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We introduce tree linear cascades, a class of linear structural equation models for which the error variables are uncorrelated but need not be Gaussian nor independent. We show that, in spite of this weak assumption, the tree structure of…

Methodology · Statistics 2022-02-16 Nicholas C. Landolfi , Sanjay Lall

Parametric factor copula models typically work well in modeling multivariate dependencies due to their flexibility and ability to capture complex dependency structures. However, accurately estimating the linking copulas within these models…

Methodology · Statistics 2025-10-22 Bahareh Ghanbari , Pavel Krupskiy , Laleh Tafakori , Yan Wang

Classical and more recent tests for detecting distributional changes in multivariate time series often lack power against alternatives that involve changes in the cross-sectional dependence structure. To be able to detect such changes…

Statistics Theory · Mathematics 2014-09-16 Axel Bücher , Ivan Kojadinovic , Tom Rohmer , Johan Segers

Hypothesis tests based on linear models are widely accepted by organizations that regulate clinical trials. These tests are derived using strong assumptions about the data-generating process so that the resulting inference can be based on…

Applications · Statistics 2018-09-13 Kellie Ottoboni , Fraser Lewis , Luigi Salmaso

We propose a novel resampling-based method to construct an asymptotically exact test for any subset of hypotheses on coefficients in high-dimensional linear regression. It can be embedded into any multiple testing procedure to make…

Methodology · Statistics 2022-05-26 Anna Vesely , Jelle J. Goeman , Livio Finos

Time-to-event semi-competing risk endpoints may be correlated when both events are occurring on the same individual. These events and the association between them may also be influenced by individual characteristics. In this paper, we…

Methodology · Statistics 2023-04-07 Yinghui Wei , Malgorzata Wojtys , Lexy Sorrell , Peter Rowe

Reliability inference based on parametric distributions is an important problem in electrical and mechanical engineering. Most existing methods rely on approximations or bootstrap procedures, which may not perform satisfactorily when data…

Methodology · Statistics 2026-04-15 Bowen Liu , Malwane M. A. Ananda , Sam Weerahandi

The paper explores a different variation of combined regression strategy to calculate the conditional survival function. We use regression based weak learners to create the proposed ensemble technique. The proposed combined regression…

Machine Learning · Computer Science 2023-09-12 Rahul Goswami , Arabin Kr. Dey

This paper addresses the problem of identifying and estimating the causal effect of a treatment in the presence of unmeasured confounding and various types of right-censoring. Examples of these censoring mechanisms are administrative…

Statistics Theory · Mathematics 2025-03-19 Ilias Willems , Sara Rutten , Gilles Crommen , Ingrid Van Keilegom

Decision trees are widely used for non-linear modeling, as they capture interactions between predictors while producing inherently interpretable models. Despite their popularity, performing inference on the non-linear fit remains largely…

Methodology · Statistics 2026-04-14 Soham Bakshi , Snigdha Panigrahi

Survival analysis is a statistical method employed to scrutinize the duration until a specific event of interest transpires, known as time-to-event information characterized by censorship. Recently, deep learning-based methods have…

Machine Learning · Statistics 2023-09-26 Xiaotong Sun , Peijie Qiu

We propose a procedure to build a decision tree which approximates the performance of complex machine learning models. This single approximation tree can be used to interpret and simplify the predicting pattern of random forests (RFs) and…

Methodology · Statistics 2016-10-31 Yichen Zhou , Giles Hooker

We study inference for censored survival data where some covariates are distorted by some unknown functions of an observable confounding variable in a multiplicative form. Example of this kind of data in medical studies is the common…

Methodology · Statistics 2020-06-03 Yanyan Liu , Yuanshan Wu , Jing Zhang , Haibo Zhou

We study graph estimation and density estimation in high dimensions, using a family of density estimators based on forest structured undirected graphical models. For density estimation, we do not assume the true distribution corresponds to…

Machine Learning · Statistics 2010-10-21 Han Liu , Min Xu , Haijie Gu , Anupam Gupta , John Lafferty , Larry Wasserman

Survival analysis is a statistical technique used to estimate the time until an event occurs. Although it is applied across a wide range of fields, adjusting for reporting delays under practical constraints remains a significant challenge…

Machine Learning · Statistics 2025-10-27 Yuta Shikuri , Hironori Fujisawa

An approach is proposed to determine structural shift in time-series assuming non-linear dependence of lagged values of dependent variable. Copulas are used to model non-linear dependence of time series components.

General Finance · Quantitative Finance 2016-09-19 Henry Penikas

Using German forest health monitoring data we investigate the main drivers leading to tree mortality and the association between defoliation and mortality; in particular (a) whether defoliation is a proxy for other covariates (climate,…

Dynamic regression trees are an attractive option for automatic regression and classification with complicated response surfaces in on-line application settings. We create a sequential tree model whose state changes in time with the…

Methodology · Statistics 2010-11-23 Matthew A. Taddy , Robert B. Gramacy , Nicholas G. Polson

We introduce a novel interpretable tree based algorithm for prediction in a regression setting. Our motivation is to estimate the unknown regression function from a functional decomposition perspective in which the functional components…

Machine Learning · Statistics 2023-08-04 Munir Hiabu , Enno Mammen , Joseph T. Meyer

Kernel-based multi-marker tests for survival outcomes use primarily the Cox model to adjust for covariates. The proportional hazards assumption made by the Cox model could be unrealistic, especially in the long-term follow-up. We develop a…

Methodology · Statistics 2024-01-19 Chenxi Li , Di Wu , Qing Lu
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