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This paper studies model selection consistency for high dimensional sparse regression when data exhibits both cross-sectional and serial dependency. Most commonly-used model selection methods fail to consistently recover the true model when…

Methodology · Statistics 2018-09-12 Jianqing Fan , Yuan Ke , Kaizheng Wang

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

Variable selection in high dimensional space has challenged many contemporary statistical problems from many frontiers of scientific disciplines. Recent technology advance has made it possible to collect a huge amount of covariate…

Machine Learning · Statistics 2010-05-20 Jianqing Fan , Yang Feng , Yichao Wu

Cox proportional hazards model is one of the most popular models in biomedical data analysis. There have been continuing efforts to improve the flexibility of such models for complex signal detection, for example, via additive functions.…

Methodology · Statistics 2022-05-25 Boyi Guo , Nengjun Yi

Recent research has shown the potential for neural networks to improve upon classical survival models such as the Cox model, which is widely used in clinical practice. Neural networks, however, typically rely on data that are centrally…

Machine Learning · Computer Science 2022-07-12 Dekai Zhang , Francesca Toni , Matthew Williams

Variable selection problem for the nonlinear Cox regression model is considered. In survival analysis, one main objective is to identify the covariates that are associated with the risk of experiencing the event of interest. The Cox…

Machine Learning · Statistics 2022-11-18 Kexuan Li

In survival analysis, the lifetime under study is not always observed. In certain applications, for some individuals, the value of the lifetime is only known to be smaller or larger than some random duration. This framework represent an…

Statistics Theory · Mathematics 2020-02-25 Laurent Bordes , Maria Carmen Pardo , Christian Paroissin , Valentin Patilea

The Cox proportional hazards model is the most widely used regression model in univariate survival analysis. Extensions of the Cox model to bivariate survival data, however, remain scarce. We propose two novel extensions based on a…

Methodology · Statistics 2025-11-12 Yael Travis-Lumer , Micha Mandel , Ido Didi Fabian , Rebecca A. Betensky , Malka Gorfine

Factor models are a class of powerful statistical models that have been widely used to deal with dependent measurements that arise frequently from various applications from genomics and neuroscience to economics and finance. As data are…

Methodology · Statistics 2018-08-14 Jianqing Fan , Kaizheng Wang , Yiqiao Zhong , Ziwei Zhu

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…

Methodology · Statistics 2021-06-10 Steve Cygu , Jonathan Dushoff , Benjamin M. Bolker

Cox proportional hazard regression model is a popular tool to analyze the relationship between a censored lifetime variable with other relevant factors. The semi-parametric Cox model is widely used to study different types of data arising…

Methodology · Statistics 2018-10-09 Abhik Ghosh , Ayanendranath Basu

We consider a class of semiparametric regression models which are one-parameter extensions of the Cox [J. Roy. Statist. Soc. Ser. B 34 (1972) 187-220] model for right-censored univariate failure times. These models assume that the hazard…

Statistics Theory · Mathematics 2007-06-13 Michael R. Kosorok , Bee Leng Lee , Jason P. Fine

Models with latent factors recently attract a lot of attention. However, most investigations focus on linear regression models and thus cannot capture nonlinearity. To address this issue, we propose a novel Factor Augmented Single-Index…

Methodology · Statistics 2025-01-07 Yanmei Shi , Meiling Hao , Yanlin Tang , Heng Lian , Xu Guo

The use of massive survival data has become common in survival analysis. In this study, a subsampling algorithm is proposed for the Cox proportional hazards model with time-dependent covariates when the sample is extraordinarily large but…

Computation · Statistics 2023-02-07 Nan Qiao , Wangcheng Li , Feng Xiao , Cunjie Lin , Yong Zhou

We study inference for censored survival data where some covariates are distorted by some unknown functions of an observable confounding variable in a multiplicative form. Example of this kind of data in medical studies is the common…

Methodology · Statistics 2020-06-03 Yanyan Liu , Yuanshan Wu , Jing Zhang , Haibo Zhou

Along with the widespread adoption of high-dimensional data, traditional statistical methods face significant challenges in handling problems with high correlation of variables, heavy-tailed distribution, and coexistence of sparse and dense…

Methodology · Statistics 2025-08-04 Xiaoyang Wei , Yanlin Tang , Xu Guo , Meiling Hao , Yanmei Shi

IMPORTANCE: Feature selection with respect to time-to-event outcomes is one of the fundamental problems in clinical trials and biomarker discovery studies. But it's unclear which statistical methods should be used when sample size is small…

Methodology · Statistics 2022-10-17 Rong Lu

In this study, we address the challenge of survival analysis within heterogeneous patient populations, where traditional reliance on a single regression model such as the Cox proportional hazards (Cox PH) model often falls short.…

Methodology · Statistics 2025-04-15 Ahmad Talafha

Aalen's linear hazard rate regression model is a useful and increasingly popular alternative to Cox' multiplicative hazard rate model. It postulates that an individual has hazard rate function $h(s)=z_1\alpha_1(s)+\cdots+z_r\alpha_r(s)$ in…

Methodology · Statistics 2026-03-04 Nils Lid Hjort , Emil Aas Stoltenberg

We describe a new approach to estimating relative risks in time-to-event prediction problems with censored data in a fully parametric manner. Our approach does not require making strong assumptions of constant proportional hazard of the…

Machine Learning · Computer Science 2021-06-10 Chirag Nagpal , Xinyu Rachel Li , Artur Dubrawski
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