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Signals coming from multivariate higher order conditional moments as well as the information contained in exogenous covariates, can be effectively exploited by rational investors to allocate their wealth among different risky investment…

Portfolio Management · Quantitative Finance 2016-01-21 Mauro Bernardi , Leopoldo Catania

Most prediction models that are used in medical research fail to accurately predict health outcomes due to methodological limitations. Using routinely collected patient data, we explore the use of a Cox proportional hazard (PH) model within…

Methodology · Statistics 2019-07-19 John Mbotwa , Marc de Kamps , Paul D. Baxter , Mark S. Gilthorpe

Dependence modeling of multivariate count data has garnered significant attention in recent years. Multivariate elliptical copulas are typically preferred in statistical literature to analyze dependence between repeated measurements of…

Methodology · Statistics 2025-01-22 Subhajit Chattopadhyay

Selection in a time-periodic environment is modeled via the continuous-time two-player replicator dynamics, which for symmetric pay-offs reduces to the Fisher equation of mathematical genetics. For a sufficiently rapid and cyclic…

Populations and Evolution · Quantitative Biology 2019-10-30 Armen E. Allahverdyan , Sanasar G. Babajanyan , Chin-Kun Hu

We introduce a statistical framework for combining data from multiple large longitudinal cardiovascular cohorts to enable the study of long-term cardiovascular health starting in early adulthood. Using data from seven cohorts belonging to…

Multivariate time series (MTS) prediction is ubiquitous in real-world fields, but MTS data often contains missing values. In recent years, there has been an increasing interest in using end-to-end models to handle MTS with missing values.…

Machine Learning · Computer Science 2023-05-11 Zhao-Yu Zhang , Shao-Qun Zhang , Yuan Jiang , Zhi-Hua Zhou

Survival data with time-varying covariates are common in practice. If relevant, they can improve on the estimation of survival function. However, the traditional survival forests - conditional inference forest, relative risk forest and…

Applications · Statistics 2022-06-06 Weichi Yao , Halina Frydman , Denis Larocque , Jeffrey S. Simonoff

Many important questions in infectious disease epidemiology involve the effects of covariates (e.g., age or vaccination status) on infectiousness and susceptibility, which can be measured in studies of transmission in households or other…

Applications · Statistics 2025-06-27 Yushuf Sharker , Zaynab Diallo , Wasiur R. KhudaBukhsh , Eben Kenah

In this work, we propose a method to learn multivariate probability distributions using sample path data from stochastic differential equations. Specifically, we consider temporally evolving probability distributions (e.g., those produced…

Machine Learning · Statistics 2022-05-05 Yubin Lu , Romit Maulik , Ting Gao , Felix Dietrich , Ioannis G. Kevrekidis , Jinqiao Duan

In the analysis of survival data, it is usually assumed that any unit will experience the event of interest if it is observed for a sufficient long time. However, one can explicitly assume that an unknown proportion of the population under…

Methodology · Statistics 2014-05-15 Vincent Bremhorst , Philippe Lambert

We first review an approach that had been developed in the past years to introduce concepts of "bivariate ageing" for exchangeable lifetimes and to analyze mutual relations among stochastic dependence, univariate ageing, and bivariate…

Probability · Mathematics 2019-05-27 Giovanna Nappo , Fabio L. Spizzichino

Continuous-time multi-state survival models can be used to describe health-related processes over time. In the presence of interval-censored times for transitions between the living states, the likelihood is constructed using transition…

Methodology · Statistics 2017-03-24 Robson J. M. Machado , Ardo van den Hout

The significance of mortality modeling extends across multiple research areas, ranging from life insurance valuation to optimal lifetime decision-making. Existing approaches, such as mortality laws and factor-based models, often fall short…

Applications · Statistics 2024-10-23 Xiaobai Zhu , Kenneth Q. Zhou , Zijia Wang

Multi-species distribution modeling, which relates the occurrence of multiple species to environmental variables, is an important tool used by ecologists for both predicting the distribution of species in a community and identifying the…

Applications · Statistics 2015-09-17 Francis K. C. Hui , David I. Warton , Scott D. Foster

Copula mixed models for trivariate (or bivariate) meta-analysis of diagnostic test accuracy studies accounting (or not) for disease prevalence have been proposed in the biostatistics literature to synthesize information. However, many…

Methodology · Statistics 2018-07-12 Aristidis K. Nikoloulopoulos

In medical and biological research, longitudinal data and survival data types are commonly seen. Traditional statistical models mostly consider to deal with either of the data types, such as linear mixed models for longitudinal data, and…

Methodology · Statistics 2021-07-12 Jizi Shangguan

A phase-type distribution is the distribution of the time until absorption in a finite state-space time-homogeneous Markov jump process, with one absorbing state and the rest being transient. These distributions are mathematically tractable…

Statistics Theory · Mathematics 2021-12-08 Martin Bladt , Jorge Yslas

We study whether and how can we model a joint distribution $p(x,z)$ using two conditional models $p(x|z)$ and $q(z|x)$ that form a cycle. This is motivated by the observation that deep generative models, in addition to a likelihood model…

Machine Learning · Computer Science 2021-11-09 Chang Liu , Haoyue Tang , Tao Qin , Jintao Wang , Tie-Yan Liu

Joint models of longitudinal and survival data have become an important tool for modeling associations between longitudinal biomarkers and event processes. The association between marker and log-hazard is assumed to be linear in existing…

Methodology · Statistics 2017-10-24 Meike Köhler , Nikolaus Umlauf , Sonja Greven

Mathematical modeling of biological systems is crucial to effectively and efficiently developing treatments for medical conditions that plague humanity. Often, systems of ordinary differential equations are a traditional tool used to…

Classical Analysis and ODEs · Mathematics 2015-09-01 Eric Jones , Peter Roemer , Mrinal Raghupathi , Stephen Pankavich