Related papers: Exploring different subtypes of recurrent event Co…
The Cox proportional hazards model is ubiquitous in the analysis of time-to-event data. However, when the data dimension p is comparable to the sample size $N$, maximum likelihood estimates for its regression parameters are known to be…
With the widespread application of machine learning in financial risk management, conventional wisdom suggests that longer training periods and more feature variables contribute to improved model performance. This paper, focusing on…
Variable selection problem for the nonlinear Cox regression model is considered. In survival analysis, one main objective is to identify the covariates that are associated with the risk of experiencing the event of interest. The Cox…
In the analysis of survival data, it is usually assumed that any unit will experience the event of interest if it is observed for a sufficient long time. However, one can explicitly assume that an unknown proportion of the population under…
In this work a method to regularize Cox frailty models is proposed that accommodates time-varying covariates and time-varying coefficients and is based on the full instead of the partial likelihood. A particular advantage in this framework…
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…
Hazard ratios are often used to evaluate time to event outcomes, but they may be hard to interpret. A particular issue arise because hazards are typically estimated conditional on survival, i.e.\ on left truncated samples. Then, hazard…
Survival analysis is an important research topic with applications in healthcare, business, and manufacturing. One essential tool in this area is the Cox proportional hazards (CPH) model, which is widely used for its interpretability,…
In a recurrent events setting, we introduce a new score designed to evaluate the prediction ability, for a given model, of the expected cumulative number of recurrent events. This score allows to take into account the individual history of…
In this paper, we expand the methodology presented in Mertens et. al (2020, Biometrical Journal) to the study of life-time (survival) outcome which is subject to censoring and when imputation is used to account for missing values. We…
In a Cox model, the partial likelihood, as the product of a series of conditional probabilities, is used to estimate the regression coefficients. In practice, those conditional probabilities are approximated by risk score ratios based on a…
We study the multiplicative hazards model with intermittently observed longitudinal covariates and time-varying coefficients. For such models, the existing ad hoc approach, such as the last value carried forward, is biased. We propose a…
The proportional hazards model has been extensively used in many fields such as biomedicine to estimate and perform statistical significance testing on the effects of covariates influencing the survival time of patients. The classical…
Prevalent cohort sampling is commonly used to study the natural history of a disease when the disease is rare or it usually takes a long time to observe the failure event. It is known, however, that the collected sample in this situation is…
We study the aggregate hazard rate of a heterogeneous population whose individual event intensities are modeled as Cox (doubly stochastic) processes. In the deterministic hazard setting, the observed pool hazard is the survival weighted…
We address the problem of survival regression modelling with multivariate responses and nonlinear covariate effects. Our model extends the proportional hazards model by introducing several weakly-parametric elements: the marginal baseline…
We describe a new approach to estimating relative risks in time-to-event prediction problems with censored data in a fully parametric manner. Our approach does not require making strong assumptions of constant proportional hazard of the…
We propose two novel approaches for estimating time-varying effects of functional predictors within a linear functional Cox model framework. This model allows for time-varying associations of a functional predictor observed at baseline,…
Survival analysis is a challenging variation of regression modeling because of the presence of censoring, where the outcome measurement is only partially known, due to, for example, loss to follow up. Such problems come up frequently in…
Progression of chronic disease is often manifested by repeated occurrences of disease-related events over time. Delineating the heterogeneity in the risk of such recurrent events can provide valuable scientific insight for guiding…