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Random forests are powerful non-parametric regression method but are severely limited in their usage in the presence of randomly censored observations, and naively applied can exhibit poor predictive performance due to the incurred biases.…

Machine Learning · Statistics 2019-02-12 Alexander Hanbo Li , Jelena Bradic

Random forests are powerful non-parametric regression method but are severely limited in their usage in the presence of randomly censored observations, and naively applied can exhibit poor predictive performance due to the incurred biases.…

Machine Learning · Statistics 2020-01-13 Alexander Hanbo Li , Jelena Bradic

In this paper, we built a new nonparametric regression estimator with the local linear method by using the mean squared relative error as a loss function when the data are subject to random right censoring. We establish the uniform almost…

Statistics Theory · Mathematics 2020-04-07 Feriel Bouhadjera , Elias Saïd

The approximate Bernstein polynomial model, a mixture of beta distributions, is applied to obtain maximum likelihood estimates of the regression coefficients, and the baseline density and survival functions in an accelerated failure time…

Statistics Theory · Mathematics 2019-11-19 Zhong Guan

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…

Methodology · Statistics 2017-03-24 Mickaël De Backer , Anouar El Ghouch , Ingrid Van Keilegom

Bayesian active learning is based on information theoretical approaches that focus on maximising the information that new observations provide to the model parameters. This is commonly done by maximising the Bayesian Active Learning by…

Machine Learning · Computer Science 2024-02-20 Frederik Boe Hüttel , Christoffer Riis , Filipe Rodrigues , Francisco Câmara Pereira

We consider the problem of estimating the probability density function of a circular random variable observed under censoring. To this end, we introduce a projection estimator constructed via a regression approach on linear sieves. We first…

Statistics Theory · Mathematics 2025-12-09 Nicolas Conanec , Claire Lacour , Thanh Mai Pham Ngoc

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…

Machine Learning · Statistics 2023-02-07 Tim Pearce , Jong-Hyeon Jeong , Yichen Jia , Jun Zhu

In this paper, we suggest using a skew Gaussian-log Gaussian model for the analysis of spatial censored data from a Bayesian point of view. This approach furnishes an extension of the skew log Gaussian model to accommodate to both skewness…

Applications · Statistics 2018-11-28 Vahid Tadayon

This paper addresses the challenge of forecasting corporate distress, a problem marked by three key statistical hurdles: (i) right censoring, (ii) high-dimensional predictors, and (iii) mixed-frequency data. To overcome these complexities,…

Econometrics · Economics 2026-02-09 Wei Miao , Jad Beyhum , Jonas Striaukas , Ingrid Van Keilegom

In this article, we propose some new generalizations of M-estimation procedures for single-index regression models in presence of randomly right-censored responses. We derive consistency and asymptotic normality of our estimates. The…

Statistics Theory · Mathematics 2008-12-18 Olivier Lopez

In this paper the regression discontinuity design is adapted to the survival analysis setting with right-censored data, studied in an intensity based counting process framework. In particular, a local polynomial regression version of the…

Methodology · Statistics 2022-10-07 Emil Aas Stoltenberg

In this paper we study bayesian analysis of Modified Weibull distribution under progressively censored competing risk model. This study is made for progressively censored data. We use deterministic scan Gibbs sampling combined with slice…

Computation · Statistics 2016-05-24 Arabin Kumar Dey , Abhilash Jha , Sanku Dey

Sparse recovery in linear systems underpins applications from signal processing to high-dimensional regression. Sparse Bayesian Learning, grounded in the principle of automatic relevance determination (ARD), offers a practical Bayesian…

This paper develops estimation and inference methods for censored quantile regression models with high-dimensional controls. The methods are based on the application of double/debiased machine learning (DML) framework to the censored…

Econometrics · Economics 2023-03-07 Seoyun Hong

In this paper, we consider the multicollinearity problem in the gamma regression model when model parameters are linearly restricted. The linear restrictions are available from prior information to ensure the validity of scientific theories…

Methodology · Statistics 2023-03-10 Solmaz Seifollahi , Hossein Bevrani , Kaniav Kamary

To address the common problem of high dimensionality in tensor regressions, we introduce a generalized tensor random projection method that embeds high-dimensional tensor-valued covariates into low-dimensional subspaces with minimal loss of…

Methodology · Statistics 2025-10-03 Roberto Casarin , Radu Craiu , Qing Wang

This paper builds on recent research that focuses on regression modeling of continuous bounded data, such as proportions measured on a continuous scale. Specifically, it deals with beta regression models with mixed effects from a Bayesian…

Interval-censored data are common in fields such as epidemiology and demography. When the failure event of interest is relatively rare and the collection of covariates is costly, researchers often adopt the case-cohort design to reduce…

Methodology · Statistics 2025-09-29 Yeyu Xiao , Yonghong Long

Censored quantile regression (CQR) has become a valuable tool to study the heterogeneous association between a possibly censored outcome and a set of covariates, yet computation and statistical inference for CQR have remained a challenge…

Statistics Theory · Mathematics 2022-10-25 Xuming He , Xiaoou Pan , Kean Ming Tan , Wen-Xin Zhou