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We consider a patient risk models which has access to patient features such as vital signs, lab values, and prior history but does not have access to a patient's diagnosis. For example, this occurs in a model deployed at intake time for…

Artificial Intelligence · Computer Science 2023-07-03 Alexander Peysakhovich , Rich Caruana , Yin Aphinyanaphongs

Repeated measures of biomarkers have the potential of explaining hazards of survival outcomes. In practice, these measurements are intermittently measured and are known to be subject to substantial measurement error. Joint modelling of…

Applications · Statistics 2019-12-12 Lisa McFetridge , Ozgur Asar , Jonas Wallin

We consider the conditional treatment effect for competing risks data in observational studies. While it is described as a constant difference between the hazard functions given the covariates, we do not assume specific functional forms for…

Applications · Statistics 2021-12-28 Denise Rava , Ronghui Xu

It is known that the hazard ratio lacks a useful causal interpretation. Even for data from a randomized controlled trial, the hazard ratio suffers from built-in selection bias as, over time, the individuals at risk in the exposed and…

Statistics Theory · Mathematics 2022-11-01 Richard Post , Edwin van den Heuvel , Hein Putter

We give a method for proactively identifying small, plausible shifts in distribution which lead to large differences in model performance. These shifts are defined via parametric changes in the causal mechanisms of observed variables, where…

Machine Learning · Computer Science 2023-01-18 Nikolaj Thams , Michael Oberst , David Sontag

Likelihood-free approaches are appealing for performing inference on complex dependence models, either because it is not possible to formulate a likelihood function, or its evaluation is very computationally costly. This is the case for…

Methodology · Statistics 2025-12-08 Lídia M. André , Jennifer L. Wadsworth , Raphaël Huser

Identifiability describes the possibility of determining the values of the unknown parameters that characterize a dynamic system from the knowledge of its inputs and outputs. This paper finds the general analytical condition that fully…

Optimization and Control · Mathematics 2023-05-03 Agostino Martinelli

This paper develops a continuous-time filtering framework for estimating a hazard rate subject to an unobservable change-point. This framework naturally arises in both financial and insurance applications, where the default intensity of a…

Mathematical Finance · Quantitative Finance 2026-01-12 Matteo Buttarazzi , Claudia Ceci

The goal of this presentation is to build an efficient non-parametric Bayes classifier in the presence of large numbers of predictors. When analyzing such data, parametric models are often too inflexible while non-parametric procedures tend…

Methodology · Statistics 2013-01-07 Abhishek Bhattacharya

Adversarial robustness refers to a model's ability to resist perturbation of inputs, while distribution robustness evaluates the performance of the model under data shifts. Although both aim to ensure reliable performance, prior work has…

Machine Learning · Computer Science 2026-01-26 Yipei Wang , Zhaoying Pan , Xiaoqian Wang

Kundu and Gupta (2007, Metrika, 65, 159 - 170) provided the analysis of Type-I hybrid censored competing risks data, when the lifetime distribution of the competing causes of failures follow exponential distribution. In this paper we…

Applications · Statistics 2017-07-18 Arnab Koley , D. Kundu , Ayon Ganguly

Human mortality patterns and trajectories in closely related populations are likely linked together and share similarities. It is always desirable to model them simultaneously while taking their heterogeneity into account. This paper…

Methodology · Statistics 2024-12-30 Ka Kin Lam , Bo Wang

Under the International Financial Reporting Standards (IFRS) 9, credit losses ought to be recognised timeously and accurately. This requirement belies a certain degree of dynamicity when estimating the constituent parts of a credit loss…

Risk Management · Quantitative Finance 2025-12-16 Arno Botha , Tanja Verster

Structural identifiability is an important property of parametric ODE models. When conducting an experiment and inferring the parameter value from the time-series data, we want to know if the value is globally, locally, or non-identifiable.…

Discrete Mathematics · Computer Science 2024-06-25 Natali Gogishvili

Semi-competing risks data arise when both non-terminal and terminal events are considered in a model. Such data with multiple events of interest are frequently encountered in medical research and clinical trials. In this framework, terminal…

Methodology · Statistics 2022-11-21 Fatemeh Mahmoudi , Xuewen Lu

We introduce a nonresponse mechanism for multivariate missing data in which each study variable and its nonresponse indicator are conditionally independent given the remaining variables and their nonresponse indicators. This is a…

Methodology · Statistics 2016-09-05 Mauricio Sadinle , Jerome P. Reiter

Multivariable parametric models are critical for designing, controlling, and optimizing the performance of engineered systems. The main aim of this paper is to develop a parametric identification strategy that delivers accurate and…

Signal Processing · Electrical Eng. & Systems 2025-07-01 Maarten van der Hulst , Rodrigo González , Koen Classens , Nic Dirkx , Jeroen van de Wijdeven , Tom Oomen

For time-to-event data with finitely many competing risks, the proportional hazards model has been a popular tool for relating the cause-specific outcomes to covariates [Prentice et al. Biometrics 34 (1978) 541--554]. This article studies…

Statistics Theory · Mathematics 2009-03-04 Yanqing Sun , Peter B. Gilbert , Ian W. McKeague

Survival analysis studies time-modeling techniques for an event of interest occurring for a population. Survival analysis found widespread applications in healthcare, engineering, and social sciences. However, the data needed to train…

Machine Learning · Computer Science 2023-02-22 Alberto Archetti , Eugenio Lomurno , Francesco Lattari , André Martin , Matteo Matteucci

The Yang and Prentice (YP) regression models have garnered interest from the scientific community due to their ability to analyze data whose survival curves exhibit intersection. These models include proportional hazards (PH) and…