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We introduce a general, flexible, parametric survival modelling framework which encompasses key shapes of hazard function (constant, increasing, decreasing, up-then-down, down-then-up), various common survival distributions (log-logistic,…

Methodology · Statistics 2019-01-11 Kevin Burke , M. C. Jones , Angela Noufaily

Cox models with time-dependent coefficients and covariates are widely used in survival analysis. In high-dimensional settings, sparse regularization techniques are employed for variable selection, but existing methods for time-dependent Cox…

Time-to-event endpoints are frequently used as outcomes in oncology and other disease areas where the outcome of interest may not be observed within a predetermined period. Although many analytical methods address the challenges of…

Methodology · Statistics 2026-04-14 Chen-Yen Lin , Susan Halabi , Taehwa Choi

Tree-based priors for probability distributions are usually specified using a predetermined, data-independent collection of candidate recursive partitions of the sample space. To characterize an unknown target density in detail over the…

Methodology · Statistics 2025-04-14 Li Ma , Benedetta Bruni

In this paper, we explore a static setting for the assessment of risk in the context of mathematical finance and actuarial science that takes into account model uncertainty in the distribution of a possibly infinite-dimensional risk factor.…

Risk Management · Quantitative Finance 2024-08-13 Max Nendel , Alessandro Sgarabottolo

Bayesian methods are actively used for parameter identification and uncertainty quantification when solving nonlinear inverse problems with random noise. However, there are only few theoretical results justifying the Bayesian approach.…

Statistics Theory · Mathematics 2020-02-04 Vladimir Spokoiny

In observational studies, unmeasured confounders present a crucial challenge in accurately estimating desired causal effects. To calculate the hazard ratio (HR) in Cox proportional hazard models for time-to-event outcomes, two-stage…

We develop a Bayesian graphical modeling framework for functional data for correlated multivariate random variables observed over a continuous domain. Our method leads to graphical Markov models for functional data which allows the graphs…

This article addresses the problem of functional supervised classification of Cox process trajectories, whose random intensity is driven by some exogenous random covariable. The classification task is achieved through a regularized convex…

Statistics Theory · Mathematics 2014-10-16 Gérard Biau , Benoît Cadre , Quentin Paris

Mechanistic models of single-neuron dynamics have been extensively studied in computational neuroscience. However, identifying which models can quantitatively reproduce empirically measured data has been challenging. We propose to overcome…

An important issue in survival analysis is the investigation and the modeling of hazard rates. Within a Bayesian nonparametric framework, a natural and popular approach is to model hazard rates as kernel mixtures with respect to a…

Statistics Theory · Mathematics 2009-08-14 Pierpaolo De Blasi , Giovanni Peccati , Igor Prünster

The case-cohort design obtains complete covariate data only on cases and on a random sample (the subcohort) of the entire cohort. Subsequent publications described the use of stratification and weight calibration to increase efficiency of…

Methodology · Statistics 2023-04-10 Lola Etievant , Mitchell H. Gail

The instability in the selection of models is a major concern with data sets containing a large number of covariates. This paper deals with variable selection methodology in the case of high-dimensional problems where the response variable…

Applications · Statistics 2012-03-23 Marie Walschaerts , Eve Leconte , Philippe Besse

Copula models are flexible tools to represent complex structures of dependence for multivariate random variables. According to Sklar's theorem (Sklar, 1959), any d-dimensional absolutely continuous density can be uniquely represented as the…

Methodology · Statistics 2021-03-05 Clara Grazian , Luciana Dalla Valle , Brunero Liseo

The Proportional Hazards (PH) model is one of the most widely used models in survival analysis, typically assuming a log-linear relationship between covariates and the hazard function. However, in the context of spatial survival data, where…

Methodology · Statistics 2026-02-17 Lorenzo Tedesco , Francesco Finazzi

The Cox proportional hazards model is ubiquitous in the analysis of time-to-event data. However, when the data dimension p is comparable to the sample size $N$, maximum likelihood estimates for its regression parameters are known to be…

Methodology · Statistics 2020-01-08 M Sheikh , A. C. C. Coolen

Predicting extreme events is important in many applications in risk analysis. The extreme-value theory suggests modelling extremes by max-stable distributions. The Bayesian approach provides a natural framework for statistical prediction.…

Statistics Theory · Mathematics 2020-09-22 Simone A. Padoan , Stefano Rizzelli

We introduce a Bayesian framework for indirect local clustering of functional data, leveraging B-spline basis expansions and a novel dependent random partition model. By exploiting the local support properties of B-splines, our approach…

Methodology · Statistics 2026-04-03 Giovanni Toto , Antonio Canale

We revisit Cox's proportional hazard models and LASSO in the aim of improving feature selection in survival analysis. Unlike traditional methods relying on cross-validation or BIC, the penalty parameter $\lambda$ is directly tuned for…

Machine Learning · Statistics 2025-10-23 Maxime van Cutsem , Sylvain Sardy

R. A. Fisher introduced the fiducial distribution as a potential replacement for the Bayesian posterior distribution in the 1930s. During the past century, fiducial approaches have been explored in various parametric and nonparametric…

Methodology · Statistics 2026-05-12 Yifan Cui , Jan Hannig , Paul Edlefsen