Related papers: Individual claims reserving using the Aalen--Johan…

In order to estimate the conditional risk of a portfolio's return, two strategies can be advocated. A multivariate strategy requires estimating a dynamic model for the vector of risk factors, which is often challenging, when at all…

Datasets are often reused to perform multiple statistical analyses in an adaptive way, in which each analysis may depend on the outcomes of previous analyses on the same dataset. Standard statistical guarantees do not account for these…

We study a data analyst's problem of acquiring data from self-interested individuals to obtain an accurate estimation of some statistic of a population, subject to an expected budget constraint. Each data holder incurs a cost, which is…

Individuals with bipolar disorder tend to cycle through disease states such as depression and mania. The heterogeneous nature of disease across states complicates the evaluation of interventions for bipolar disorder patients, as varied…

Using the results of precise large deviation and renewal theory for widely dependent random variables, this paper obtains the asymptotic estimation of the random-time ruin probability and the uniform asymptotic estimation of finite-time…

In this paper I present a new approach for regression of time series using their own samples. This is a celebrated problem known as Auto-Regression. Dealing with outlier or missed samples in a time series makes the problem of estimation…

We present an exploratory restricted latent class model where response data is for a single time point, polytomous, and differing across items, and where latent classes reflect a multi-attribute state where each attribute is ordinal. Our…

Individualized treatment rules aim to identify if, when, which, and to whom treatment should be applied. A globally aging population, rising healthcare costs, and increased access to patient-level data have created an urgent need for…

The number of species can be estimated by sampling individuals from a species assemblage. The problem of estimating generalized species accumulation curve is addressed in a nonparametric Poisson mixture model. A likelihood-based estimator…

This work studies the estimation of many statistical quantiles under differential privacy. More precisely, given a distribution and access to i.i.d. samples from it, we study the estimation of the inverse of its cumulative distribution…

This paper focuses on the state estimation problem in distributed sensor networks, where intermittent packet dropouts, corrupted observations, and unknown noise covariances coexist. To tackle this challenge, we formulate the joint…

Traditional analyses of capture-recapture data are based on likelihood functions that explicitly integrate out all missing data. We use a complete data likelihood (CDL) to show how a wide range of capture-recapture models can be easily…

Time to event outcomes are often evaluated on the hazard scale, but interpreting hazards may be difficult. Recently, there has been concern in the causal inference literature that hazards actually have a built in selection-effect that…

During their lifetimes, individuals in populations pass through different states, and the notion of an occupancy time describes the amount of time an individual spends in a given set of states. Questions related to this idea were studied in…

Differential privacy is widely adopted to provide provable privacy guarantees in data analysis. We consider the problem of combining public and private data (and, more generally, data with heterogeneous privacy needs) for estimating…

Multi-state models are frequently applied for representing processes evolving through a discrete set of state. Important classes of multi-state models arise when transitions between states may depend on the time since entry into the current…

This paper investigates asymptotic estimates for the entrance probability of the discounted aggregate claim vector from a multivariate renewal risk model into some rare set. We provide asymptotic results for the entrance probability on both…

The paper considers the problem of estimating a $p\geq2$\ dimensional mean vector of a multivariate conditionally normal distribution under quadratic loss. The problem of this type arises when estimating the parameters in a continuous time…

In this article, weak convergence of the general non-Markov state transition probability estimator by Titman (2015) is established which, up to now, has not been verified yet for other general non-Markov estimators. A similar theorem is…

In this paper, we adapt the classic Cram\'er-Lundberg collective risk theory model to a perturbed model by adding a Wiener process to the compound Poisson process, which can be used to incorporate premium income uncertainty, interest rate…