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This paper studies identification and inference in transformation models with endogenous censoring. Many kinds of duration models, such as the accelerated failure time model, proportional hazard model, and mixed proportional hazard model,…

In this paper we develop the randomized Sharded Bayesian Additive Regression Trees (SBT) model. We introduce a randomization auxiliary variable and a sharding tree to decide partitioning of data, and fit each partition component to a…

A common assumption regarding the standard tobit model is the normality of the error distribution. However, asymmetry and bimodality may be present and alternative tobit models must be used. In this paper, we propose a tobit model based on…

We consider missingness in the context of causal inference when the outcome of interest may be missing. If the outcome directly affects its own missingness status, i.e., it is "self-censoring", this may lead to severely biased causal effect…

We incorporate heteroskedasticity into Bayesian Additive Regression Trees (BART) by modeling the log of the error variance parameter as a linear function of prespecified covariates. Under this scheme, the Gibbs sampling procedure for the…

We apply Bayesian Additive Regression Tree (BART) principles to training an ensemble of small neural networks for regression tasks. Using Markov Chain Monte Carlo, we sample from the posterior distribution of neural networks that have a…

Bayesian Additive Regression Trees (BART) is a fully Bayesian approach to modeling with ensembles of trees. BART can uncover complex regression functions with high dimensional regressors in a fairly automatic way and provide Bayesian…

Bayesian additive regression trees (BART) (Chipman et. al., 2010) is a powerful predictive model that often outperforms alternative models at out-of-sample prediction. BART is especially well-suited to settings with unstructured predictor…

Single-index models or time-to-event models are frequently applied in empirical research. These models are non-identifiable in presence of unknown (dependent) censoring or competing risks and do not give informative results in empirical…

Boosting has garnered significant interest across both machine learning and statistical communities. Traditional boosting algorithms, designed for fully observed random samples, often struggle with real-world problems, particularly with…

The distribution-free method of conformal prediction (Vovk et al, 2005) has gained considerable attention in computer science, machine learning, and statistics. Candes et al. (2023) extended this method to right-censored survival data,…

Weighting with the inverse probability of censoring is an approach to deal with censoring in regression analyses where the outcome may be missing due to right-censoring. In this paper, three separate approaches involving this idea in a…

Existing guarantees in terms of rigorous upper bounds on the generalization error for the original random forest algorithm, one of the most frequently used machine learning methods, are unsatisfying. We discuss and evaluate various…

Aleatoric uncertainty captures the inherent randomness of the data, such as measurement noise. In Bayesian regression, we often use a Gaussian observation model, where we control the level of aleatoric uncertainty with a noise variance…

This paper considers doing quantile regression on censored data using neural networks (NNs). This adds to the survival analysis toolkit by allowing direct prediction of the target variable, along with a distribution-free characterisation of…

Generalized linear and additive models are very efficient regression tools but the selection of relevant terms becomes difficult if higher order interactions are needed. In contrast, tree-based methods also known as recursive partitioning…

Dynamic learning systems subject to selective labeling exhibit censoring, i.e. persistent negative predictions assigned to one or more subgroups of points. In applications like consumer finance, this results in groups of applicants that are…

Kaplan-Meier and Nelson-Aalen integral estimators to the tail index of right-censored Pareto-type data traditionally rely on the assumption that the proportion p of upper uncensored observations exceeds one-half, corresponding to weak…

We propose a semiparametric model to study the effect of covariates on the distribution of a censored event time while making minimal assumptions about the censoring mechanism. The result is a partially identified model, in the sense that…

In this paper, we study a novel approach for the estimation of quantiles when facing potential right censoring of the responses. Contrary to the existing literature on the subject, the adopted strategy of this paper is to tackle censoring…