English
Related papers

Related papers: Time-Varying Functional Cox Model

200 papers

We propose a nonparametric method for dynamic prediction in event history analysis with high-dimensional, time-dependent covariates. The approach estimates future conditional hazards by combining landmarking supermodels with gradient…

Statistics Theory · Mathematics 2026-01-27 Oliver Lunding Sandqvist

We consider the problem of variable selection in varying-coefficient functional linear models, where multiple predictors are functions and a response is a scalar and depends on an exogenous variable. The varying-coefficient functional…

Methodology · Statistics 2021-10-26 Hidetoshi Matsui

Predicting patient survival probabilities based on observed covariates is an important assessment in clinical practice. These patient-specific covariates are often measured over multiple follow-up appointments. It is then of interest to…

Methodology · Statistics 2021-11-11 Annabel L. Davies , Anthony C. C. Coolen , Tobias Galla

Accurately selecting and estimating smooth functional effects in additive models with potentially many functions is a challenging task. We introduce a novel Demmler-Reinsch basis expansion to model the functional effects that allows us to…

Methodology · Statistics 2024-01-02 Paul Bach , Nadja Klein

Functional linear regression is an important topic in functional data analysis. It is commonly assumed that samples of the functional predictor are independent realizations of an underlying stochastic process, and are observed over a grid…

Methodology · Statistics 2020-09-15 Cheng Chen , Shaojun Guo , Xinghao Qiao

Functional linear regression analysis aims to model regression relations which include a functional predictor. The analog of the regression parameter vector or matrix in conventional multivariate or multiple-response linear regression…

Statistics Theory · Mathematics 2011-02-28 Yichao Wu , Jianqing Fan , Hans-Georg Müller

We consider functional linear regression models where functional outcomes are associated with scalar predictors by coefficient functions with shape constraints, such as monotonicity and convexity, that apply to sub-domains of interest. To…

Methodology · Statistics 2025-05-09 Kyunghee Han , Yeonjoo Park , Soo-Young Kim

The Cox regression model is a commonly used model in survival analysis. In public health studies, clinical data are often collected from medical service providers of different locations. There are large geographical variations in the…

Applications · Statistics 2021-07-30 Jinjian Mu , Qingyang Liu , Lynn Kuo , Guanyu Hu

The penalized Cox proportional hazard model is a popular analytical approach for survival data with a large number of covariates. Such problems are especially challenging when covariates vary over follow-up time (i.e., the covariates are…

Methodology · Statistics 2021-06-10 Steve Cygu , Jonathan Dushoff , Benjamin M. Bolker

Cox models with time-dependent coefficients and covariates are widely used in survival analysis. In high-dimensional settings, sparse regularization techniques are employed for variable selection, but existing methods for time-dependent Cox…

Fully Bayesian methods for Cox models specify a model for the baseline hazard function. Parametric approaches generally provide monotone estimations. Semi-parametric choices allow for more flexible patterns but they can suffer from…

Methodology · Statistics 2024-02-01 Elena Lázaro , Carmen Armero , Danilo Alvares

The functional linear model is a popular tool to investigate the relationship between a scalar/functional response variable and a scalar/functional covariate. We generalize this model to a functional linear mixed-effects model when repeated…

Methodology · Statistics 2016-01-07 Baisen Liu , Jiguo Cao

In this paper, we develop a method to model and estimate several, _dependent_ count processes, using granular data. Specifically, we develop a multivariate Cox process with shot noise intensities to jointly model the arrival process of…

Risk Management · Quantitative Finance 2021-08-19 Benjamin Avanzi , Gregory Clive Taylor , Bernard Wong , Xinda Yang

We develop a new method for simultaneously selecting fixed and random effects in a multilevel functional regression model. The proposed method is motivated by accelerometer-derived physical activity data from the 2011-12 cohort of the…

Methodology · Statistics 2025-10-24 Rahul Ghosal , Marcos Matabuena , Enakshi Saha

We propose a generalized partially linear functional single index risk score model for repeatedly measured outcomes where the index itself is a function of time. We fuse the nonparametric kernel method and regression spline method, and…

Statistics Theory · Mathematics 2015-10-15 Fei Jiang , Yanyuan Ma , Yuanjia Wang

An individualized risk prediction model that dynamically updates the probability of a clinical event from a specific cause is valuable for physicians to be able to optimize personalized treatment strategies in real-time by incorporating all…

Methodology · Statistics 2019-04-22 Qing Liu , Gong Tang , Joseph P. Costantino , Chung-Chou H. Chang

Survival data with time-varying covariates are common in practice. If relevant, they can improve on the estimation of survival function. However, the traditional survival forests - conditional inference forest, relative risk forest and…

Applications · Statistics 2022-06-06 Weichi Yao , Halina Frydman , Denis Larocque , Jeffrey S. Simonoff

In this paper we estimate the dynamic parameters of a time-varying coefficient model through radial kernel functions in the context of a longitudinal study. Our proposal is based on a linear combination of weighted kernel functions…

Methodology · Statistics 2021-03-02 Juan Sosa , Lina Buitrago

Functional principal component analysis has been shown to be invaluable for revealing variation modes of longitudinal outcomes, which serves as important building blocks for forecasting and model building. Decades of research have advanced…

Methodology · Statistics 2024-10-07 Peijun Sang , Dehan Kong , Shu Yang

Varying coefficient models are widely used to characterize dynamic associations between longitudinal outcomes and covariates. Existing work on varying coefficient models, however, all assumes that observation times are independent of the…

Methodology · Statistics 2026-01-27 Yu Gu , Yangjianchen Xu , Peijun Sang