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We theoretically study divergent fluctuations of dynamical events at non-ergodic transitions. We first focus on the finding that a non-ergodic transition can be described as a saddle connection bifurcation of an order parameter for a time…

Statistical Mechanics · Physics 2015-06-25 Mami Iwata , Shin-ichi Sasa

Although increasingly used as a data resource for assembling cohorts, electronic health records (EHRs) pose many analytic challenges. In particular, a patient's health status influences when and what data are recorded, generating sampling…

Methodology · Statistics 2020-04-28 Yifei Sun , Charles E. McCulloch , Kieren A. Marr , Chiung-Yu Huang

Cascades of events and extreme occurrences have garnered significant attention across diverse domains such as financial markets, seismology, and social physics. Such events can stem either from the internal dynamics inherent to the system…

General Finance · Quantitative Finance 2024-04-26 Cecilia Aubrun , Rudy Morel , Michael Benzaquen , Jean-Philippe Bouchaud

Detecting rare events, those defined to give rise to high impact but have a low probability of occurring, is a challenge in a number of domains including meteorological, environmental, financial and economic. The use of machine learning to…

Applications · Statistics 2022-09-13 Santhosh Narayanan , Carsten Maple , Mark Hooper

Popular empirical strategies for policy evaluation in the panel data literature -- including difference-in-differences (DID), synthetic control (SC) methods, and their variants -- rely on key identifying assumptions that can be expressed…

Econometrics · Economics 2025-11-11 Yiqi Liu

Marginal structural models are a popular tool for investigating the effects of time-varying treatments, but they require an assumption of no unobserved confounders between the treatment and outcome. With observational data, this assumption…

Methodology · Statistics 2021-06-10 Matthew Blackwell , Soichiro Yamauchi

Causal inference has numerous real-world applications in many domains, such as health care, marketing, political science, and online advertising. Treatment effect estimation, a fundamental problem in causal inference, has been extensively…

Machine Learning · Computer Science 2023-02-03 Zhixuan Chu , Jianmin Huang , Ruopeng Li , Wei Chu , Sheng Li

Average and conditional treatment effects are fundamental causal quantities used to evaluate the effectiveness of treatments in various critical applications, including clinical settings and policy-making. Beyond the gold-standard…

While a randomized control trial is considered the gold standard for estimating causal treatment effects, there are many research settings in which randomization is infeasible or unethical. In such cases, researchers rely on analytical…

Methodology · Statistics 2024-02-21 Julia C. Thome , Peter F. Rebeiro , Andrew J. Spieker , Bryan E. Shepherd

We regularly consider answering counterfactual questions in practice, such as "Would people with diabetes take a turn for the better had they choose another medication?". Observational studies are growing in significance in answering such…

Machine Learning · Computer Science 2022-08-16 Guanglin Zhou , Lina Yao , Xiwei Xu , Chen Wang , Liming Zhu

Existing sequence prediction methods are mostly concerned with time-independent sequences, in which the actual time span between events is irrelevant and the distance between events is simply the difference between their order positions in…

Machine Learning · Computer Science 2018-07-23 Yang Li , Nan Du , Samy Bengio

Many real-life dynamical systems change abruptly followed by almost stationary periods. In this paper, we consider streams of data with such abrupt behavior and investigate the problem of tracking their statistical properties in an online…

Methodology · Statistics 2019-01-16 Hugo Lewi Hammer , Anis Yazidi

We propose a joint event and temporal relation extraction model with shared representation learning and structured prediction. The proposed method has two advantages over existing work. First, it improves event representation by allowing…

Computation and Language · Computer Science 2020-09-17 Rujun Han , Qiang Ning , Nanyun Peng

Event detection (ED) aims at detecting event trigger words in sentences and classifying them into specific event types. In real-world applications, ED typically does not have sufficient labelled data, thus can be formulated as a few-shot…

Computation and Language · Computer Science 2021-06-01 Shirong Shen , Tongtong Wu , Guilin Qi , Yuan-Fang Li , Gholamreza Haffari , Sheng Bi

In many clinical contexts, estimating effects of treatment in time-to-event data is complicated not only by confounding, censoring, and heterogeneity, but also by the presence of a cured subpopulation in which the event of interest never…

Methodology · Statistics 2026-02-06 Yuqi Li , Quinn Lanners , Matthew M. Engelhard

This study considers various semiparametric difference-in-differences models under different assumptions on the relation between the treatment group identifier, time and covariates for cross-sectional and panel data. The variance lower…

Econometrics · Economics 2020-08-17 Michael Zimmert

Stepped-wedge cluster randomized trials (SW-CRTs) are traditionally analyzed with models that assume an immediate and sustained treatment effect. Previous work has shown that making such an assumption in the analysis of SW-CRTs when the…

Methodology · Statistics 2025-04-08 Kenneth M. Lee , Elizabeth L. Turner , Avi Kenny

Event cameras rely on motion to obtain information about scene appearance. This means that appearance and motion are inherently linked: either both are present and recorded in the event data, or neither is captured. Previous works treat the…

Computer Vision and Pattern Recognition · Computer Science 2025-07-23 Shuang Guo , Friedhelm Hamann , Guillermo Gallego

Trading volume movement prediction is the key in a variety of financial applications. Despite its importance, there is few research on this topic because of its requirement for comprehensive understanding of information from different…

Statistical Finance · Quantitative Finance 2021-08-26 Liang Zhao , Wei Li , Ruihan Bao , Keiko Harimoto , YunfangWu , Xu Sun

The constant development of new data analysis methods in many fields of research is accompanied by an increasing awareness that these new methods often perform better in their introductory paper than in subsequent comparison studies…

Methodology · Statistics 2024-01-17 Christina Nießl , Sabine Hoffmann , Theresa Ullmann , Anne-Laure Boulesteix
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