Related papers: Shared Frailty Methods for Complex Survival Data: …
While defaults are rare events, losses can be substantial even for credit portfolios with a large number of contracts. Therefore, not only a good evaluation of the probability of default is crucial, but also the severity of losses needs to…
Many existing mortality models follow the framework of classical factor models, such as the Lee-Carter model and its variants. Latent common factors in factor models are defined as time-related mortality indices (such as $\kappa_t$ in the…
Traditionally categorical data analysis (e.g. generalized linear models) works with simple, flat datasets akin to a single table in a database with no notion of missing data or conflicting versions. In contrast, modern data analysis must…
Epidemiologic studies often evaluate the association between an exposure and an event risk. When time-varying, exposure updates usually occur at discrete visits although changes are in continuous time and survival models require values to…
In survival analysis, the hazard function often depends on a set of covariates. Martingale and deviance residual are most widely used for examining the validity of the function form of covariates by checking whether there is a discernible…
Predicting patient survival probabilities based on observed covariates is an important assessment in clinical practice. These patient-specific covariates are often measured over multiple follow-up appointments. It is then of interest to…
Survival analysis is a hotspot in statistical research for modeling time-to-event information with data censorship handling, which has been widely used in many applications such as clinical research, information system and other fields with…
Survival analysis is one of the most important fields of statistics in medicine and the biological sciences. In addition, the computational advances in the last decades have favoured the use of Bayesian methods in this context, providing a…
Survival analysis aims to explore the relationship between covariates and the time until the occurrence of an event. The Cox proportional hazards model is commonly used for right-censored data, but it is not strictly limited to this type of…
This paper presents and analyzes an approach to cluster-based inference for dependent data. The primary setting considered here is with spatially indexed data in which the dependence structure of observed random variables is characterized…
Collective intelligence, which aggregates the shared information from large crowds, is often negatively impacted by unreliable information sources with the low quality data. This becomes a barrier to the effective use of collective…
Model-based clustering is a powerful tool that is often used to discover hidden structure in data by grouping observational units that exhibit similar response values. Recently, clustering methods have been developed that permit…
In cancer research, overall survival and progression free survival are often analyzed with the Cox model. To estimate accurately the parameters in the model, sufficient data and, more importantly, sufficient events need to be observed. In…
The penalized Cox proportional hazard model is a popular analytical approach for survival data with a large number of covariates. Such problems are especially challenging when covariates vary over follow-up time (i.e., the covariates are…
The last decade saw the advent of increasingly realistic epidemic models that leverage on the availability of highly detailed census and human mobility data. Data-driven models aim at a granularity down to the level of households or single…
Longitudinal and time-to-event data are often analyzed in biomarker research to study the association between the longitudinal biomarker measurements and the event-time outcome, in which the longitudinal information contributes to the…
Functional data is a powerful tool for capturing and analyzing complex patterns and relationships in a variety of fields, allowing for more precise modeling, visualization, and decision-making. For example, in healthcare, functional data…
Functional data clustering is to identify heterogeneous morphological patterns in the continuous functions underlying the discrete measurements/observations. Application of functional data clustering has appeared in many publications across…
Many researchers have investigated first hitting times as models for survival data. First hitting times arise naturally in many types of stochastic processes, ranging from Wiener processes to Markov chains. In a survival context, the state…
We provide a novel approach and an exploratory study for modelling life event choices and occurrence from a probabilistic perspective through causal discovery and survival analysis. Our approach is formulated as a bi-level problem. In the…