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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…
Standardness is a popular assumption in the literature on set estimation. It also appears in statistical approaches to topological data analysis, where it is common to assume that the data were sampled from a probability measure that…
Harmonic Balance is one of the most popular methods for computing periodic solutions of nonlinear dynamical systems. In this work, we address two of its major shortcomings: First, we investigate to what extent the computational burden of…
The setting of a right-censored random sample subject to contamination is considered. In various fields, expert information is often available and used to overcome the contamination. This paper integrates expert knowledge into the…
We present a new estimator of the restricted mean survival time in randomized trials where there is right censoring that may depend on treatment and baseline variables. The proposed estimator leverages prognostic baseline variables to…
We propose a counterfactual Kaplan-Meier estimator that incorporates exogenous covariates and unobserved heterogeneity of unrestricted dimensionality in duration models with random censoring. Under some regularity conditions, we establish…
The hazard ratio from the Cox proportional hazards model is a ubiquitous summary of treatment effect. However, when hazards are non-proportional, the hazard ratio can lose a stable causal interpretation and become study-dependent because it…
Many statistical settings call for estimating a population parameter, most typically the population mean, based on a sample of matrices. The most natural estimate of the population mean is the arithmetic mean, but there are many other…
The limitations resulting from the dichtomisation of continuous outcomes have been extensively described. But the need to present results based on binary outcomes in particular in health science remains. Alternatives based on the…
Harrel's concordance index is a commonly used discrimination metric for survival models, particularly for models where the relative ordering of the risk of individuals is time-independent, such as the proportional hazards model. There are…
We develop a non-standard analysis framework for coherent risk measures and their finite-sample analogues, coherent risk estimators, building on recent work of Aichele, Cialenco, Jelito, and Pitera. Coherent risk measures on $L^\infty$ are…
We resurrect the infamous harmonic mean estimator for computing the marginal likelihood (Bayesian evidence) and solve its problematic large variance. The marginal likelihood is a key component of Bayesian model selection to evaluate model…
Recently discovered identities in statistical mechanics have enabled the calculation of equilibrium ensemble averages from realizations of driven nonequilibrium processes, including single-molecule pulling experiments and analogous computer…
The average hazard (AH), recently introduced by Uno and Horiguchi, represents a novel summary metric of event time distributions, conceptualized as the general censoring-free average person-time incidence rate on a given time window,…
We address the problem of estimating the expected shortfall risk of a financial loss using a finite number of i.i.d. data. It is well known that the classical plug-in estimator suffers from poor statistical performance when faced with…
We study the conditional expert Kaplan-Meier estimator, an extension of the classical Kaplan--Meier estimator designed for time-to-event data subject to both right-censoring and contamination. Such contamination, where observed events may…
In this paper, a unified mathematical expression for the constraints leading to the equilibrium distributions of both extensive and non-extensive systems is presented. Based on this expression, a recommendation is made to replace Tsallis'…
We consider the classic supervised learning problem, where a continuous non-negative random label $Y$ (i.e. a random duration) is to be predicted based upon observing a random vector $X$ valued in $\mathbb{R}^d$ with $d\geq 1$ by means of a…
In this note, we provide and prove exact formulas for the mean and the trace of the covariance matrix of harmonic measure, regarded as a parametric probability distribution.
This paper focuses on the problem of the estimation of the cumulative hazard function of a distribution on a general complete separable metric space when the data points are subject to censoring by an arbitrary adapted random set. A problem…