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Survival analysis is a challenging variation of regression modeling because of the presence of censoring, where the outcome measurement is only partially known, due to, for example, loss to follow up. Such problems come up frequently in…

Machine Learning · Computer Science 2022-06-28 Chirag Nagpal , Steve Yadlowsky , Negar Rostamzadeh , Katherine Heller

We consider a class of Cox models with time-dependent effects that may be zero over certain unknown time regions or, in short, sparse time-varying effects. The model is particularly useful for biomedical studies as it conveniently depicts…

Methodology · Statistics 2022-06-02 Yuan Yang , Jian Kang , Yi Li

We develop a model of infection spread that takes into account the existence of a vulnerable group as well as the variability of the social relations of individuals. We develop a compartmentalized power-law model, with power-law connections…

Physics and Society · Physics 2020-10-13 Simone Santini

All pandemics are local; so learning about the impacts of pandemics on public health and related societal issues at granular levels is of great interest. COVID-19 is affecting everyone in the globe and mask wearing is one of the few…

Applications · Statistics 2024-09-27 Aditi Sen , Partha Lahiri

Censored quantile regression has emerged as a prominent alternative to classical Cox's proportional hazards model or accelerated failure time model in both theoretical and applied statistics. While quantile regression has been extensively…

Methodology · Statistics 2024-08-27 Taehwa Choi , Seohyeon Park , Hunyong Cho , Sangbum Choi

A method for quantile-based, semi-parametric historical simulation estimation of multiple step ahead Value-at-Risk (VaR) and Expected Shortfall (ES) models is developed. It uses the quantile loss function, analogous to how the…

Statistical Finance · Quantitative Finance 2025-03-06 Richard Gerlach , Antonio Naimoli , Giuseppe Storti

In this study, we explore the dynamic interplay between the timing of vaccination campaigns and the trajectory of disease spread in a population. Through comprehensive data analysis and modeling, we have uncovered a counter-intuitive…

Physics and Society · Physics 2024-12-06 Piergiorgio Castioni , Sergio Gòmez , Clara Granell , Alex Arenas

Effectiveness of immune-oncology chemotherapies has been presented in recent clinical trials. The Kaplan-Meier estimates of the survival functions of the immune therapy and the control often suggested the presence of the lag-time until the…

Applications · Statistics 2024-07-26 Hisato Sunami , Satoshi Hattori

In the following short article we adapt a new and popular machine learning model for inference on medical data sets. Our method is based on the Variational AutoEncoder (VAE) framework that we adapt to survival analysis on small data sets…

Machine Learning · Statistics 2018-12-06 Cédric Beaulac , Jeffrey S. Rosenthal , David Hodgson

This study explores the vaccine prioritization strategy to reduce the overall burden of the pandemic when the supply is limited. Existing methods conduct macro-level or simplified micro-level vaccine distribution by assuming the homogeneous…

Populations and Evolution · Quantitative Biology 2023-05-10 Lu Ling , Washim Uddin Mondal , Satish V , Ukkusuri

Pathogens usually exist in heterogeneous variants, like subtypes and strains. Quantifying treatment effects on the different variants is important for guiding prevention policies and treatment development. Here we ground analyses of…

Applications · Statistics 2024-08-15 Gellert Perenyi , Mats J. Stensrud

In light of the continuing emergence of new SARS-CoV-2 variants and vaccines, we create a simulation framework for exploring possible infection trajectories under various scenarios. The situations of primary interest involve the interaction…

Populations and Evolution · Quantitative Biology 2022-01-10 Kory D. Johnson , Annemarie Grass , Daniel Toneian , Mathias Beiglböck , Jitka Polechová

Estimation of the value-at-risk (VaR) of a large portfolio of assets is an important task for financial institutions. As the joint log-returns of asset prices can often be projected to a latent space of a much smaller dimension, the use of…

Machine Learning · Computer Science 2021-12-06 Robert Sicks , Stefanie Grimm , Ralf Korn , Ivo Richert

Performance estimation aims at estimating the loss that a predictive model will incur on unseen data. These procedures are part of the pipeline in every machine learning project and are used for assessing the overall generalisation ability…

Machine Learning · Computer Science 2021-08-31 Vitor Cerqueira , Luis Torgo , Igor Mozetic

Health impact simulation models are used to predict how a proposed intervention or scenario will affect public health outcomes, based on available data and knowledge of the process. The outputs of these models are uncertain due to…

We develop a post-selection inference method for the Cox proportional hazards model with interval-censored data, which provides asymptotically valid p-values and confidence intervals conditional on the model selected by lasso. The method is…

Methodology · Statistics 2024-01-02 Jianrui Zhang , Chenxi Li , Haolei Weng

Extreme value analysis in the presence of censoring is receiving much attention as it has applications in many disciplines, including survival and reliability studies. Estimation of extreme value index (EVI) is of primary importance as it…

Computation · Statistics 2017-10-03 Richard Minkah , Tertius de Wet , Kwabena Doku-Amponsah

Recent years have seen the development of many novel scoring tools for disease prognosis and prediction. To become accepted for use in clinical applications, these tools have to be validated on external data. In practice, validation is…

Methodology · Statistics 2022-12-06 Matthias Schmid , Tim Friede , Nadja Klein , Leonie Weinhold

Estimating the causal effect of a time-varying public health intervention on the course of an infectious disease epidemic is an important methodological challenge. During the COVID-19 pandemic, researchers attempted to estimate the effects…

Applications · Statistics 2025-08-20 Yichi Zhang , Forrest W. Crawford

In this work, we investigate a VS-EIAR epidemiological model that incorporates vaccinated individuals $\{V_i : i = 1, \ldots, n\}$, where $n \in \mathbb{N}^{*}$. The dynamics of the VS-EIAR model are governed by a system of ordinary…

Dynamical Systems · Mathematics 2025-07-16 Mamadou Abdoul Diop , Mohammed Elghandouri , Khalil Ezzinbi