Related papers: Multi-Kink Quantile Regression for Longitudinal Da…
Combining experimental and observational follow-up datasets has received a lot of attention lately. In a time-to-event setting, recent work has used medicare claims to extend the follow-up period for participants in a prostate cancer…
Spatio-temporal problems are ubiquitous and of vital importance in many research fields. Despite the potential already demonstrated by deep learning methods in modeling spatio-temporal data, typical approaches tend to focus solely on…
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…
Wearable devices permit the continuous monitoring of biological processes, such as blood glucose metabolism, and behavior, such as sleep quality and physical activity. The continuous monitoring often occurs in epochs of 60 seconds over…
Standard (network) meta-analysis methods for medical test accuracy evaluation analyse the data separately for each test threshold - wasting data - unless every study reports all thresholds. Previously proposed "multiple threshold" models…
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…
This paper introduces new methods for constructing prediction intervals using quantile-based techniques. The procedures are developed for both classical (homoscedastic) autoregressive models and modern quantile autoregressive models. They…
In this paper, we develop a new and effective approach to nonparametric quantile regression that accommodates ultrahigh-dimensional data arising from spatio-temporal processes. This approach proves advantageous in staving off computational…
Change-point detection and locally stationary time series modeling are two major approaches for the analysis of non-stationary data. The former aims to identify stationary phases by detecting abrupt changes in the dynamics of a time series…
Quantile regression (QR) can be used to describe the comprehensive relationship between a response and predictors. Prior domain knowledge and assumptions in application are usually formulated as constraints of parameters to improve the…
In biomedical studies, longitudinal processes are collected till time-to-event, sometimes on nested timescales (example, days within months). Most of the literature in joint modeling of longitudinal and time-to-event data has focused on…
Regression discontinuity (RD) analysis with latent variables as introduced by Morell et al. (2025), offers a useful augmentation of the conventional RD by incorporating measurement model. This approach is particularly relevant in education…
Most of the available multivariate statistical models dictate on fitting different parameters for the covariate effects on each multiple responses. This might be unnecessary and inefficient for some cases. In this article, we propose a…
The random coefficients model is an extension of the linear regression model that allows for unobserved heterogeneity in the population by modeling the regression coefficients as random variables. Given data from this model, the statistical…
Quantile regression is an increasingly important empirical tool in economics and other sciences for analyzing the impact of a set of regressors on the conditional distribution of an outcome. Extremal quantile regression, or quantile…
Unlike standard linear regression, quantile regression captures the relationship between covariates and the conditional response distribution as a whole, rather than only the relationship between covariates and the expected value of the…
While matrix variate regression models have been studied in many existing works, classical statistical and computational methods for the analysis of the regression coefficient estimation are highly affected by high dimensional and noisy…
Quantile regression models provide a wide picture of the conditional distributions of the response variable by capturing the effect of the covariates at different quantile levels. In most applications, the parametric form of those…
This paper considers the problem of kernel regression and classification with possibly unobservable response variables in the data, where the mechanism that causes the absence of information is unknown and can depend on both predictors and…
Uncertainty quantification is crucial in time series prediction, and quantile regression offers a valuable mechanism for uncertainty quantification which is useful for extreme value forecasting. Although deep learning models have been…