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In this paper, a competing risks model is analyzed based on improved adaptive type-II progressive censored sample (IAT-II PCS). Two independent competing causes of failures are considered. It is assumed that lifetimes of the competing…

Methodology · Statistics 2023-02-20 Subhankar Dutta , Suchandan Kayal

The paper deals with disorders detection in the multivariate stochastic process. We consider the multidimensional Poisson process or the multivariate renewal process. This class of processes can be used as a description of the distributed…

Optimization and Control · Mathematics 2021-01-12 Krzysztof J. Szajowski

Change point analysis has applications in a wide variety of fields. The general problem concerns the inference of a change in distribution for a set of time-ordered observations. Sequential detection is an online version in which new data…

Methodology · Statistics 2013-10-16 David S. Matteson , Nicholas A. James

A novel sequential change detection problem is proposed, in which the goal is to not only detect but also accelerate the change. Specifically, it is assumed that the sequentially collected observations are responses to treatments selected…

Statistics Theory · Mathematics 2024-06-24 Yanglei Song , Georgios Fellouris

Offline change point detection retrospectively locates change points in a time series. Many nonparametric methods that target i.i.d. mean and variance changes fail in the presence of nonlinear temporal dependence, and model based methods…

Machine Learning · Statistics 2023-09-19 Noah D. Gade , Jordan Rodu

We introduce a statistical procedure that integrates survival data from multiple biomedical studies, to improve the accuracy of predictions of survival or other events, based on individual clinical and genomic profiles, compared to models…

Applications · Statistics 2020-07-20 Steffen Ventz , Rahul Mazumder , Lorenzo Trippa

In many real problems, dependence structures more general than exchangeability are required. For instance, in some settings partial exchangeability is a more reasonable assumption. For this reason, vectors of dependent Bayesian…

Methodology · Statistics 2018-03-20 Alan Riva Palacio , Fabrizio Leisen

Time-to-event analyses are often plagued by both -- possibly unmeasured -- confounding and competing risks. To deal with the former, the use of instrumental variables for effect estimation is rapidly gaining ground. We show how to make use…

Methodology · Statistics 2018-01-04 Torben Martinussen , Stijn Vansteelandt

New methods and theory have recently been developed to nonparametrically estimate cumulative incidence functions for competing risks survival data subject to current status censoring. In particular, the limiting distribution of the…

Methodology · Statistics 2012-01-12 Marloes H. Maathuis , Michael G. Hudgens

This paper introduces a cure rate survival model by assuming that the time to the event of interest follows a beta prime distribution and that the number of competing causes of the event of interest follows a negative binomial distribution.…

Methodology · Statistics 2018-12-20 Jeremias Leão , Marcelo Bourguignon , Manoel Santos-Neto , Helton Saulo

In medicine, survival analysis studies the time duration to events of interest such as mortality. One major challenge is how to deal with multiple competing events (e.g., multiple disease diagnoses). In this work, we propose a…

Machine Learning · Computer Science 2022-06-29 Zifeng Wang , Jimeng Sun

Continuous-time event data are common in applications such as individual behavior data, financial transactions, and medical health records. Modeling such data can be very challenging, in particular for applications with many different types…

Machine Learning · Statistics 2020-11-09 Alex Boyd , Robert Bamler , Stephan Mandt , Padhraic Smyth

A change points detection aims to catch an abrupt disorder in data distribution. Common approaches assume that there are only two fixed distributions for data: one before and another after a change point. Real-world data are richer than…

Machine Learning · Computer Science 2022-04-18 Alexander Stepikin , Evgenia Romanenkova , Alexey Zaytsev

Catastrophic regime shifts in complex natural systems may be averted through advanced detection. Recent work has provided a proof-of-principle that many systems approaching a catastrophic transition may be identified through the lens of…

Other Quantitative Biology · Quantitative Biology 2012-04-30 Carl Boettiger , Alan Hastings

Causal mediation analysis usually requires strong assumptions, such as ignorability of the mediator, which may not hold in many social and scientific studies. Motivated by a multilevel randomized treatment experiment using functional…

Applications · Statistics 2017-07-11 Yi Zhao , Xi Luo

A survival dataset describes a set of instances (e.g. patients) and provides, for each, either the time until an event (e.g. death), or the censoring time (e.g. when lost to follow-up - which is a lower bound on the time until the event).…

Machine Learning · Computer Science 2023-06-22 Ali Hossein Gharari Foomani , Michael Cooper , Russell Greiner , Rahul G. Krishnan

The aim of change-point detection is to identify behavioral shifts within time series data. This article focuses on scenarios where the data is derived from an inhomogeneous Poisson process or a marked Poisson process. We present a…

Methodology · Statistics 2024-11-07 C. Dion-Blanc , D. Hawat , E. Lebarbier , S. Robin

Several techniques for multivariate time series anomaly detection have been proposed recently, but a systematic comparison on a common set of datasets and metrics is lacking. This paper presents a systematic and comprehensive evaluation of…

Machine Learning · Computer Science 2021-09-24 Astha Garg , Wenyu Zhang , Jules Samaran , Savitha Ramasamy , Chuan-Sheng Foo

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

We present a Bayesian method for multivariate changepoint detection that allows for simultaneous inference on the location of a changepoint and the coefficients of a logistic regression model for distinguishing pre-changepoint data from…

Methodology · Statistics 2025-03-11 Andrew M. Thomas , Michael Jauch , David S. Matteson