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Penalized regression methods, most notably the lasso, are a popular approach to analyzing high-dimensional data. An attractive property of the lasso is that it naturally performs variable selection. An important area of concern, however, is…

Methodology · Statistics 2026-05-13 Ryan Miller , Patrick Breheny

The graphical lasso is a widely used algorithm for fitting undirected Gaussian graphical models. However, for inference on functionals of edge values in the learned graph, standard tools lack formal statistical guarantees, such as control…

Methodology · Statistics 2025-04-01 Sofia Guglielmini , Gerda Claeskens , Snigdha Panigrahi

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

Lasso is a popular and efficient approach to simultaneous estimation and variable selection in high-dimensional regression models. In this paper, a robust LAD-lasso method for multiple outcomes is presented that addresses the challenges of…

Methodology · Statistics 2022-12-02 Jyrki Möttönen , Tero Lähderanta , Janne Salonen , Mikko J. Sillanpää

Motivated by multi-center biomedical studies that cannot share individual data due to privacy and ownership concerns, we develop communication-efficient iterative distributed algorithms for estimation and inference in the high-dimensional…

Methodology · Statistics 2024-06-25 Pierre Bayle , Jianqing Fan , Zhipeng Lou

Cox proportional hazard regression model is a popular tool to analyze the relationship between a censored lifetime variable with other relevant factors. The semi-parametric Cox model is widely used to study different types of data arising…

Methodology · Statistics 2018-10-09 Abhik Ghosh , Ayanendranath Basu

For some special data in reality, such as the genetic data, adjacent genes may have the similar function. Thus ensuring the smoothness between adjacent genes is highly necessary. But, in this case, the standard lasso penalty just doesn't…

Methodology · Statistics 2022-09-29 Xin Xin , Boyi Xie , Yunhai Xiao

The paper deals with generalized functional regression. The aim is to estimate the influence of covariates on observations, drawn from an exponential distribution. The link considered has a semiparametric expression: if we are interested in…

Statistics Theory · Mathematics 2013-09-20 Irène Gannaz

Survival models are a popular tool for the analysis of time to event data with applications in medicine, engineering, economics, and many more. Advances like the Cox proportional hazard model have enabled researchers to better describe…

Machine Learning · Statistics 2021-02-16 Stefan Groha , Sebastian M Schmon , Alexander Gusev

In biometrics and related fields, the Cox proportional hazards model are widely used to analyze with covariate adjustment. However, when some covariates are not observed, an unbiased estimator usually cannot be obtained. Even if there are…

Methodology · Statistics 2022-06-06 Shunichiro Orihara

We consider the rate of piecewise constant approximation to a locally stationary process $X(t),t\in [0,1]$, having a variable smoothness index $\alpha(t)$. Assuming that $\alpha(\cdot)$ attains its unique minimum at zero and satisfies the…

Probability · Mathematics 2015-11-19 Enkelejd Hashorva , Mikhail Lifshits , Oleg Seleznjev

Statistical estimation and inference for marginal hazard models with varying coefficients for multivariate failure time data are important subjects in survival analysis. A local pseudo-partial likelihood procedure is proposed for estimating…

Statistics Theory · Mathematics 2009-09-29 Jianwen Cai , Jianqing Fan , Haibo Zhou , Yong Zhou

This paper presents a Gaussian process (GP) model for estimating piecewise continuous regression functions. In scientific and engineering applications of regression analysis, the underlying regression functions are piecewise continuous in…

Methodology · Statistics 2021-04-15 Chiwoo Park

In this paper we analyze the asymptotic properties of l1 penalized maximum likelihood estimation of signals with piece-wise constant mean values and/or variances. The focus is on segmentation of a non-stationary time series with respect to…

Statistics Theory · Mathematics 2014-01-22 Cristian R. Rojas , Bo Wahlberg

Piecewise constant priors are routinely used in the Bayesian Cox proportional hazards model for survival analysis. Despite its popularity, large sample properties of this Bayesian method are not yet well understood. This work provides a…

Statistics Theory · Mathematics 2023-06-16 Bo Y. -C. Ning , Ismaël Castillo

In the analysis of survival data, it is usually assumed that any unit will experience the event of interest if it is observed for a sufficient long time. However, one can explicitly assume that an unknown proportion of the population under…

Methodology · Statistics 2014-05-15 Vincent Bremhorst , Philippe Lambert

In statistics, time-to-event analysis methods traditionally focus on the estimation of hazards. In recent years, machine learning methods have been proposed to directly predict the event times. We propose a method based on vine copula…

Methodology · Statistics 2021-11-16 Shenyi Pan , Harry Joe

This paper develops power and sample size formulas for causal inference with time-to-event outcomes. The target estimand is the marginal hazard ratio: the coefficient of a marginal structural Cox proportional hazard model with treatment as…

Methodology · Statistics 2026-05-19 Chengxin Yang , Bo Liu , Fan Li

Time to event outcomes are often evaluated on the hazard scale, but interpreting hazards may be difficult. Recently, there has been concern in the causal inference literature that hazards actually have a built in selection-effect that…

Methodology · Statistics 2020-02-07 Pål Christie Ryalen , Mats Julius Stensrud , Kjetil Røysland

The lasso has been studied extensively as a tool for estimating the coefficient vector in the high-dimensional linear model; however, considerably less is known about estimating the error variance in this context. In this paper, we propose…

Methodology · Statistics 2019-07-22 Guo Yu , Jacob Bien