Related papers: A copula-based boosting model for time-to-event pr…

Vine copulas are flexible dependence models using bivariate copulas as building blocks. If the parameters of the bivariate copulas in the vine copula depend on covariates, one obtains a conditional vine copula. We propose an extension for…

This paper introduces a new class of observation driven dynamic models. The time evolving parameters are driven by innovations of copula form. The resulting models can be made strictly stationary and the innovation term is typically chosen…

We propose a copula based method to handle missing values in multivariate data of mixed types in multilevel data sets. Building upon the extended rank likelihood of \cite{hoff2007extending} and the multinomial probit model, our model is a…

Class imbalance classification is a challenging research problem in data mining and machine learning, as most of the real-life datasets are often imbalanced in nature. Existing learning algorithms maximise the classification accuracy by…

Regime switching is ubiquitous in many complex dynamical systems with multiscale features, chaotic behavior, and extreme events. In this paper, a causation entropy boosting (CEBoosting) strategy is developed to facilitate the detection of…

Recently, self-supervised contrastive learning has achieved great success on various tasks. However, its underlying working mechanism is yet unclear. In this paper, we first provide the tightest bounds based on the widely adopted assumption…

Recency bias is a useful inductive prior for sequential modeling: it emphasizes nearby observations and can still allow longer-range dependencies. Standard Transformer attention lacks this property, relying on all-to-all interactions that…

Modeling symptom progression to identify informative subjects for a new Huntington's disease clinical trial is problematic since time to diagnosis, a key covariate, can be heavily censored. Imputation is an appealing strategy where censored…

Synthetically-generated data plays an increasingly larger role in training large language models. However, while synthetic data has been found to be useful, studies have also shown that without proper curation it can cause LLM performance…

Reliable uncertainty quantification is essential in survival prediction, particularly in clinical settings where erroneous decisions carry high risk. Conformal prediction has attracted substantial attention as it offers a model-agnostic…

We describe PromptBoosting, a query-efficient procedure for building a text classifier from a neural language model (LM) without access to the LM's parameters, gradients, or hidden representations. This form of "black-box" classifier…

In the real world, the class of a time series is usually labeled at the final time, but many applications require to classify time series at every time point. e.g. the outcome of a critical patient is only determined at the end, but he…

Adaptive monitoring of a large population of dynamic processes is critical for the timely detection of abnormal events under limited resources in many healthcare and engineering systems. Examples include the risk-based disease screening and…

We develop factor copula models for analysing the dependence among mixed continuous and discrete responses. Factor copula models are canonical vine copulas that involve both observed and latent variables, hence they allow tail, asymmetric…

In this paper, we analyze the relative errors in various reliability measures due to the tacit assumption that the components associated with a $n$-component series system or a parallel system are independently working where the components…

Self-Exciting models are statistical models of count data where the probability of an event occurring is influenced by the history of the process. In particular, self-exciting spatio-temporal models allow for spatial dependence as well as…

Multivariate time-series analysis involves extracting informative representations from sequences of multiple interdependent variables, supporting tasks such as forecasting, imputation, and anomaly detection. In real-world scenarios, these…

In this paper, we consider survival analysis with right-censored data which is a common situation in predictive maintenance and health field. We propose a model based on the estimation of two-parameter Weibull distribution conditionally to…

Censoring occurs when an outcome is unobserved beyond some threshold value. Methods that do not account for censoring produce biased predictions of the unobserved outcome. This paper introduces Type I Tobit Bayesian Additive Regression Tree…

Boosting algorithms have been widely used to tackle a plethora of problems. In the last few years, a lot of approaches have been proposed to provide standard AdaBoost with cost-sensitive capabilities, each with a different focus. However,…