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In this paper, we are concerned with how to select significant variables in semiparametric modeling. Variable selection for semiparametric regression models consists of two components: model selection for nonparametric components and…

Statistics Theory · Mathematics 2008-12-18 Runze Li , Hua Liang

Survival analysis is a hotspot in statistical research for modeling time-to-event information with data censorship handling, which has been widely used in many applications such as clinical research, information system and other fields with…

Machine Learning · Computer Science 2018-11-14 Kan Ren , Jiarui Qin , Lei Zheng , Zhengyu Yang , Weinan Zhang , Lin Qiu , Yong Yu

Survival analysis is a valuable tool for estimating the time until specific events, such as death or cancer recurrence, based on baseline observations. This is particularly useful in healthcare to prognostically predict clinically important…

Machine Learning · Computer Science 2024-01-11 Ahmed H. Shahin , An Zhao , Alexander C. Whitehead , Daniel C. Alexander , Joseph Jacob , David Barber

Variable selection in sparse regression models is an important task as applications ranging from biomedical research to econometrics have shown. Especially for higher dimensional regression problems, for which the link function between…

Machine Learning · Statistics 2019-12-10 Burim Ramosaj , Markus Pauly

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

Variable importance assessment has become a crucial step in machine-learning applications when using complex learners, such as deep neural networks, on large-scale data. Removal-based importance assessment is currently the reference…

Machine Learning · Computer Science 2023-10-27 Ahmad Chamma , Denis A. Engemann , Bertrand Thirion

Variable selection in high-dimensional scenarios is of great interested in statistics. One application involves identifying differentially expressed genes in genomic analysis. Existing methods for addressing this problem have some limits or…

Methodology · Statistics 2018-06-19 Liuhua Peng , Long Qu , Dan Nettleton

Recent progress in deep latent variable models has largely been driven by the development of flexible and scalable variational inference methods. Variational training of this type involves maximizing a lower bound on the log-likelihood,…

Machine Learning · Computer Science 2016-06-02 Andriy Mnih , Danilo J. Rezende

The use of instrumental variables for estimating the effect of an exposure on an outcome is popular in econometrics, and increasingly so in epidemiology. This increasing popularity may be attributed to the natural occurrence of instrumental…

Methodology · Statistics 2016-08-03 T. Martinussen , S. Vansteelandt , E. J. Tchetgen Tchetgen , D. M. Zucker

Suppose we have a Bayesian model which combines evidence from several different sources. We want to know which model parameters most affect the estimate or decision from the model, or which of the parameter uncertainties drive the decision…

Applications · Statistics 2021-11-25 Christopher Jackson , Anne Presanis , Stefano Conti , Daniela De Angelis

This paper is concerned with Bayesian inference when the likelihood is analytically intractable but can be unbiasedly estimated. We propose an annealed importance sampling procedure for estimating expectations with respect to the posterior.…

Methodology · Statistics 2014-02-26 M. -N. Tran , C. Strickland , M. K. Pitt , R. Kohn

Survival time is the primary endpoint of many randomized controlled trials, and a treatment effect is typically quantified by the hazard ratio under the assumption of proportional hazards. Awareness is increasing that in many settings this…

Methodology · Statistics 2023-10-04 Robin Ristl , Heiko Götte , Armin Schüler , Martin Posch , Franz König

Frequently, empirical studies are plagued with missing data. When the data are missing not at random, the parameter of interest is not identifiable in general. Without additional assumptions, we can derive bounds of the parameters of…

Methodology · Statistics 2018-09-12 Zhichao Jiang , Peng Ding

Motivation: In predicting HIV therapy outcomes, a critical clinical question is whether using historical information can enhance predictive capabilities compared with current or latest available data analysis. This study analyses whether…

Feature importance scores are ubiquitous tools for understanding the predictions of machine learning models. However, many popular attribution methods suffer from high instability due to random sampling. Leveraging novel ideas from…

Machine Learning · Statistics 2025-07-08 Jeremy Goldwasser , Giles Hooker

For complex latent variable models, the likelihood function is not available in closed form. In this context, a popular method to perform parameter estimation is Importance Weighted Variational Inference. It essentially maximizes the…

Statistics Theory · Mathematics 2025-01-16 Badr-Eddine Cherief-Abdellatif , Randal Douc , Arnaud Doucet , Hugo Marival

Interpreting black-box machine learning models is challenging due to their strong dependence on data and inherently non-parametric nature. This paper reintroduces the concept of importance through "Marginal Variable Importance Metric"…

Machine Learning · Statistics 2025-01-30 Mohammad Kaviul Anam Khan , Olli Saarela , Rafal Kustra

Variational Inference (VI) is a commonly used technique for approximate Bayesian inference and uncertainty estimation in deep learning models, yet it comes at a computational cost, as it doubles the number of trainable parameters to…

Machine Learning · Computer Science 2024-06-25 Christian Marius Lillelund , Martin Magris , Christian Fischer Pedersen

Modeling viral dynamics in HIV/AIDS studies has resulted in a deep understanding of pathogenesis of HIV infection from which novel antiviral treatment guidance and strategies have been derived. Viral dynamics models based on nonlinear…

Applications · Statistics 2010-10-08 Hua Liang , Hongyu Miao , Hulin Wu

Instrumental variable methods have been widely used to identify causal effects in the presence of unmeasured confounding. A key identification condition known as the exclusion restriction states that the instrument cannot have a direct…

Methodology · Statistics 2022-08-05 Baoluo Sun , Yifan Cui , Eric Tchetgen Tchetgen