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In statistics, forecast uncertainty is often quantified using a specified statistical model, though such approaches may be vulnerable to model misspecification, selection bias, and limited finite-sample validity. While bootstrapping can…

Methodology · Statistics 2026-03-12 Han Lin Shang

The significance of mortality modeling extends across multiple research areas, ranging from life insurance valuation to optimal lifetime decision-making. Existing approaches, such as mortality laws and factor-based models, often fall short…

Applications · Statistics 2024-10-23 Xiaobai Zhu , Kenneth Q. Zhou , Zijia Wang

Complex systems research is becomingly increasingly data-driven, particularly in the social and biological domains. Many of the systems from which sample data are collected feature structural heterogeneity at the mesoscopic scale (i.e.…

Physics and Society · Physics 2009-11-13 Jukka-Pekka Onnela , Neil F. Johnson , Sean Gourley , Gesine Reinert , Michael Spagat

Understanding and modeling mortality patterns, especially differences in mortality rates between populations, is vital for demographic analysis and public health planning. We compare three statistical models within the age-period framework…

Applications · Statistics 2025-10-14 Giacomo Lanfiuti Baldi , Andrea Nigri , Han Lin Shang

Improving health in the most disadvantaged populations requires reliable estimates of health and demographic indicators to inform policy and interventions. Low- and middle-income countries with the largest burden of disease and disability…

Methodology · Statistics 2025-11-21 Austin E Schumacher , Jon Wakefield

Multi-state models provide an extension of the usual survival/event-history analysis setting. In the medical domain, multi-state models give the possibility of further investigating intermediate events such as relapse and remission. In this…

Methodology · Statistics 2021-06-24 D. Manevski , H. Putter , M. Pohar Perme , E. F. Bonneville , J. Schetelig , L. C. de Wreede

We consider high-dimensional regression over subgroups of observations. Our work is motivated by biomedical problems, where disease subtypes, for example, may differ with respect to underlying regression models, but sample sizes at the…

We consider the estimation of densities in multiple subpopulations, where the available sample size in each subpopulation greatly varies. This problem occurs in epidemiology, for example, where different diseases may share similar…

Methodology · Statistics 2021-09-15 Jiaming Qiu , Xiongtao Dai , Zhengyuan Zhu

To analyze and project age-specific mortality or morbidity rates age-period-cohort (APC) models are very popular. Bayesian approaches facilitate estimation and improve predictions by assigning smoothing priors to age, period and cohort…

Applications · Statistics 2012-03-21 Andrea Riebler , Leonhard Held , Håvard Rue

Modelling and forecasting homogeneous age-specific mortality rates of multiple countries could lead to improvements in long-term forecasting. Data fed into joint models are often grouped according to nominal attributes, such as geographic…

Methodology · Statistics 2022-01-05 Chen Tang , Han Lin Shang , Yanrong Yang

We analyze binary data, available for a relatively large number (big data) of families (or households), which are within small areas, from a population-based survey. Inference is required for the finite population proportion of individuals…

Methodology · Statistics 2018-06-04 Balgobin Nandram , Lu Chen , Shuting Fu , Binod Manandhar

Age-specific mortality rates are often disaggregated by different attributes, such as sex, state and ethnicity. Forecasting age-specific mortality rates at the national and sub-national levels plays an important role in developing social…

Applications · Statistics 2016-09-15 Han Lin Shang , Rob J Hyndman

We develop a Gaussian process ("GP") framework for modeling mortality rates and mortality improvement factors. GP regression is a nonparametric, data-driven approach for determining the spatial dependence in mortality rates and jointly…

Methodology · Statistics 2018-04-13 Mike Ludkovski , Jimmy Risk , Howard Zail

We investigate jointly modeling Age-specific rates of various causes of death in a multinational setting. We apply Multi-Output Gaussian Processes (MOGP), a spatial machine learning method, to smooth and extrapolate multiple cause-of-death…

Applications · Statistics 2021-11-15 Nhan Huynh , Mike Ludkovski

Mortality data are relevant to demography, public health, and actuarial science. Whilst clustering is increasingly used to explore patterns in such data, no study has reviewed its application to country-level all-cause mortality. This…

Applications · Statistics 2025-12-05 Pedro Menezes de Araujo , Isobel Claire Gormley , Thomas Brendan Murphy

Parameter shrinkage applied optimally can always reduce error and projection variances from those of maximum likelihood estimation. Many variables that actuaries use are on numerical scales, like age or year, which require parameters at…

Applications · Statistics 2020-12-22 Gary Venter , Şule Şahin

There has been growing interest on forecasting mortality. In this article, we propose a novel dynamic Bayesian approach for modeling and forecasting the age-at-death distribution, focusing on a three-components mixture of a Dirac mass, a…

Applications · Statistics 2021-12-20 Emanuele Aliverti , Stefano Mazzuco , Bruno Scarpa

Multivariate functional data that are cross-sectionally compositional data are attracting increasing interest in the statistical modeling literature, a major example being trajectories over time of compositions derived from cause-specific…

Methodology · Statistics 2023-11-21 Emanuele Giovanni Depaoli , Marco Stefanucci , Stefano Mazzuco

Age-specific mortality rates are often disaggregated by different attributes, such as sex, state, ethnic group and socioeconomic status. In making social policies and pricing annuity at national and subnational levels, it is important not…

Applications · Statistics 2017-05-24 Han Lin Shang , Steven Haberman

Most studies on inequality in infant and child mortality compare average mortality rates between large groups of births, for example, comparing births from different countries, income groups, ethnicities, or different times. These studies…

Applications · Statistics 2019-12-23 Antonio P. Ramos , Robert E. Weiss