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The R package merlin performs flexible joint modelling of hierarchical multi-outcome data. Increasingly, multiple longitudinal biomarker measurements, possibly censored time-to-event outcomes and baseline characteristics are available.…

Computation · Statistics 2020-07-29 Emma C. Martin , Alessandro Gasparini , Michael J. Crowther

Access to a large variety of data across a massive population has made it possible to predict customer purchase patterns and responses to marketing campaigns. In particular, accurate demand forecasts for popular products with frequent…

Machine Learning · Statistics 2019-01-01 Tianle Chen , Brian Keng , Javier Moreno

In epidemiological studies of time-to-event data, a quantity of interest to the clinician and the patient is the risk of an event given a covariate profile. However, methods relying on time matching or risk-set sampling (including Cox…

Methodology · Statistics 2020-09-23 Sahir Rai Bhatnagar , Maxime Turgeon , Jesse Islam , James A. Hanley , Olli Saarela

This paper presents and derives the interrelations between survival analysis and master equation. Survival analysis deals with modeling the transitions between succeeding states of a system in terms of hazard rates. Questions related with…

Statistical Mechanics · Physics 2007-05-23 Dirk Helbing

In studies involving lifetimes, observed survival times are frequently censored and possibly subject to biased sampling. In this paper, we model survival times under biased sampling (a.k.a., biased survival data) by a semi-parametric model,…

Statistics Theory · Mathematics 2007-06-13 Jiayang Sun , Bin Wang

The use of massive survival data has become common in survival analysis. In this study, a subsampling algorithm is proposed for the Cox proportional hazards model with time-dependent covariates when the sample is extraordinarily large but…

Computation · Statistics 2023-02-07 Nan Qiao , Wangcheng Li , Feng Xiao , Cunjie Lin , Yong Zhou

This paper addresses the problem of identifying and estimating the causal effect of a treatment in the presence of unmeasured confounding and various types of right-censoring. Examples of these censoring mechanisms are administrative…

Statistics Theory · Mathematics 2025-03-19 Ilias Willems , Sara Rutten , Gilles Crommen , Ingrid Van Keilegom

Probabilistic survival analysis models seek to estimate the distribution of the future occurrence (time) of an event given a set of covariates. In recent years, these models have preferred nonparametric specifications that avoid directly…

Machine Learning · Computer Science 2025-05-08 Deming Sheng , Ricardo Henao

Insurance loss data are usually in the form of left-truncation and right-censoring due to deductibles and policy limits respectively. This paper investigates the model uncertainty and selection procedure when various parametric models are…

Methodology · Statistics 2024-02-01 Qian Zhao , Sahadeb Upretee , Daoping Yu

Transfer learning is beneficial for survival analysis, especially when the target study has a limited number of events. However, existing transfer learning methods rely on the restrictive assumption that the target and source studies share…

Methodology · Statistics 2026-03-13 Yu Gu , Donglin Zeng , D. Y. Lin

In clinical follow-up studies with a time-to-event end point, the difference in the restricted mean survival time (RMST) is a suitable substitute for the hazard ratio (HR). However, the RMST only measures the survival of patients over a…

Methodology · Statistics 2023-06-27 Zijing Yang , Chengfeng Zhang , Yawen Hou , Zheng Chen

In survival studies it is important to record the values of key longitudinal covariates until the occurrence of event of a subject. For this reason, it is essential to study the association between longitudinal and time-to-event outcomes…

Methodology · Statistics 2021-06-09 Khandoker Akib Mohammad , Yuichi Hirose , Yuan Yao , Budhi Surya

Survival analysis is a critical tool for modeling time-to-event data. Recent deep learning-based models have reduced various modeling assumptions including proportional hazard and linearity. However, a persistent challenge remains in…

Machine Learning · Computer Science 2025-12-30 Maxmillan Ries , Sohan Seth

We provide in this paper simulation algorithms for one-sided and two-sided truncated normal distributions. These algorithms are then used to simulate multivariate normal variables with restricted parameter space for any covariance…

Computation · Statistics 2009-07-24 Christian P. Robert

Proper econometric analysis should be informed by data structure. Many forms of financial data are recorded in discrete-time and relate to products of a finite term. If the data comes from a financial trust, it will often be further subject…

Statistics Theory · Mathematics 2024-12-24 Jackson P. Lautier , Vladimir Pozdnyakov , Jun Yan

Stochastic compartmental models are prevalent tools for describing disease spread, but inference under these models is challenging for many types of surveillance data when the marginal likelihood function becomes intractable due to missing…

Methodology · Statistics 2026-02-05 Suchismita Roy , Alexander A. Fisher , Jason Xu

Simulating longitudinal data from specified marginal structural models is a crucial but challenging task for evaluating causal inference methods and informing study design. While data generation typically proceeds in a fully conditional…

Methodology · Statistics 2025-04-25 Xi Lin , Daniel de Vassimon Manela , Chase Mathis , Jens Magelund Tarp , Robin J. Evans

In this paper, we propose a flexible model for survival analysis using neural networks along with scalable optimization algorithms. One key technical challenge for directly applying maximum likelihood estimation (MLE) to censored data is…

Machine Learning · Statistics 2021-12-07 Weijing Tang , Jiaqi Ma , Qiaozhu Mei , Ji Zhu

Longitudinal observational patient data can be used to investigate the causal effects of time-varying treatments on time-to-event outcomes. Several methods have been developed for controlling for the time-dependent confounding that…

Methodology · Statistics 2021-10-08 Ruth H. Keogh , Jon Michael Gran , Shaun R. Seaman , Gwyneth Davies , Stijn Vansteelandt

In this paper a new long-term survival distribution is proposed. The so called long term Fr\'echet distribution allows us to fit data where a part of the population is not susceptible to the event of interest. This model may be used, for…

Statistics Theory · Mathematics 2017-09-25 Pedro Luiz Ramos , Diego Nascimento , Francisco Louzada