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Analyzing electronic health records (EHR) poses significant challenges because often few samples are available describing a patient's health and, when available, their information content is highly diverse. The problem we consider is how to…

Machine Learning · Statistics 2019-12-20 Alexis Bellot , Mihaela van der Schaar

A perspective is taken on the intangible complexity of economic and social systems by investigating the underlying dynamical processes that produce, store and transmit information in financial time series in terms of the \textit{moving…

Statistical Finance · Quantitative Finance 2020-07-15 Pietro Murialdo , Linda Ponta , Anna Carbone

Traditional survival analysis techniques focus on the occurrence of failures over the time. During analysis of such events, ignoring the related unobserved covariates or heterogeneity involved in data sample may leads us to adverse…

Methodology · Statistics 2021-12-22 Shikhar Tyagi , Arvind Pandey , David D Hanagal

Truncation by death, a prevalent challenge in critical care, renders traditional dynamic treatment regime (DTR) evaluation inapplicable due to ill-defined potential outcomes. We introduce a principal stratification-based method, focusing on…

Machine Learning · Statistics 2025-10-10 Sihyung Park , Wenbin Lu , Shu Yang

A class of multivariate mixed survival models for continuous and discrete time with a complex covariance structure is introduced in a context of quantitative genetic applications. The methods introduced can be used in many applications in…

Applications · Statistics 2014-05-06 Rafael Pimentel Maia , Per Madsen , Rodrigo Labouriau

An essential input of annuity pricing is the future retiree mortality. From observed age-specific mortality data, modeling and forecasting can be taken place in two routes. On the one hand, we can first truncate the available data to…

Applications · Statistics 2020-09-21 Han Lin Shang , Steven Haberman

When examining the relationship between an exposure and an outcome, there is often a time lag between exposure and the observed effect on the outcome. A common statistical approach for estimating the relationship between the outcome and…

Methodology · Statistics 2025-04-28 Seongwon Im , Ander Wilson , Daniel Mork

We propose a semi-partitioned Generalized Method of Moments (GMM) framework for analyzing longitudinal data with time-dependent covariates, within a marginal modeling paradigm. This approach addresses limitations of both aggregated and…

Methodology · Statistics 2026-03-04 Niloofar Ramezani , Jeffrey R. Wilson

Survival models incorporating cure fractions, commonly known as cure fraction models or long-term survival models, are widely employed in epidemiological studies to account for both immune and susceptible patients in relation to the failure…

Methodology · Statistics 2023-11-14 Agatha Rodrigues , Patrick Borges

The Makeham term is a crucial element in mortality modeling, representing a constant additive hazard that addresses background mortality factors unrelated to aging. Widely used in mortality analysis, this term enables the capture of risks…

Applications · Statistics 2024-09-09 Silvio C. Patricio , Trifon I. Missov

Multivariate classification methods using explanatory and predictive models are necessary for characterizing subgroups of patients according to their risk profiles. Popular methods include logistic regression and classification trees with…

Machine Learning · Computer Science 2015-11-23 Luca Talenti , Margaux Luck , Anastasia Yartseva , Nicolas Argy , Sandrine Houzé , Cecilia Damon

Longitudinal modified treatment policies (LMTP) have been recently developed as a novel method to define and estimate causal parameters that depend on the natural value of treatment. LMTPs represent an important advancement in causal…

Methodology · Statistics 2025-02-06 Iván Díaz , Katherine L Hoffman , Nima S. Hejazi

Longitudinal and time-to-event data are often analyzed in biomarker research to study the association between the longitudinal biomarker measurements and the event-time outcome, in which the longitudinal information contributes to the…

Methodology · Statistics 2025-09-09 Minzee Kim , Joel A. Dubin

The task of predicting long-term patient outcomes using supervised machine learning is a challenging one, in part because of the high variance of each patient's trajectory, which can result in the model over-fitting to the training data.…

Machine Learning · Computer Science 2026-02-09 Thomas Frost , Kezhi Li , Steve Harris

Known for its high morbidity and mortality rates, lung cancer poses a significant threat to human health and well-being. However, the same population is also at high risk for other deadly diseases, such as cardiovascular disease. Since…

Computer Vision and Pattern Recognition · Computer Science 2018-10-22 Pingkun Yan , Hengtao Guo , Ge Wang , Ruben De Man , Mannudeep K. Kalra

Not only does mobile health technology enable researchers to track changes in multiple longitudinal outcomes of interest and to record the occurrence of health-related events over time, but it also allows for the delivery of repeated…

Febrile neutropenia (FN) has been associated with high mortality, especially among adults with cancer. Understanding the patient and provider level heterogeneity in FN hospital admissions has potential to inform personalized interventions…

Quantitative Methods · Quantitative Biology 2019-05-28 Xinsong Du , Jae Min , Mattia Prosperi , Rohit Bishnoi , Dominick J. Lemas , Chintan P. Shah

Latent variable models represent a useful tool for the analysis of complex data when the constructs of interest are not observable. A problem related to these models is that the integrals involved in the likelihood function cannot be solved…

Methodology · Statistics 2015-03-05 Silvia Bianconcini , Silvia Cagnone , Dimitris Rizopoulos

A multivariate fractional Brownian motion (mfBm) with component-wise Hurst exponents is used to model and forecast realized volatility. We investigate the interplay between correlation coefficients and Hurst exponents and propose a novel…

Statistical Finance · Quantitative Finance 2025-04-23 Markus Bibinger , Jun Yu , Chen Zhang

A multilevel functional data method is adapted for forecasting age-specific mortality for two or more populations in developed countries with high-quality vital registration systems. It uses multilevel functional principal component…

Applications · Statistics 2016-09-30 Han Lin Shang