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We introduce random survival forests, a random forests method for the analysis of right-censored survival data. New survival splitting rules for growing survival trees are introduced, as is a new missing data algorithm for imputing missing…

Applications · Statistics 2008-11-12 Hemant Ishwaran , Udaya B. Kogalur , Eugene H. Blackstone , Michael S. Lauer

Univariate and multivariate general linear regression models, subject to linear inequality constraints, arise in many scientific applications. The linear inequality restrictions on model parameters are often available from phenomenological…

Methodology · Statistics 2021-12-07 Solmaz Seifollahi , Kaniav Kamary , Hossein Bevrani

Consider estimation of average treatment effects with multi-valued treatments using augmented inverse probability weighted (IPW) estimators, depending on outcome regression and propensity score models in high-dimensional settings. These…

Methodology · Statistics 2022-01-25 Wenfu Xu , Zhiqiang Tan

Win statistics, including the win ratio, net benefit, and win odds, summarize treatment effects on hierarchical composite endpoints by sequentially comparing patient pairs on component outcomes ordered by clinical importance, proceeding to…

Methodology · Statistics 2026-05-27 Xi Fang , Fan Li

Under adaptive progressive Type-II censoring schemes, order restricted inference based on competing risks data is discussed in this article. The latent failure lifetimes for the competing causes are assumed to follow Weibull distributions,…

Methodology · Statistics 2022-05-10 Ayon Ganguly , Debanjan Mitra , Debasis Kundu

When data are right-censored, i.e. some outcomes are missing due to a limited period of observation, survival analysis can compute the "time to event". Multiple classes of outcomes lead to a classification variant: predicting the most…

Artificial Intelligence · Computer Science 2024-06-21 Julie Alberge , Vincent Maladière , Olivier Grisel , Judith Abécassis , Gaël Varoquaux

Bayesian reinforcement learning (BRL) is a method that merges principles from Bayesian statistics and reinforcement learning to make optimal decisions in uncertain environments. As a model-based RL method, it has two key components: (1)…

Machine Learning · Statistics 2025-06-03 Shreya Sinha Roy , Richard G. Everitt , Christian P. Robert , Ritabrata Dutta

We present a new estimator of the restricted mean survival time in randomized trials where there is right censoring that may depend on treatment and baseline variables. The proposed estimator leverages prognostic baseline variables to…

Statistics Theory · Mathematics 2016-08-22 Iván Díaz , Elizabeth Colantuoni , Daniel F. Hanley , Michael Rosenblum

A population-averaged additive subdistribution hazards model is proposed to assess the marginal effects of covariates on the cumulative incidence function and to analyze correlated failure time data subject to competing risks. This approach…

Methodology · Statistics 2023-08-23 Xinyuan Chen , Denise Esserman , Fan Li

Penalized likelihood and quasi-likelihood methods dominate inference in high-dimensional linear mixed-effects models. Sampling-based Bayesian inference is less explored due to the computational bottlenecks introduced by the random effects…

Methodology · Statistics 2025-07-24 Sreya Sarkar , Kshitij Khare , Sanvesh Srivastava

In this paper we present a novel methodology to perform Bayesian model selection in linear models with heavy-tailed distributions. We consider a finite mixture of distributions to model a latent variable where each component of the mixture…

Methodology · Statistics 2017-08-21 Flávio B Gonçalves , Marcos O. Prates , Victor H. Lachos

Accelerated failure time (AFT) models are frequently used to model survival data, providing a direct quantification of the relationship between event times and covariates. These models allow for the acceleration or deceleration of failure…

Methodology · Statistics 2024-12-23 Aishwarya Bhaskaran , Ding Ma , Benoit Liquet , Angela Hong , Stephane Heritier , Serigne N Lo , Jun Ma

A survival dataset describes a set of instances (e.g. patients) and provides, for each, either the time until an event (e.g. death), or the censoring time (e.g. when lost to follow-up - which is a lower bound on the time until the event).…

Machine Learning · Computer Science 2023-06-22 Ali Hossein Gharari Foomani , Michael Cooper , Russell Greiner , Rahul G. Krishnan

In this paper, we provide finite sample results to assess the consistency of Generalized Pareto regression trees, as tools to perform extreme value regression. The results that we provide are obtained from concentration inequalities, and…

Statistics Theory · Mathematics 2021-12-21 Sébastien Farkas , Antoine Heranval , Olivier Lopez , Maud Thomas

Bayesian Additive Regression Trees (BART) is a popular Bayesian non-parametric regression model that is commonly used in causal inference and beyond. Its strong predictive performance is supported by well-developed estimation theory,…

Machine Learning · Statistics 2026-02-10 Yan Shuo Tan , Omer Ronen , Theo Saarinen , Bin Yu

Generalized additive models (GAMs) play an important role in modeling and understanding complex relationships in modern applied statistics. They allow for flexible, data-driven estimation of covariate effects. Yet researchers often have a…

Methodology · Statistics 2014-11-10 Benjamin Hofner , Thomas Kneib , Torsten Hothorn

Generalised Bayesian inference updates prior beliefs using a loss function, rather than a likelihood, and can therefore be used to confer robustness against possible mis-specification of the likelihood. Here we consider generalised Bayesian…

Methodology · Statistics 2022-01-12 Takuo Matsubara , Jeremias Knoblauch , François-Xavier Briol , Chris. J. Oates

In the process of clinical diagnosis and treatment, the restricted mean survival time (RMST), which reflects the life expectancy of patients up to a specified time, can be used as an appropriate outcome measure. However, the RMST only…

Applications · Statistics 2021-06-22 Zijing Yang , Hongji Wu , Yawen Hou , Hao Yuan , Zheng Chen

Due to the significant delay and cost associated with experimental tests, a model based evaluation of concrete compressive strength is of high value, both for the purpose of strength prediction as well as the mixture optimization. In this…

Machine Learning · Computer Science 2021-06-15 Seyed Arman Taghizadeh Motlagh , Mehran Naghizadehrokni

Biased sampling designs can be highly efficient when studying rare (binary) or low variability (continuous) endpoints. We consider longitudinal data settings in which the probability of being sampled depends on a repeatedly measured…