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Mortality rates are often disaggregated by different attributes, such as sex, state, education, religion or ethnicity. Forecasting mortality rates at the national and sub-national levels plays an important role in making social policies…

Applications · Statistics 2016-09-01 Han Lin Shang

Bayesian modeling helps applied researchers articulate assumptions about their data and develop models tailored for specific applications. Thanks to good methods for approximate posterior inference, researchers can now easily build, use,…

Methodology · Statistics 2023-11-22 Gemma E. Moran , David M. Blei , Rajesh Ranganath

We provide forecasts for mortality rates by using two different approaches. First we employ dynamic non-linear logistic models based on Heligman-Pollard formula. Second, we assume that the dynamics of the mortality rates can be modelled…

Applications · Statistics 2019-01-29 Angelos Alexopoulos , Petros Dellaportas , Jonathan J. Forster

This paper presents an approach to incorporate mortality shocks into mortality projections produced by a stochastic multi-population mortality model. The proposed model combines a decreasing stochastic mortality trend with a…

Applications · Statistics 2023-12-25 Jens Robben , Katrien Antonio

This article introduces methods for constructing prediction bounds or intervals for the number of future failures from heterogeneous reliability field data. We focus on within-sample prediction where early data from a failure-time process…

Methodology · Statistics 2021-04-13 Colin Lewis-Beck , Qinglong Tian , William Q. Meeker

Index-based hedging solutions are used to transfer the longevity risk to the capital markets. However, mismatches between the liability of the hedger and the hedging instrument cause longevity basis risk. Therefore, an appropriate…

Risk Management · Quantitative Finance 2021-01-19 Selin Özen , Şule Şahin

Since the 1940s, population projections have in most cases been produced using the deterministic cohort component method. However, in 2015, for the first time, in a major advance, the United Nations issued official probabilistic population…

Applications · Statistics 2022-07-15 Peiran Liu , Adrian E. Raftery

Human mortality data sets can be expressed as multiway data arrays, the dimensions of which correspond to categories by which mortality rates are reported, such as age, sex, country and year. Regression models for such data typically assume…

Methodology · Statistics 2014-04-15 Bailey K. Fosdick , Peter D. Hoff

Risk prediction is central to both clinical medicine and public health. While many machine learning models have been developed to predict mortality, they are rarely applied in the clinical literature, where classification tasks typically…

Machine Learning · Statistics 2017-12-05 Maggie Makar , Marzyeh Ghassemi , David Cutler , Ziad Obermeyer

Conformal prediction is a popular method to construct prediction intervals with marginal coverage guarantees from black-box machine learning models. In applications with potentially high-impact events, such as flooding or financial crises,…

Methodology · Statistics 2026-04-02 Olivier C. Pasche , Henry Lam , Sebastian Engelke

Existing datasets available to address crucial problems, such as child mortality and family planning discontinuation in developing countries, are not ample for data-driven approaches. This is partly due to disjoint data collection efforts…

Machine Learning · Computer Science 2020-12-01 Girmaw Abebe Tadesse , Celia Cintas , Skyler Speakman , Komminist Weldemariam

The impact of machine learning models on healthcare will depend on the degree of trust that healthcare professionals place in the predictions made by these models. In this paper, we present a method to provide people with clinical expertise…

Machine Learning · Computer Science 2021-03-05 Aniruddh Raghu , John Guttag , Katherine Young , Eugene Pomerantsev , Adrian V. Dalca , Collin M. Stultz

Several approaches have been developed for forecasting mortality using the stochastic model. In particular, the Lee-Carter model has become widely used and there have been various extensions and modifications proposed to attain a broader…

Applications · Statistics 2011-08-04 Valeria D'Amato , Gabriella Piscopo , Maria Russolillo

Objectives: The aim of this paper is to contrast the retrospective and prospective use of experts beliefs in choosing between survival models in economic evaluations. Methods: The use of experts retrospective (posterior) beliefs is…

Methodology · Statistics 2021-09-15 J. W. Stevens , M. Orr

A prediction interval covers a future observation from a random process in repeated sampling, and is typically constructed by identifying a pivotal quantity that is also an ancillary statistic. Analogously, a tolerance interval covers a…

Methodology · Statistics 2022-01-19 Geoffrey S Johnson

In this paper, we develop an exact method for the determination of the minimum sample size for estimating the proportion of a finite population with prescribed margin of error and confidence level. By characterizing the behavior of the…

Statistics Theory · Mathematics 2007-08-03 Xinjia Chen

We use a decision-theoretic framework to study the problem of forecasting discrete outcomes when the forecaster is unable to discriminate among a set of plausible forecast distributions because of partial identification or concerns about…

Econometrics · Economics 2020-12-18 Timothy Christensen , Hyungsik Roger Moon , Frank Schorfheide

Population protocols are a relatively novel computational model in which very resource-limited anonymous agents interact in pairs with the goal of computing predicates. We consider the probabilistic version of this model, which naturally…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-09-20 Vladyslav Melnychuk

A reliable representation of uncertainty is essential for the application of modern machine learning methods in safety-critical settings. In this regard, the use of credal sets (i.e., convex sets of probability distributions) has recently…

Machine Learning · Computer Science 2026-03-10 Paul Hofman , Timo Löhr , Maximilian Muschalik , Yusuf Sale , Eyke Hüllermeier

Mixture models are often used to identify meaningful subpopulations (i.e., clusters) in observed data such that the subpopulations have a real-world interpretation (e.g., as cell types). However, when used for subpopulation discovery,…

Methodology · Statistics 2024-03-04 Jiawei Li , Jonathan H. Huggins