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This paper proposes a flexible framework for inferring large-scale time-varying and time-lagged correlation networks from multivariate or high-dimensional non-stationary time series with piecewise smooth trends. Built on a novel and unified…

Methodology · Statistics 2023-02-13 Lujia Bai , Weichi Wu

The case-cohort design obtains complete covariate data only on cases and on a random sample (the subcohort) of the entire cohort. Subsequent publications described the use of stratification and weight calibration to increase efficiency of…

Methodology · Statistics 2023-04-10 Lola Etievant , Mitchell H. Gail

The use of deep neural networks to make high risk decisions creates a need for global and local explanations so that users and experts have confidence in the modeling algorithms. We introduce a novel technique to find global and local…

Machine Learning · Computer Science 2019-08-15 Xochitl Watts , Freddy Lecue

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

Survival models are a popular tool for the analysis of time to event data with applications in medicine, engineering, economics, and many more. Advances like the Cox proportional hazard model have enabled researchers to better describe…

Machine Learning · Statistics 2021-02-16 Stefan Groha , Sebastian M Schmon , Alexander Gusev

In the analysis of survival outcome supplemented with both clinical information and high-dimensional gene expression data, use of the traditional Cox proportional hazards model (1972) fails to meet some emerging needs in biomedical…

Computation · Statistics 2018-02-26 Jean Claude Utazirubanda , Tomas Leon , Papa Ngom

We propose a novel approach to estimate the Cox model with temporal covariates. Our new approach treats the temporal covariates as arising from a longitudinal process which is modeled jointly with the event time. Different from the…

Methodology · Statistics 2018-02-05 Xiaoqi Zhang , Xiaobing Zhao , Yanqiao Zheng

We propose a multivariate framework for modeling dependent default times that extends the classical Cox process by incorporating both common and idiosyncratic shocks. Our construction uses c\`adl\`ag, increasing processes to model…

Probability · Mathematics 2025-08-08 Djibril Gueye , Alejandra Quintos

Automated model selection is an important application in science and engineering. In this work, we develop a learning approach for identifying structured dynamical systems from undersampled and noisy spatiotemporal data. The learning is…

Machine Learning · Statistics 2023-05-31 Xiaofan Lu , Linan Zhang , Hongjin He

In multi-state models based on high-dimensional data, effective modeling strategies are required to determine an optimal, ideally parsimonious model. In particular, linking covariate effects across transitions is needed to conduct joint…

Methodology · Statistics 2024-11-27 Kaya Miah , Jelle J. Goeman , Hein Putter , Annette Kopp-Schneider , Axel Benner

We consider a sparse high-dimensional varying coefficients model with random effects, a flexible linear model allowing covariates and coefficients to have a functional dependence with time. For each individual, we observe discretely sampled…

Statistics Theory · Mathematics 2021-10-14 Michael Law , Ya'acov Ritov

This work proposes an algorithmic framework to learn time-varying graphs from online data. The generality offered by the framework renders it model-independent, i.e., it can be theoretically analyzed in its abstract formulation and then…

Machine Learning · Computer Science 2022-05-25 Alberto Natali , Elvin Isufi , Mario Coutino , Geert Leus

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

In this paper, we introduce Adaptive Cluster Lasso(ACL) method for variable selection in high dimensional sparse regression models with strongly correlated variables. To handle correlated variables, the concept of clustering or grouping…

Machine Learning · Statistics 2016-03-14 Niharika Gauraha , Swapan K. Parui

The Cox regression model is a commonly used model in survival analysis. In public health studies, clinical data are often collected from medical service providers of different locations. There are large geographical variations in the…

Applications · Statistics 2021-07-30 Jinjian Mu , Qingyang Liu , Lynn Kuo , Guanyu Hu

In the co-sparse analysis model a set of filters is applied to a signal out of the signal class of interest yielding sparse filter responses. As such, it may serve as a prior in inverse problems, or for structural analysis of signals that…

Machine Learning · Computer Science 2015-10-07 Matthias Seibert , Julian Wörmann , Rémi Gribonval , Martin Kleinsteuber

Identifying co-varying causal elements in very high dimensional feature space with internal structures, e.g., a space with as many as millions of linearly ordered features, as one typically encounters in problems such as whole genome…

Methodology · Statistics 2012-06-18 Seyoung Kim , Eric P. Xing

We consider a joint survival and mixed-effects model to explain the survival time from longitudinal data and high-dimensional covariates in a population. The longitudinal data is modeled using a non linear mixed-effects model to account for…

Statistics Theory · Mathematics 2025-08-06 Antoine Caillebotte , Estelle Kuhn , Sarah Lemler

We propose a scalable framework for inference in an inhomogeneous Poisson process modeled by a continuous sigmoidal Cox process that assumes the corresponding intensity function is given by a Gaussian process (GP) prior transformed with a…

Machine Learning · Statistics 2019-06-10 Virginia Aglietti , Edwin V. Bonilla , Theodoros Damoulas , Sally Cripps

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