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The vast majority of the neural network literature focuses on predicting point values for a given set of response variables, conditioned on a feature vector. In many cases we need to model the full joint conditional distribution over the…

Machine Learning · Statistics 2016-06-09 Wesley Tansey , Karl Pichotta , James G. Scott

When facing multivariate covariates, general semiparametric regression techniques come at hand to propose flexible models that are unexposed to the curse of dimensionality. In this work a semiparametric copula-based estimator for…

Methodology · Statistics 2016-03-25 Mickael De Backer , Anouar El Ghouch , Ingrid Van Keilegom

Analysts are often confronted with censoring, wherein some variables are not observed at their true value, but rather at a value that is known to fall above or below that truth. While much attention has been given to the analysis of…

Methodology · Statistics 2024-05-31 Sarah C. Lotspeich , Kyle F. Grosser , Tanya P. Garcia

Uncertainty quantification of prediction models through prediction sets is increasingly popular and successful, but most existing methods rely on directly observing the outcome and do not appropriately handle censored outcomes, such as…

Methodology · Statistics 2025-05-06 Wenwen Si , Hongxiang Qiu

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

In this paper, we are interested in nonparametric kernel estimation of a generalized regression function, including conditional cumulative distribution and conditional quantile functions, based on an incomplete sample $(X_t, Y_t,…

Statistics Theory · Mathematics 2021-10-19 Mohamed Chaouch , Naâmane Laïb

Interval-censored data analysis is important in biomedical statistics for any type of time-to-event response where the time of response is not known exactly, but rather only known to occur between two assessment times. Many clinical trials…

Methodology · Statistics 2019-06-12 Weichi Yao , Halina Frydman , Jeffrey S. Simonoff

We consider the problem of estimating the unconditional distribution of a post-model-selection estimator. The notion of a post-model-selection estimator here refers to the combined procedure resulting from first selecting a model (e.g., by…

Statistics Theory · Mathematics 2007-11-08 Hannes Leeb , Benedikt M. Poetscher

The Cox regression model and its associated hazard ratio (HR) are frequently used for summarizing the effect of treatments on time to event outcomes. However, the HR's interpretation strongly depends on the assumed underlying survival…

Methodology · Statistics 2021-08-10 Pablo Martinez-Camblor , Todd A. MacKenzie , A. James O'Malley

Neural networks make accurate predictions but often fail to provide reliable uncertainty estimates, especially under covariate distribution shifts between training and testing. To address this problem, we propose a Bayesian framework for…

Machine Learning · Statistics 2025-12-22 Yuli Slavutsky , David M. Blei

Survival random forest is a popular machine learning tool for modeling censored survival data. However, there is currently no statistically valid and computationally feasible approach for estimating its confidence band. This paper proposes…

Methodology · Statistics 2022-04-27 Sarah Elizabeth Formentini , Wei Liang , Ruoqing Zhu

This paper develops a conformal method to compute prediction intervals for non-parametric regression that can automatically adapt to skewed data. Leveraging black-box machine learning algorithms to estimate the conditional distribution of…

Methodology · Statistics 2021-10-26 Matteo Sesia , Yaniv Romano

In this paper we address the challenges posed by non-proportional hazards and informative censoring, offering a path toward more meaningful causal inference conclusions. We start from the marginal structural Cox model, which has been widely…

Methodology · Statistics 2023-11-15 Jiyu Luo , Denise Rava , Jelena Bradic , Ronghui Xu

Prognostic models in survival analysis are aimed at understanding the relationship between patients' covariates and the distribution of survival time. Traditionally, semi-parametric models, such as the Cox model, have been assumed. These…

Machine Learning · Statistics 2020-11-06 Denise Rava , Jelena Bradic

For right censored survival data, it is well known that the mean survival time can be consistently estimated when the support of the censoring time contains the support of the survival time. In practice, however, this condition can be…

Statistics Theory · Mathematics 2013-08-01 Ying Ding , Bin Nan

We propose a deep generative approach to sampling from a conditional distribution based on a unified formulation of conditional distribution and generalized nonparametric regression function using the noise-outsourcing lemma. The proposed…

Statistics Theory · Mathematics 2021-10-22 Xingyu Zhou , Yuling Jiao , Jin Liu , Jian Huang

The lifetimes of subjects which are left-censored lie below a threshold value or a limit of detection. A popular tool used to handle left-censored data is the reversed hazard rate. In this work, we study the properties and develop…

Statistics Theory · Mathematics 2022-12-27 G. Asha , Durga Vasudevan

When the observations are not quantified and are known to be less than a threshold value, the concept of left censoring needs to be included in the analysis of such datasets. In many real multi component lifetime systems left censored data…

Methodology · Statistics 2022-12-29 Durga Vasudevan , G. Asha

The increased availability of massive data sets provides a unique opportunity to discover subtle patterns in their distributions, but also imposes overwhelming computational challenges. To fully utilize the information contained in big…

Statistics Theory · Mathematics 2018-04-12 Stanislav Volgushev , Shih-Kang Chao , Guang Cheng

When modelling censored observations, a typical approach in current regression methods is to use a censored-Gaussian (i.e. Tobit) model to describe the conditional output distribution. In this paper, as in the case of missing data, we argue…

Machine Learning · Statistics 2022-05-05 Daniele Gammelli , Kasper Pryds Rolsted , Dario Pacino , Filipe Rodrigues