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A new meta-algorithm for estimating the conditional average treatment effects is proposed in the paper. The main idea underlying the algorithm is to consider a new dataset consisting of feature vectors produced by means of concatenation of…

Machine Learning · Statistics 2019-09-10 Lev V. Utkin , Mikhail V. Kots , Viacheslav S. Chukanov

The manuscript discusses how to incorporate random effects for quantile regression models for clustered data with focus on settings with many but small clusters. The paper has three contributions: (i) documenting that existing methods may…

Methodology · Statistics 2022-02-24 Maria Laura Battagliola , Helle Sørensen , Anders Tolver , Ana-Maria Staicu

In this paper, a mixed-effect modeling scheme is proposed to construct a predictor for different features of cancer tumor. For this purpose, a set of features is extracted from two groups of patients with the same type of cancer but with…

Applications · Statistics 2018-04-13 Fatemeh Nasiri , Oscar Acosta-Tamayo

Parameter inference for stochastic differential equation mixed effects models (SDEMEMs) is a challenging problem. Analytical solutions for these models are rarely available, which means that the likelihood is also intractable. In this case,…

Computation · Statistics 2019-09-30 Imke Botha , Robert Kohn , Christopher Drovandi

Software development innovations and advances in computing have enabled more complex and less costly computations in medical research (survival analysis), engineering studies (reliability analysis), and social sciences event analysis…

Applications · Statistics 2020-03-25 Renato Valladares Panaro

Assessing the causal effect of time-varying exposures on recurrent event processes is challenging in the presence of a terminating event. Our objective is to estimate both the short-term and delayed marginal causal effects of exposures on…

Analyzing outcomes in long-term cancer survivor studies can be complex. The effects of predictors on the failure process may be difficult to assess over longer periods of time, as the commonly used assumption of proportionality of hazards…

Applications · Statistics 2015-09-07 Yolanda Hagar , James J. Dignam , Vanja Dukic

We introduce a variant of the Hybrid Monte Carlo (HMC) algorithm to address large-deviation statistics in stochastic hydrodynamics. Based on the path-integral approach to stochastic (partial) differential equations, our HMC algorithm…

Computational Physics · Physics 2019-10-29 G. Margazoglou , L. Biferale , R. Grauer , K. Jansen , D. Mesterházy , T. Rosenow , R. Tripiccione

Variable selection is fundamental to high-dimensional statistical modeling. Many variable selection techniques may be implemented by maximum penalized likelihood using various penalty functions. Optimizing the penalized likelihood function…

Statistics Theory · Mathematics 2007-06-13 David R. Hunter , Runze Li

High-dimensional variable selection, with many more covariates than observations, is widely documented in standard regression models, but there are still few tools to address it in non-linear mixed-effects models where data are collected…

Statistics Theory · Mathematics 2024-04-08 Marion Naveau , Guillaume Kon Kam King , Renaud Rincent , Laure Sansonnet , Maud Delattre

Massive sized survival datasets are becoming increasingly prevalent with the development of the healthcare industry. Such datasets pose computational challenges unprecedented in traditional survival analysis use-cases. A popular way for…

Methodology · Statistics 2023-05-09 Nir Keret , Malka Gorfine

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

At the scale of the individual cell, protein production is a stochastic process with multiple time scales, combining quick and slow random steps with discontinuous and smooth variation. Hybrid stochastic processes, in particular…

Molecular Networks · Quantitative Biology 2019-05-02 Guilherme C. P. Innocentini , Fernando Antoneli , Arran Hodgkinson , Ovidiu Radulescu

The proportional hazards (PH), proportional odds (PO) and accelerated failure time (AFT) models have been widely used in different applications of survival analysis. Despite their popularity, these models are not suitable to handle lifetime…

Methodology · Statistics 2019-10-11 Fabio N. Demarqui , Vinicius D. Mayrink , Sujit K. Ghosh

Most existing temporal point process models are characterized by conditional intensity function. These models often require numerical approximation methods for likelihood evaluation, which potentially hurts their performance. By directly…

Machine Learning · Computer Science 2024-05-03 Bingqing Liu

Investigating the causal relationship between exposure and the time-to-event outcome is an important topic in biomedical research. Previous literature has discussed the potential issues of using the hazard ratio as a marginal causal effect…

Methodology · Statistics 2022-05-05 Zihan Lin , Ai Ni , Bo Lu

Continuous-time multi-state survival models can be used to describe health-related processes over time. In the presence of interval-censored times for transitions between the living states, the likelihood is constructed using transition…

Methodology · Statistics 2017-03-24 Robson J. M. Machado , Ardo van den Hout

We propose a new methodology for selecting and ranking covariates associated with a variable of interest in a context of high-dimensional data under dependence but few observations. The methodology successively intertwines the clustering of…

Estimation of crossed random effects models commonly requires computational costs that grow faster than linearly in the sample size $N$, often as fast as $\Omega(N^{3/2})$, making them unsuitable for large data sets. For non-Gaussian…

Methodology · Statistics 2025-05-01 Ruggero Bellio , Swarnadip Ghosh , Art B. Owen , Cristiano Varin

Instrumental variables (IV) are a useful tool for estimating causal effects in the presence of unmeasured confounding. IV methods are well developed for uncensored outcomes, particularly for structural linear equation models, where simple…

Methodology · Statistics 2019-02-01 Behzad Kianian , Jung In Kim , Jason P. Fine , Limin Peng