Related papers: Shall we count the living or the dead?
We introduce a class of absorption mechanisms and study the behavior of real-valued centered random walks with finite variance that do not get absorbed. In particular, we prove persistence and scaling limit results, which, in many cases of…
Scoring rules promote rational and honest decision-making, which is important for model evaluation and becoming increasingly important for automated procedures such as `AutoML'. In this paper we survey common squared and logarithmic scoring…
Causal inference is best understood using potential outcomes. This use is particularly important in more complex settings, that is, observational studies or randomized experiments with complications such as noncompliance. The topic of this…
This paper proposes a new approach to estimating the distribution of a response variable conditioned on observing some factors. The proposed approach possesses desirable properties of flexibility, interpretability, tractability and…
We study the variable selection problem in survival analysis to identify the most important factors affecting survival time. Our method incorporates prior knowledge of mutual correlations among variables, represented through a graph. We…
In this paper, we advance the network theory of aging and mortality by developing a causal mathematical model for the mortality rate. First, we show that in large networks, where health deficits accumulate at nodes representing health…
We develop new methods to integrate experimental and observational data in causal inference. While randomized controlled trials offer strong internal validity, they are often costly and therefore limited in sample size. Observational data,…
In this paper, we explore a method for treating survival analysis as a classification problem. The method uses a "stacking" idea that collects the features and outcomes of the survival data in a large data frame, and then treats it as a…
This paper introduces Schur-constant equilibrium distribution models of dimension n for arithmetic non-negative random variables. Such a model is defined through the (several orders) equilibrium distributions of a univariate survival…
Mendelian randomization (MR) is an epidemiological method that can be used to strengthen causal inference regarding the relationship between a modifiable environmental exposure and a medically relevant trait and to estimate the magnitude of…
This writing: a) Draws attention to the intricacies inherent to the pursuit of a universal seizure definition even when powerful, well understood signal analysis methods are utilized to this end; b) Identifies this aim as a multi-objective…
We prove a Central Limit Theorem for the proportion of infected individuals for an epidemic model by dealing with a discrete time system of simple random walks on a complete graph with n vertices. Each random walk makes a role of a virus.…
Several approaches to causal inference from observational studies have been proposed. Since the proposal of Rubin (1974) many works have developed a counterfactual approach to causality, statistically formalized by potential outcomes. Pearl…
Since its introduction by P.L. Lions in his lectures and seminars at the College de France, see [9], and also the very helpful notes of Cardialaguet [4] on Lions' lectures, the Master Equation has attracted a lot of interest, and various…
The problem of random number generation dates back to von Neumann's work in 1951. Since then, many algorithms have been developed for generating unbiased bits from complex correlated sources as well as for generating arbitrary distributions…
Starting with a likelihood or preference order on worlds, we extend it to a likelihood ordering on sets of worlds in a natural way, and examine the resulting logic. Lewis (1973) earlier considered such a notion of relative likelihood in the…
Existing metrics in competing risks survival analysis such as concordance and accuracy do not evaluate a model's ability to jointly predict the event type and the event time. To address these limitations, we propose a new metric, which we…
Survival regression is widely used to model time-to-events data, to explore how covariates may influence the occurrence of events. Modern datasets often encompass a vast number of covariates across many subjects, with only a subset of the…
Poisson random effect models with a shared random effect have been widely used in actuarial science for analyzing the number of claims. In particular, the random effect is a key factor in a posteriori risk classification. However, the…
This is an up-to-date introduction to, and overview of, marginal likelihood computation for model selection and hypothesis testing. Computing normalizing constants of probability models (or ratio of constants) is a fundamental issue in many…