English
Related papers

Related papers: Structured Learning in Time-dependent Cox Models

200 papers

In this thesis we discuss machine learning methods performing automated variable selection for learning sparse predictive models. There are multiple reasons for promoting sparsity in the predictive models. By relying on a limited set of…

Machine Learning · Computer Science 2019-03-27 Magda Gregorova

Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. While naturally cast as a combinatorial optimization problem, variable or feature selection admits a convex relaxation through the…

Machine Learning · Computer Science 2012-04-23 Francis Bach , Rodolphe Jenatton , Julien Mairal , Guillaume Obozinski

Predicting patient survival probabilities based on observed covariates is an important assessment in clinical practice. These patient-specific covariates are often measured over multiple follow-up appointments. It is then of interest to…

Methodology · Statistics 2021-11-11 Annabel L. Davies , Anthony C. C. Coolen , Tobias Galla

The log-Gaussian Cox process is a flexible and popular class of point pattern models for capturing spatial and space-time dependence for point patterns. Model fitting requires approximation of stochastic integrals which is implemented…

Computation · Statistics 2018-10-24 Shinichiro Shirota , Sudipto Banerjee

This paper presents a functional linear Cox regression model with frailty to tackle unobserved heterogeneity in survival data with functional covariates. While traditional Cox models are common, they struggle to incorporate frailty effects…

Methodology · Statistics 2025-01-14 Deniz Inan , Ufuk Beyaztas , Carmen D. Tekwe , Xiwei Chen , Roger S. Zoh

We aim to develop a time series modeling methodology tailored to high-dimensional environments, addressing two critical challenges: variable selection from a large pool of candidates, and the detection of structural break points, where the…

Econometrics · Economics 2025-04-15 Angelo Milfont , Alvaro Veiga

The construction of coherent prediction models holds great importance in medical research as such models enable health researchers to gain deeper insights into disease epidemiology and clinicians to identify patients at higher risk of…

Applications · Statistics 2024-01-17 Guanbo Wang , Sylvie Perreault , Robert W. Platt , Rui Wang , Marc Dorais , Mireille E. Schnitzer

We propose a localized conformal model selection framework that integrates local adaptivity with post-selection validity for distribution-free prediction. By performing model selection symmetrically across calibration points using upper and…

Methodology · Statistics 2026-02-24 Yuhao Wang , Tengyao Wang

This paper presents an original approach for jointly fitting survival times and classifying samples into subgroups. The Coxlogit model is a generalized linear model with a common set of selected features for both tasks. Survival times and…

Machine Learning · Statistics 2015-02-06 Samuel Branders , Roberto D'Ambrosio , Pierre Dupont

Learning kinetic systems from data is one of the core challenges in many fields. Identifying stable models is essential for the generalization capabilities of data-driven inference. We introduce a computationally efficient framework, called…

Machine Learning · Statistics 2019-12-02 Niklas Pfister , Stefan Bauer , Jonas Peters

Scoring systems are highly interpretable and widely used to evaluate time-to-event outcomes in healthcare research. However, existing time-to-event scores are predominantly created ad-hoc using a few manually selected variables based on…

Machine Learning · Computer Science 2024-06-11 Feng Xie , Yilin Ning , Han Yuan , Benjamin Alan Goldstein , Marcus Eng Hock Ong , Nan Liu , Bibhas Chakraborty

In this paper, we develop a method to model and estimate several, _dependent_ count processes, using granular data. Specifically, we develop a multivariate Cox process with shot noise intensities to jointly model the arrival process of…

Risk Management · Quantitative Finance 2021-08-19 Benjamin Avanzi , Gregory Clive Taylor , Bernard Wong , Xinda Yang

Multivariate time-dependent data, where multiple features are observed over time for a set of individuals, are increasingly widespread in many application domains. To model these data we need to account for relations among both time…

Methodology · Statistics 2021-04-08 Alessandro Casa , Charles Bouveyron , Elena Erosheva , Giovanna Menardi

We propose two novel approaches for estimating time-varying effects of functional predictors within a linear functional Cox model framework. This model allows for time-varying associations of a functional predictor observed at baseline,…

Methodology · Statistics 2024-12-20 Hongyu Du , Andrew Leroux

Bayesian networks are powerful statistical models to study the probabilistic relationships among set random variables with major applications in disease modeling and prediction. Here, we propose a continuous time Bayesian network with…

Machine Learning · Computer Science 2021-07-16 Syed Hasib Akhter Faruqui , Adel Alaeddini , Jing Wang , Carlos A. Jaramillo

An important task in survival analysis is choosing a structure for the relationship between covariates of interest and the time-to-event outcome. For example, the accelerated failure time (AFT) model structures each covariate effect as a…

Methodology · Statistics 2025-12-08 Harrison T. Reeder , Kyu Ha Lee , Sebastien Haneuse

Gaussian concentration graph models and covariance graph models are two classes of graphical models that are useful for uncovering latent dependence structures among multivariate variables. In the Bayesian literature, graphs are often…

Statistics Theory · Mathematics 2015-05-08 Hao Wang

In this study, we address the challenge of survival analysis within heterogeneous patient populations, where traditional reliance on a single regression model such as the Cox proportional hazards (Cox PH) model often falls short.…

Methodology · Statistics 2025-04-15 Ahmad Talafha

We consider the scenario where the parameters of a probabilistic model are expected to vary over time. We construct a novel prior distribution that promotes sparsity and adapts the strength of correlation between parameters at successive…

Machine Learning · Statistics 2015-11-10 Dani Yogatama , Bryan R. Routledge , Noah A. Smith

A case-cohort design is a two-phase sampling design frequently used to analyze censored survival data in a cost-effective way, where a subcohort is usually selected using simple random sampling or stratified simple random sampling. In this…

Methodology · Statistics 2024-11-06 Kaeum Choi , Sangwook Kang