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We address the problem of survival regression modelling with multivariate responses and nonlinear covariate effects. Our model extends the proportional hazards model by introducing several weakly-parametric elements: the marginal baseline…

Methodology · Statistics 2025-10-16 Na Lei , Mark A. Wolters , Wenqing He

A novel class of non-reversible Markov chain Monte Carlo schemes relying on continuous-time piecewise-deterministic Markov Processes has recently emerged. In these algorithms, the state of the Markov process evolves according to a…

Methodology · Statistics 2018-05-16 Paul Vanetti , Alexandre Bouchard-Côté , George Deligiannidis , Arnaud Doucet

The mean survival is the key ingredient of the decision process in several applications, notably in health economic evaluations. It is defined as the area under the complete survival curve, thus necessitating extrapolation of the observed…

Applications · Statistics 2026-03-10 Anastasios Apsemidis , Nikolaos Demiris

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

For many diseases it is reasonable to assume that the hazard rate is not constant across time, but also that it changes in different time intervals. To capture this, we work here with a piecewise survival model. One of the major problems in…

Applications · Statistics 2021-12-08 Dimitra Eleftheriou , Dimitris Karlis

Probabilistic modeling provides the capability to represent and manipulate uncertainty in data, models, predictions and decisions. We are concerned with the problem of learning probabilistic models of dynamical systems from measured data.…

Computation · Statistics 2018-03-14 Thomas B. Schön , Andreas Svensson , Lawrence Murray , Fredrik Lindsten

We introduce a numerically tractable formulation of Bayesian joint models for longitudinal and survival data. The longitudinal process is modelled using generalised linear mixed models, while the survival process is modelled using a…

Methodology · Statistics 2021-04-23 Danilo Alvares , Francisco Javier Rubio

Joint models for longitudinal and time-to-event data have seen many developments in recent years. Though spatial joint models are still rare and the traditional proportional hazards formulation of the time-to-event part of the model is…

Methodology · Statistics 2024-06-25 Anja Rappl , Thomas Kneib , Stefan Lang , Elisabeth Bergherr

Marginal structural models (MSMs) allow for causal analysis of longitudinal data. The MSMs were originally developed as discrete time models. Recently, continuous-time MSMs were presented as a conceptually appealing alternative for survival…

Methodology · Statistics 2019-02-14 Pål Christie Ryalen , Mats Julius Stensrud , Kjetil Røysland

Hazard models are the most commonly used tool to analyse time-to-event data. If more than one time scale is relevant for the event under study, models are required that can incorporate the dependence of a hazard along two (or more) time…

Methodology · Statistics 2025-01-14 Angela Carollo , Paul H. C. Eilers , Hein Putter , Jutta Gampe

Semi-parametric survival analysis methods like the Cox Proportional Hazards (CPH) regression (Cox, 1972) are a popular approach for survival analysis. These methods involve fitting of the log-proportional hazard as a function of the…

Machine Learning · Computer Science 2019-05-16 Chirag Nagpal , Rohan Sangave , Amit Chahar , Parth Shah , Artur Dubrawski , Bhiksha Raj

We consider Bayesian hierarchical models for survival analysis, where the survival times are modeled through an underlying diffusion process which determines the hazard rate. We show how these models can be efficiently treated by means of…

Statistics Theory · Mathematics 2010-10-11 Gareth O. Roberts , Laura M. Sangalli

One of the most demanding calculations is to generate random samples from a specified probability distribution (usually with an unknown normalizing prefactor) in a high-dimensional configuration space. One often has to resort to using a…

Computational Physics · Physics 2015-06-18 Youhan Fang , Jesus-Maria Sanz-Serna , Robert D. Skeel

A prevalent feature of high-dimensional data is the dependence among covariates, and model selection is known to be challenging when covariates are highly correlated. To perform model selection for the high-dimensional Cox proportional…

Methodology · Statistics 2022-10-04 Pierre Bayle , Jianqing Fan

Aalen's linear hazard rate regression model is a useful and increasingly popular alternative to Cox' multiplicative hazard rate model. It postulates that an individual has hazard rate function $h(s)=z_1\alpha_1(s)+\cdots+z_r\alpha_r(s)$ in…

Methodology · Statistics 2026-03-04 Nils Lid Hjort , Emil Aas Stoltenberg

Markov chain Monte Carlo (MCMC) is widely used for Bayesian inference in models of complex systems. Performance, however, is often unsatisfactory in models with many latent variables due to so-called poor mixing, necessitating development…

Methodology · Statistics 2019-10-25 C. M. Pooley , S. C. Bishop , A. Doeschl-Wilson , G. Marion

Piecewise Deterministic Monte Carlo algorithms enable simulation from a posterior distribution, whilst only needing to access a sub-sample of data at each iteration. We show how they can be implemented in settings where the parameters live…

Software development innovations and advances in computing have enabled more complex and less costly computations in medical research (survival analysis), engineering studies (reliability analysis), and social sciences event analysis…

Applications · Statistics 2020-03-25 Renato Valladares Panaro

A central focus in survival analysis is examining how covariates influence survival time. These covariate effects are often found to be either time-varying, heterogeneous - such as being specific to patients, treatments, or subgroups - or…

Methodology · Statistics 2025-01-24 Niklas Hagemann , Thomas Kneib , Kathrin Möllenhoff

Accurate prediction of remaining useful life under creep conditions is essential for the structural reliability of high-temperature components in critical engineering systems. Traditional approaches based on deterministic parametric models…

Computational Engineering, Finance, and Science · Computer Science 2026-05-08 Victor Maudonet , Carlos Frederico Trotta Matt , Americo Cunha