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The purpose of this article is to provide an adaptive estimator of the baseline function in the Cox model with high-dimensional covariates. We consider a two-step procedure : first, we estimate the regression parameter of the Cox model via…

Statistics Theory · Mathematics 2015-03-04 Agathe Guilloux , Sarah Lemler , Marie-Luce Taupin

Factor analysis for high-dimensional data is a canonical problem in statistics and has a wide range of applications. However, there is currently no factor model tailored to effectively analyze high-dimensional count responses with…

Methodology · Statistics 2024-08-21 Wei Liu , Qingzhi Zhong

The additive hazards model specifies the effect of covariates on the hazard in an additive way, in contrast to the popular Cox model, in which it is multiplicative. As non-parametric model, it offers a very flexible way of modeling…

Methodology · Statistics 2022-01-24 Chengyuan Lu , Jelle Goeman , Hein Putter

The Cox proportional hazards model is ubiquitous in the analysis of time-to-event data. However, when the data dimension p is comparable to the sample size $N$, maximum likelihood estimates for its regression parameters are known to be…

Methodology · Statistics 2020-01-08 M Sheikh , A. C. C. Coolen

We address the problem of survival regression modelling with multivariate responses and nonlinear covariate effects. Our model extends the proportional hazards model by introducing several weakly-parametric elements: the marginal baseline…

Methodology · Statistics 2025-10-16 Na Lei , Mark A. Wolters , Wenqing He

The hazard function is central to the formulation of commonly used survival regression models such as the proportional hazards and accelerated failure time models. However, these models rely on a shared baseline hazard, which, when…

Methodology · Statistics 2025-12-19 J. A. Christen , F. J. Rubio

Survival analysis often relies on Cox models, assuming both linearity and proportional hazards (PH). This study evaluates machine and deep learning methods that relax these constraints, comparing their performance with penalized Cox models…

Machine Learning · Computer Science 2025-10-21 Ivan Rossi , Flavio Sartori , Cesare Rollo , Giovanni Birolo , Piero Fariselli , Tiziana Sanavia

Medical practitioners use survival models to explore and understand the relationships between patients' covariates (e.g. clinical and genetic features) and the effectiveness of various treatment options. Standard survival models like the…

Machine Learning · Statistics 2018-03-09 Jared Katzman , Uri Shaham , Jonathan Bates , Alexander Cloninger , Tingting Jiang , Yuval Kluger

In a very high-dimensional vector space, two randomly-chosen vectors are almost orthogonal with high probability. Starting from this observation, we develop a statistical factor model, the random factor model, in which factors are chosen at…

Statistical Finance · Quantitative Finance 2018-12-27 Antti J. Tanskanen , Jani Lukkarinen , Kari Vatanen

Motivated by multi-center biomedical studies that cannot share individual data due to privacy and ownership concerns, we develop communication-efficient iterative distributed algorithms for estimation and inference in the high-dimensional…

Methodology · Statistics 2024-06-25 Pierre Bayle , Jianqing Fan , Zhipeng Lou

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…

Methodology · Statistics 2025-07-02 Abdoulaye Dioni , Lynne Moore , Aida Eslami

Survival analysis is a widely used statistical framework for modeling time-to-event data under censoring. Classical methods, such as the Cox proportional hazards (Cox PH) model, offer a semiparametric approach to estimating the effects of…

Machine Learning · Statistics 2026-04-23 Yang Xu , Wenbin Lu , Rui Song

The Cox proportional hazards model is widely used in survival analysis to model time-to-event data. However, it faces significant computational challenges in the era of large-scale data, particularly when dealing with time-dependent…

Methodology · Statistics 2025-01-14 Miaomiao Su , Ruoyu Wang

Fully Bayesian methods for Cox models specify a model for the baseline hazard function. Parametric approaches generally provide monotone estimations. Semi-parametric choices allow for more flexible patterns but they can suffer from…

Methodology · Statistics 2024-02-01 Elena Lázaro , Carmen Armero , Danilo Alvares

Cox's proportional hazards model is one of the most popular statistical models to evaluate associations of exposure with a censored failure time outcome. When confounding factors are not fully observed, the exposure hazard ratio estimated…

Methodology · Statistics 2022-01-04 Linbo Wang , Eric Tchetgen Tchetgen , Torben Martinussen , Stijn Vansteelandt

Multi-omics data present significant challenges for statistical inference due to the complex interdependencies among biological layers. In this paper, we introduce a novel Multi-Omics Factor-Adjusted Cox (MOFA-Cox) model for analyzing…

Methodology · Statistics 2025-10-07 Heyuan Zhang , Meiling Hao , Lianqiang Qu , Liuquan Sun

A central focus in survival analysis is examining how covariates influence survival time. These covariate effects are often found to be either time-varying, heterogeneous - such as being specific to patients, treatments, or subgroups - or…

Methodology · Statistics 2025-01-24 Niklas Hagemann , Thomas Kneib , Kathrin Möllenhoff

This paper deals with the proportional hazards model proposed by D. R. Cox in a high-dimensional and sparse setting for a regression parameter. To estimate the regression parameter, the Dantzig selector is applied. The variable selection…

Statistics Theory · Mathematics 2017-10-31 Kou Fujimori

In contrast to the popular Cox model which presents a multiplicative covariate effect specification on the time to event hazards, the semiparametric additive risks model (ARM) offers an attractive additive specification, allowing for direct…

Methodology · Statistics 2022-03-21 Tong Wang , Dipankar Bandyopadhyay , Samiran Sinha

For sparse high-dimensional regression problems, Cox and Battey [1, 9] emphasised the need for confidence sets of models: an enumeration of those small sets of variables that fit the data equivalently well in a suitable statistical sense.…

Methodology · Statistics 2025-06-10 R. M. Lewis , H. S. Battey