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High dimensional covariance estimation and graphical models is a contemporary topic in statistics and machine learning having widespread applications. An important line of research in this regard is to shrink the extreme spectrum of the…

Methodology · Statistics 2016-06-28 Sang-Yun Oh , Bala Rajaratnam , Joong-Ho Won

Many applications involve reasoning about time durations before a critical event happens--also called time-to-event outcomes. When will a customer cancel a subscription, a coma patient wake up, or a convicted criminal reoffend?…

Machine Learning · Statistics 2024-10-03 George H. Chen

Statistical estimation and inference for marginal hazard models with varying coefficients for multivariate failure time data are important subjects in survival analysis. A local pseudo-partial likelihood procedure is proposed for estimating…

Statistics Theory · Mathematics 2009-09-29 Jianwen Cai , Jianqing Fan , Haibo Zhou , Yong Zhou

For statistical inference on regression models with a diverging number of covariates, the existing literature typically makes sparsity assumptions on the inverse of the Fisher information matrix. Such assumptions, however, are often…

Methodology · Statistics 2021-06-08 Lu Xia , Bin Nan , Yi Li

There has been increasing interest in modelling survival data using deep learning methods in medical research. Current approaches have focused on designing special cost functions to handle censored survival data. We propose a very different…

Machine Learning · Statistics 2020-03-12 Lili Zhao , Dai Feng

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,…

Methodology · Statistics 2024-12-20 Hongyu Du , Andrew Leroux

Survival Analysis (SA) constitutes the default method for time-to-event modeling due to its ability to estimate event probabilities of sparsely occurring events over time. In this work, we show how to improve the training and inference of…

Machine Learning · Computer Science 2023-12-12 Chris Solomou

We introduce NeuralSurv, the first deep survival model to incorporate Bayesian uncertainty quantification. Our non-parametric, architecture-agnostic framework captures time-varying covariate-risk relationships in continuous time via a novel…

Machine Learning · Computer Science 2025-12-17 Mélodie Monod , Alessandro Micheli , Samir Bhatt

Ordinary and partial differential equations (ODEs/PDEs) play a paramount role in analyzing and simulating complex dynamic processes across all corners of science and engineering. In recent years machine learning tools are aspiring to…

Machine Learning · Computer Science 2021-06-11 Sifan Wang , Paris Perdikaris

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…

Methodology · Statistics 2022-09-05 Omidali Aghababaei Jazi

In nonparametric regression analysis, errors are possibly correlated in practice, and neglecting error correlation can undermine most bandwidth selection methods. When no prior knowledge or parametric form of the correlation structure is…

Methodology · Statistics 2025-04-29 Sisheng Liu , Xiaoli Kong

This paper develops a continuous-time filtering framework for estimating a hazard rate subject to an unobservable change-point. This framework naturally arises in both financial and insurance applications, where the default intensity of a…

Mathematical Finance · Quantitative Finance 2026-01-12 Matteo Buttarazzi , Claudia Ceci

We consider a class of semiparametric regression models which are one-parameter extensions of the Cox [J. Roy. Statist. Soc. Ser. B 34 (1972) 187-220] model for right-censored univariate failure times. These models assume that the hazard…

Statistics Theory · Mathematics 2007-06-13 Michael R. Kosorok , Bee Leng Lee , Jason P. Fine

In many real-world applications of regression, conditional probability estimation, and uncertainty quantification, exploiting symmetries rooted in physics or geometry can dramatically improve generalization and sample efficiency. While…

Machine Learning · Computer Science 2025-05-28 Daniel Ordoñez-Apraez , Vladimir Kostić , Alek Fröhlich , Vivien Brandt , Karim Lounici , Massimiliano Pontil

High-dimensional covariates often admit linear factor structure. To effectively screen correlated covariates in high-dimension, we propose a conditional variable screening test based on non-parametric regression using neural networks due to…

Econometrics · Economics 2024-08-21 Jianqing Fan , Weining Wang , Yue Zhao

The existing physical-informed Deep Operator Networks are mostly based on either the well-known mathematical formula of the system or huge amounts of data for different scenarios. However, in some cases, it is difficult to get the exact…

Signal Processing · Electrical Eng. & Systems 2026-02-24 Jieming Sun , Lichun Li

Learning causal effects of a binary exposure on time-to-event endpoints can be challenging because survival times may be partially observed due to censoring and systematically biased due to truncation. In this work, we present debiased…

Methodology · Statistics 2024-11-15 Eric R. Morenz , Charles J. Wolock , Marco Carone

In this expository paper, we consider the problem of causal inference and efficient estimation for the counterfactual survivor function. This problem has previously been considered in the literature in several papers, each relying on the…

Methodology · Statistics 2025-10-02 Benjamin R. Baer , Ashkan Ertefaie , Robert L. Strawderman

The mean residual life function is a key functional for a survival distribution. It has a practically useful interpretation as the expected remaining lifetime given survival up to a particular time point, and it also characterizes the…

Methodology · Statistics 2018-10-11 Valerie Poynor , Athanasios Kottas

The Cox proportional hazards model is often used to analyze data from Randomized Controlled Trials (RCT) with time-to-event outcomes. Random survival forest (RSF) is a machine-learning algorithm known for its high predictive performance. We…

Machine Learning · Statistics 2025-05-28 Ricarda Graf , Susan Todd , M. Fazil Baksh