designed as a toolbox for fitting a diverse range of regression models addressing both longitudinal and survival outcomes. INLAjoint relies on the computational efficiency of the integrated…

Methodology · Statistics 2024-04-04 Denis Rustand , Janet van Niekerk , Elias Teixeira Krainski , Håvard Rue
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