Related papers: Maximum likelihood estimation for aggregate curren…
The evolution of the COVID-19 epidemic has been accompanied by accumulating evidence on the underlying epidemiological parameters. Hence there is potential for models providing mid-term forecasts of the epidemic trajectory using such…
Lately, a New Transmuted Logistic-exponential (NTLE) distribution was introduced and studied as an extension of the Logistic-Exponential Distribution (LED) with wider applicability in lifetime modelling. However, the maximum likelihood…
Modern data sets in various domains often include units that were sampled non-randomly from the population and have a latent correlation structure. Here we investigate a common form of this setting, where every unit is associated with a…
The transition density of a diffusion process does not admit an explicit expression in general, which prevents the full maximum likelihood estimation (MLE) based on discretely observed sample paths. A\"{\i}t-Sahalia [J. Finance 54 (1999)…
The maximum likelihood degree (ML degree) measures the algebraic complexity of a fundamental optimization problem in statistics: maximum likelihood estimation. In this problem, one maximizes the likelihood function over a statistical model.…
Heart disease remains the leading cause of death in the United States. Compared with risk assessment guidelines that require manual calculation of scores, machine learning-based prediction for disease outcomes such as mortality can be…
We extend the model used in Gardiner et al. (2002) and Polverejan et al. (2003) through deriving an explicit expression for the joint probability density function of hospital charge and length of stay (LOS) under a general class of…
Joint models initially dedicated to a single longitudinal marker and a single time-to-event need to be extended to account for the rich longitudinal data of cohort studies. Multiple causes of clinical progression are indeed usually…
A model describing the dynamics related to the spreading of non-lethal infectious diseases in a fixed-size population is proposed. The model consists of a non-linear delay-differential equation describing the time evolution of the increment…
Maximum pseudo-likelihood (MPL) is a semiparametric estimation method often used to obtain the dependence parameters in copula models from data. It has been shown that despite being consistent, and in some cases efficient, MPL estimation…
This paper rigorously establishes that the existence of the maximum likelihood estimate (MLE) in high-dimensional logistic regression models with Gaussian covariates undergoes a sharp `phase transition'. We introduce an explicit boundary…
Understanding age-group dynamics of infectious diseases is a fundamental issue for both scientific study and policymaking. Age-structure epidemic models were developed in order to study and improve our understanding of these dynamics. By…
Much traditional statistical modelling assumes that the outcome variables of interest are independent of each other when conditioned on the explanatory variables. This assumption is strongly violated in the case of infectious diseases,…
Epidemiologic studies often evaluate the association between an exposure and an event risk. When time-varying, exposure updates usually occur at discrete visits although changes are in continuous time and survival models require values to…
We study the spread of susceptible-infected-recovered (SIR) infectious diseases where an individual's infectiousness and probability of recovery depend on his/her "age" of infection. We focus first on early outbreak stages when stochastic…
Disease progression models infer group-level temporal trajectories of change in patients' features as a chronic degenerative condition plays out. They provide unique insight into disease biology and staging systems with individual-level…
Mental disorders like major depressive disorder can be seen as complex dynamical systems. In this study we investigate the dynamic behaviour of individuals to see whether or not we can expect a transition to another mood state. We introduce…
Maximum Likelihood Estimators (MLE) has many good properties. For example, the asymptotic variance of MLE solution attains equality of the asymptotic Cram{\'e}r-Rao lower bound (efficiency bound), which is the minimum possible variance for…
Recent years have seen a large amount of interest in epidemics on networks as a way of representing the complex structure of contacts capable of spreading infections through the modern human population. The configuration model is a popular…
Multistate models can be used to describe transitions over time across states. In the presence of interval-censored times for transitions, the likelihood is constructed using transition probabilities. Models are specified using proportional…