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We consider the problem of choosing between several models in least-squares regression with heteroscedastic data. We prove that any penalization procedure is suboptimal when the penalty is a function of the dimension of the model, at least…

Statistics Theory · Mathematics 2010-07-28 Sylvain Arlot

Although there is a huge literature on feature selection for the Cox model, none of the existing approaches can control the false discovery rate (FDR) unless the sample size tends to infinity. In addition, there is no formal power analysis…

Methodology · Statistics 2023-08-02 Daoji Li , Jinzhao Yu , Hui Zhao

Survival analysis can sometimes involve individuals who will not experience the event of interest, forming what is known as the cured group. Identifying such individuals is not always possible beforehand, as they provide only right-censored…

Methodology · Statistics 2024-01-03 Jinqing Li , Jun Ma

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

Bayesian Cox semiparametric regression is an important problem in many clinical settings. Bayesian procedures provide finite-sample inference and naturally incorporate prior information if MCMC algorithms and posteriors are well behaved.…

Methodology · Statistics 2024-11-26 Benny Ren , Jeffrey Morris , Ian Barnett

In survival analysis, estimating the conditional survival function given predictors is often of interest. There is a growing trend in the development of deep learning methods for analyzing censored time-to-event data, especially when…

Machine Learning · Statistics 2025-03-13 Sehwan Kim , Rui Wang , Wenbin Lu

This paper presents an original approach for jointly fitting survival times and classifying samples into subgroups. The Coxlogit model is a generalized linear model with a common set of selected features for both tasks. Survival times and…

Machine Learning · Statistics 2015-02-06 Samuel Branders , Roberto D'Ambrosio , Pierre Dupont

We consider survival data from a population with cured subjects in the presence of mismeasured covariates. We use the mixture cure model to account for the individuals that will never experience the event and at the same time distinguish…

Methodology · Statistics 2020-09-15 Eni Musta , Ingrid Van Keilegom

From an optimizer's perspective, achieving the global optimum for a general nonconvex problem is often provably NP-hard using the classical worst-case analysis. In the case of Cox's proportional hazards model, by taking its statistical…

Statistics Theory · Mathematics 2021-07-07 Jianqing Fan , Wenyan Gong , Qiang Sun

The Cox regression, a semi-parametric method of survival analysis, is extremely popular in biomedical applications. The proportional hazards assumption is a key requirement in the Cox model. To accommodate non-proportional hazards, we…

Methodology · Statistics 2022-06-13 Alexander Begun , Elena Kulinskaya

We propose a semiparametric model to study the effect of covariates on the distribution of a censored event time while making minimal assumptions about the censoring mechanism. The result is a partially identified model, in the sense that…

Methodology · Statistics 2025-03-19 Ilias Willems , Jad Beyhum , Ingrid Van Keilegom

In this paper we address the challenges posed by non-proportional hazards and informative censoring, offering a path toward more meaningful causal inference conclusions. We start from the marginal structural Cox model, which has been widely…

Methodology · Statistics 2023-11-15 Jiyu Luo , Denise Rava , Jelena Bradic , Ronghui Xu

Frailty models are often the model of choice for heterogeneous survival data. A frailty model contains both random effects and fixed effects, with the random effects accommodating for the correlation in the data. Different estimation…

Methodology · Statistics 2019-09-17 Oodally Ajmal , Luc Duchateau , Estelle Kuhn

A class of estimating functions is introduced for the regression parameter of the Cox proportional hazards model to allow unknown failure statuses on some study subjects. The consistency and asymptotic normality of the resulting estimators…

Statistics Theory · Mathematics 2007-08-22 Irene Gijbels , Danyu Lin , Zhiliang Ying

We consider a finite mixture of regressions (FMR) model for high-dimensional inhomogeneous data where the number of covariates may be much larger than sample size. We propose an l1-penalized maximum likelihood estimator in an appropriate…

Methodology · Statistics 2012-02-28 Nicolas Städler , Peter Bühlmann , Sara van de Geer

In this paper, we study the modeling and the classification of functional data presenting regime changes over time. We propose a new model-based functional mixture discriminant analysis approach based on a specific hidden process regression…

Methodology · Statistics 2013-12-30 Faicel Chamroukhi , Hervé Glotin , Allou Samé

The Fine-Gray model for the subdistribution hazard is commonly used for estimating associations between covariates and competing risks outcomes. When there are missing values in the covariates included in a given model, researchers may wish…

The Cox Proportional Hazards (CPH) model has long been the preferred survival model for its explainability. However, to increase its predictive power beyond its linear log-risk, it was extended to utilize deep neural networks, sacrificing…

Machine Learning · Computer Science 2025-12-02 Abdallah Alabdallah , Omar Hamed , Mattias Ohlsson , Thorsteinn Rögnvaldsson , Sepideh Pashami

We use statistical mechanics techniques, viz. the replica method, to model the effect of censoring on overfitting in Cox's proportional hazards model, the dominant regression method for time-to-event data. In the overfitting regime, Maximum…

Methodology · Statistics 2023-12-06 Emanuele Massa , Alexander Mozeika , Anthony Coolen

In a regression analysis, suppose we suspect that there are several heterogeneous groups in the population that a sample represents. Mixture regression models have been applied to address such problems. By modeling the conditional…

Methodology · Statistics 2013-07-02 Toshiya Hoshikawa
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