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Spatio-temporal forecasting is challenging attributing to the high nonlinearity in temporal dynamics as well as complex location-characterized patterns in spatial domains, especially in fields like weather forecasting. Graph convolutions…

Machine Learning · Computer Science 2021-12-14 Haitao Lin , Zhangyang Gao , Yongjie Xu , Lirong Wu , Ling Li , Stan. Z. Li

In this paper, we explore a static setting for the assessment of risk in the context of mathematical finance and actuarial science that takes into account model uncertainty in the distribution of a possibly infinite-dimensional risk factor.…

Risk Management · Quantitative Finance 2024-08-13 Max Nendel , Alessandro Sgarabottolo

In reliability and life testing studies, the topic of estimating hazard rate has received great attention in recent years since an estimate of hazard rate is a quite useful tool for making decisions. Some works have included nonparametric…

Statistics Theory · Mathematics 2012-05-24 Baris Surucu

We develop a weighted local likelihood estimate for the parameters that govern the local spatial dependency of a locally stationary random field. The advantage of this local likelihood estimate is that it smoothly downweights the influence…

Methodology · Statistics 2009-11-03 Ethan Anderes , Michael Stein

In this work we are interested in the problems of supervised learning and variable selection when the input-output dependence is described by a nonlinear function depending on a few variables. Our goal is to consider a sparse nonparametric…

Machine Learning · Statistics 2012-08-14 Lorenzo Rosasco , Silvia Villa , Sofia Mosci , Matteo Santoro , Alessandro verri

When planning a clinical trial for a time-to-event endpoint, we require an estimated effect size and need to consider the type of effect. Usually, an effect of proportional hazards is assumed with the hazard ratio as the corresponding…

Methodology · Statistics 2026-03-02 Moritz Fabian Danzer , Ina Dormuth

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

Probabilistic survival analysis models seek to estimate the distribution of the future occurrence (time) of an event given a set of covariates. In recent years, these models have preferred nonparametric specifications that avoid directly…

Machine Learning · Computer Science 2025-05-08 Deming Sheng , Ricardo Henao

Recent years have seen substantial advances in the development of biofunctional materials using synthetic polymers. The growing problem of elusive sequence-functionality relations for most biomaterials has driven researchers to seek more…

Quantitative Methods · Quantitative Biology 2022-07-06 Yun Zhou , Boying Gong , Tao Jiang , Ting Xu , Haiyan Huang

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

In this paper, we study the nonparametric maximum likelihood estimator (MLE) of a convex hazard function. We show that the MLE is consistent and converges at a local rate of $n^{2/5}$ at points $x_0$ where the true hazard function is…

Statistics Theory · Mathematics 2010-01-14 Hanna K. Jankowski , Jon A. Wellner

Spatial regression is widely used for modeling the relationship between a dependent variable and explanatory covariates. Oftentimes, the linear relationships vary across space, when some covariates have location-specific effects on the…

Methodology · Statistics 2020-12-18 Xin Wang , Zhengyuan Zhu , Hao Helen Zhang

Models for predicting the time of a future event are crucial for risk assessment, across a diverse range of applications. Existing time-to-event (survival) models have focused primarily on preserving pairwise ordering of estimated event…

Machine Learning · Statistics 2021-01-14 Paidamoyo Chapfuwa , Chenyang Tao , Lawrence Carin , Ricardo Henao

An accurate assessment of the risk of extreme environmental events is of great importance for populations, authorities and the banking/insurance/reinsurance industry. Koch (2017) introduced a notion of spatial risk measure and a…

Risk Management · Quantitative Finance 2019-07-01 Erwan Koch

Area-level models for small area estimation typically rely on areal random effects to shrink design-based direct estimates towards a model-based predictor. Incorporating the spatial dependence of the random effects into these models can…

Methodology · Statistics 2024-04-22 Sho Kawano , Paul A. Parker , Zehang Richard Li

Accurate prediction of spatially dependent functional data is critical for various engineering and scientific applications. In this study, a spatial functional deep neural network model was developed with a novel non-linear modeling…

Methodology · Statistics 2025-04-18 Merve Basaran , Ufuk Beyaztas , Han Lin Shang , Zaher Mundher Yaseen

We tackle estimation and prediction at non-visted sites in a spatial semi-functional linear regression model with derivatives that combines a functional linear model with a nonparametric regression one. The parametric part is estimated by a…

Statistics Theory · Mathematics 2022-11-22 Stéphane Bouka , Kowir Pambo Bello , Guy Martial Nkiet

Motivated by a hemodialysis monitoring study, we propose a logistic model with a functional predictor, called the Sparse Functional Logistic Regression (SFLR), where the corresponding coefficient function is {\it locally sparse}, that is,…

Methodology · Statistics 2021-06-22 Yunnan Xu , Pang Du , John Robertson , Ryan Senger

Most prediction models that are used in medical research fail to accurately predict health outcomes due to methodological limitations. Using routinely collected patient data, we explore the use of a Cox proportional hazard (PH) model within…

Methodology · Statistics 2019-07-19 John Mbotwa , Marc de Kamps , Paul D. Baxter , Mark S. Gilthorpe

In this work, we propose a new Bayesian spatial homogeneity pursuit method for survival data under the proportional hazards model to detect spatially clustered patterns in baseline hazard and regression coefficients. Specially, regression…

Applications · Statistics 2021-02-24 Lijiang Geng , Guanyu Hu