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The proportional hazards (PH), proportional odds (PO) and accelerated failure time (AFT) models have been widely used in different applications of survival analysis. Despite their popularity, these models are not suitable to handle lifetime…

Methodology · Statistics 2019-10-11 Fabio N. Demarqui , Vinicius D. Mayrink , Sujit K. Ghosh

Distorted distributions were introduced in the context of actuarial science for several variety of insurance problems. In this paper we consider the quantile-based probabilistic mean value theorem given in Di Crescenzo et al. [4] and…

Probability · Mathematics 2025-01-03 Antonio Di Crescenzo , Barbara Martinucci , Julio Mulero

Frailty models are often the model of choice for heterogeneous survival data. A frailty model contains both random effects and fixed effects, with the random effects accommodating for the correlation in the data. Different estimation…

Methodology · Statistics 2019-09-17 Oodally Ajmal , Luc Duchateau , Estelle Kuhn

Fractional statistical moments are utilized for various tasks of uncertainty quantification, including the estimation of probability distributions. However, an estimation of fractional statistical moments of costly mathematical models by…

Methodology · Statistics 2024-03-05 Lukáš Novák , Marcos Valdebenito , Matthias Faes

The cause of failure in cohort studies that involve competing risks is frequently incompletely observed. To address this, several methods have been proposed for the semiparametric proportional cause-specific hazards model under a missing at…

Methodology · Statistics 2020-02-24 Giorgos Bakoyannis , Ying Zhang , Constantin T. Yiannoutsos

We propose a nonparametric estimation for a class of fractional stochastic differential equations (FSDE) with random effects. We precisely consider general linear fractional stochastic differential equations with drift depending on random…

Statistics Theory · Mathematics 2019-01-18 M. El Omari , H. El Maroufy , C. Fuchs

Pseudo-Hamiltonian neural networks (PHNN) were recently introduced for learning dynamical systems that can be modelled by ordinary differential equations. In this paper, we extend the method to partial differential equations. The resulting…

Machine Learning · Computer Science 2024-01-03 Sølve Eidnes , Kjetil Olsen Lye

We consider a model for systems perturbed by dichotomous noise, in which the hazard rate function of a random lifetime is subject to additive time-alternating perturbations described by the telegraph process. This leads us to define a…

Statistics Theory · Mathematics 2007-06-13 Antonio Di Crescenzo , Barbara Martinucci

In this paper, we introduce two new matrix stochastic processes: fractional Wishart processes and $\varepsilon$-fractional Wishart processes with integer indices which are based on the fractional Brownian motions and then extend…

Optimization and Control · Mathematics 2017-05-16 Jia Yue , Nan-jing Huang

We derive a computable a posteriori error estimator for the $\alpha$-harmonic extension problem, which localizes the fractional powers of elliptic operators supplemented with Dirichlet boundary conditions. Our a posteriori error estimator…

Numerical Analysis · Mathematics 2015-05-20 Long Chen , Ricardo H. Nochetto , Enrique Otárola , Abner J. Salgado

In this short communication, we describe the recent debate on whether the hazard function should be used for causal inference in time-to-event studies and consider three different potential outcomes frameworks (by Rubin, Robins, and Pearl,…

Statistics Theory · Mathematics 2023-10-20 Andrew Ying , Ronghui Xu

Recently, a new fractional derivative called the conformable fractional derivative is given which is based on the basic limit definition of the derivative in [1]. Then, the fractional versions of chain rules, exponential functions,…

Classical Analysis and ODEs · Mathematics 2016-02-19 Emrahünal , Ahmet Gökdoğan

We present Causal Posterior Estimation (CPE), a novel method for Bayesian inference in simulator models, i.e., models where the evaluation of the likelihood function is intractable or too computationally expensive, but where one can…

Machine Learning · Computer Science 2025-05-28 Simon Dirmeier , Antonietta Mira

We investigate evolution equations for anomalous diffusion employing fractional derivatives in space and time. Linkage between the space-time variables leads to a new type of fractional derivative operator. Fractional diffusion equations…

Mathematical Physics · Physics 2007-05-23 Andrzej J. Turski , Barbara Atamaniuk , Ewa Turska

The quantum statistical parton distributions approach proposed more than one decade ago is revisited by considering a larger set of recent and accurate Deep Inelastic Scattering experimental results. It enables us to improve the description…

High Energy Physics - Phenomenology · Physics 2017-04-05 Jacques Soffer , Claude Bourrely

Through viewing out the literature, many generated distributions took a new special form of probability density function (PDF) in which it is written as a linear combination of n other distributions. Therefore, we define in this paper a new…

Statistics Theory · Mathematics 2022-11-15 Therar Kadri , Amina Halat

This paper is devoted to the study of a fractional version of non-linear $\mathpzc{M}^\nu(t)$, $t>0$, linear $M^\nu (t)$, $t>0$ and sublinear $\mathfrak{M}^\nu (t)$, $t>0$ death processes. Fractionality is introduced by replacing the usual…

Probability · Mathematics 2013-04-02 Enzo Orsingher , Federico Polito , Ludmila Sakhno

A survival model is derived from the exponential function using the concept of fractional differentiation. The hazard function of the proposed model generates various shapes of curves including increasing, increasing-constant-increasing,…

Statistics Theory · Mathematics 2007-06-13 Cheng K. Lee , Jenq-Daw Lee

We consider a weighted sum of a series of independent Poisson random variables and show that it results in a new compound Poisson distribution which includes the Poisson distribution and Poisson distribution of order k. An explicit…

Probability · Mathematics 2025-06-18 Palaniappan Vellaisamy , Tomoyuki Ichiba

Hazard serves as a pivotal estimand in both practical applications and methodological frameworks. However, its causal interpretation poses notable challenges, including inherent selection biases and ill-defined populations to be compared…

Methodology · Statistics 2024-05-08 En-Yu Lai , Yen-Tsung Huang
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