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This paper presents with justifications a technique that is useful for the study of piecewise deterministic Markov decision processes (PDMDPs) with general policies and unbounded transition intensities. This technique produces an auxiliary…

Optimization and Control · Mathematics 2020-06-15 Xin Guo , Yi Zhang

When assessing the impact of extreme events, it is often not just a single component, but the combined behaviour of several components which is important. Statistical modelling using multivariate generalized Pareto (GP) distributions…

Methodology · Statistics 2018-02-07 Anna Kiriliouk , Holger Rootzén , Johan Segers , Jennifer L. Wadsworth

The passing of time is an important factor for covariates in the additive and proportional hazard models. According to this idea, the extended additive hazard model (EAHM) is introduced by considering the time-varying effects of covariates…

Methodology · Statistics 2019-12-30 Morteza Raeisi , Gholamhossein Yari

Application of discrete-time survival methods for continuous-time survival prediction is considered. For this purpose, a scheme for discretization of continuous-time data is proposed by considering the quantiles of the estimated event-time…

Machine Learning · Statistics 2019-10-16 Håvard Kvamme , Ørnulf Borgan

High-dimensional data are routinely collected in many areas. We are particularly interested in Bayesian classification models in which one or more variables are imbalanced. Current Markov chain Monte Carlo algorithms for posterior…

Methodology · Statistics 2024-01-15 Deborshee Sen , Matthias Sachs , Jianfeng Lu , David Dunson

Survival Analysis (SA) constitutes the default method for time-to-event modeling due to its ability to estimate event probabilities of sparsely occurring events over time. In this work, we show how to improve the training and inference of…

Machine Learning · Computer Science 2023-12-12 Chris Solomou

In this paper, we prove almost surely consistency of a Survival Analysis model, which puts a Gaussian process, mapped to the unit interval, as a prior on the so-called hazard function. We assume our data is given by survival lifetimes $T$…

Statistics Theory · Mathematics 2016-11-09 Tamara Fernández , Yee Whye Teh

In recent years, a wide range of mortality models has been proposed to address the diverse factors influencing mortality rates, which has highlighted the need to perform model selection. Traditional mortality model selection methods, such…

Methodology · Statistics 2025-10-22 Alex Diana , Jackie Wong Siaw Tze , Aniketh Pittea

Counting experiments often rely on Monte Carlo simulations for predictions of Poisson expectations. The accompanying uncertainty from the finite Monte Carlo sample size can be incorporated into parameter estimation by modifying the Poisson…

Instrumentation and Methods for Astrophysics · Physics 2020-04-22 Thorsten Glüsenkamp

Piecewise Deterministic Markov Processes (PDMPs) such as the Bouncy Particle Sampler and the Zig-Zag Sampler, have gained attention as continuous-time counterparts of classical Markov chain Monte Carlo. We study their transient regime under…

Computation · Statistics 2025-09-22 Sanket Agrawal , Joris Bierkens , Kengo Kamatani , Gareth O. Roberts

In this manuscript we demonstrate the analysis of right-censored survival outcomes using the MRH package in R. The MRH package implements the multi-resolution hazard (MRH) model, which is a Polya-tree based, Bayesian semi-parametric method…

Computation · Statistics 2016-03-02 Yolanda Hagar , Vanja Dukic

Monte Carlo methods represent the "de facto" standard for approximating complicated integrals involving multidimensional target distributions. In order to generate random realizations from the target distribution, Monte Carlo techniques use…

Computation · Statistics 2022-01-21 L. Martino , V. Elvira , D. Luengo , J. Corander

In this paper, we demonstrate through the use of matrix calculus a transparent analysis of fractional inhomogeneous Markov models for life insurance where transition matrices commute. The resulting formulae are intuitive matrix…

Probability · Mathematics 2021-10-25 Martin Bladt

The use of massive survival data has become common in survival analysis. In this study, a subsampling algorithm is proposed for the Cox proportional hazards model with time-dependent covariates when the sample is extraordinarily large but…

Computation · Statistics 2023-02-07 Nan Qiao , Wangcheng Li , Feng Xiao , Cunjie Lin , Yong Zhou

A comprehensive, unified approach to modeling arbitrarily censored spatial survival data is presented for the three most commonly-used semiparametric models: proportional hazards, proportional odds, and accelerated failure time. Unlike many…

Applications · Statistics 2017-07-04 Haiming Zhou , Timothy Hanson

Generalized linear models, such as logistic regression, are widely used to model the association between a treatment and a binary outcome as a function of baseline covariates. However, the coefficients of a logistic regression model…

Methodology · Statistics 2022-01-04 Jiaqi Yin , Sonia Markes , Thomas S. Richardson , Linbo Wang

Prescription opioids relieve moderate-to-severe pain after surgery, but overprescription can lead to misuse and overdose. Understanding factors associated with post-surgical opioid refills is crucial for improving pain management and…

Methodology · Statistics 2025-09-16 Eileen Yang , Donglin Zeng , Mark Bicket , Yi Li

Joint models are well suited to modelling linked data from laboratories and health registers. However, there are few examples of joint models that allow for (a) multiple markers, (b) multiple survival outcomes (including terminal events,…

The advent of wearable and sensor technologies now leads to functional predictors which are intrinsically infinite dimensional. While the existing approaches for functional data and survival outcomes lean on the well-established Cox model,…

Methodology · Statistics 2024-07-01 Rahul Ghosal , Marcos Matabuena , Sujit K. Ghosh

Completely random measures provide a principled approach to creating flexible unsupervised models, where the number of latent features is infinite and the number of features that influence the data grows with the size of the data set. Due…

Machine Learning · Statistics 2020-06-26 Peiyuan Zhu , Alexandre Bouchard-Côté , Trevor Campbell