Related papers: Consistent estimation in subcritical birth-and-dea…
We consider maximum likelihood estimation for both causal and noncausal autoregressive time series processes with non-Gaussian $\alpha$-stable noise. A nondegenerate limiting distribution is given for maximum likelihood estimators of the…
This article provides a critical review of the main methods used to produce conservative estimators of probabilities of rare events, or critical failures, for reliability and certification studies in the broadest sense. These probabilities…
Application of discrete-time survival methods for continuous-time survival prediction is considered. For this purpose, a scheme for discretization of continuous-time data is proposed by considering the quantiles of the estimated event-time…
Conventional survival analysis approaches estimate risk scores or individualized time-to-event distributions conditioned on covariates. In practice, there is often great population-level phenotypic heterogeneity, resulting from (unknown)…
We study statistical inference of the drift parameters for the Volterra Ornstein-Uhlenbeck process on R in the ergodic regime. For continuous-time observations, we derive the corresponding maximum likelihood estimators and show that they…
Comparison data arises in many important contexts, e.g. shopping, web clicks, or sports competitions. Typically we are given a dataset of comparisons and wish to train a model to make predictions about the outcome of unseen comparisons. In…
Our purpose is to estimate the posterior distribution of the parameters of interest for controlled branching processes (CBPs) without prior knowledge of the maximum number of offspring that an individual can give birth to and without…
In this paper we review some results on time-homogeneous birth-death processes. Specifically, for truncated birth-death processes with two absorbing or two reflecting endpoints, we recall the necessary and sufficient conditions on the…
This paper develops a new approach to post-selection inference for screening high-dimensional predictors of survival outcomes. Post-selection inference for right-censored outcome data has been investigated in the literature, but much…
This paper is devoted to the long-term dynamics of solutions to the Gurtin-MacCamy population model with a bistable birth function. We consider a one-parameter monotone family of initial distributions for the population such that for small…
We consider nonsynchronous sampling of parameterized stochastic regression models, which contain stochastic differential equations. Constructing a quasi-likelihood function, we prove that the quasi-maximum likelihood estimator and the Bayes…
Change-point models are widely used by statisticians to model drastic changes in the pattern of observed data. Least squares/maximum likelihood based estimation of change-points leads to curious asymptotic phenomena. When the change-point…
The proportional hazards assumption in the commonly used Cox model for censored failure time data is often violated in scientific studies. Yang and Prentice (2005) proposed a novel semiparametric two-sample model that includes the…
Synthetic control (SC) methods have gained rapid popularity in economics recently, where they have been applied in the context of inferring the effects of treatments on standard continuous outcomes assuming linear input-output relations. In…
We study a class of multi-species birth-and-death processes going almost surely to extinction and admitting a unique quasi-stationary distribution (qsd for short). When rescaled by $K$ and in the limit $K\to+\infty$, the realizations of…
Semiconductors are widely used in various applications and critical infrastructures. These devices have specified lifetimes and quality targets that manufacturers must achieve. Lifetime estimation is conducted through accelerated stress…
Spatial birth-and-death processes with time dependent rates are obtained as solutions to certain stochastic equations. The existence, uniqueness, uniqueness in law and the strong Markov property of unique solutions are proven when the…
Survival analysis is the problem of estimating probability distributions for future event times, which can be seen as a problem in uncertainty quantification. Although there are fundamental theories on strictly proper scoring rules for…
This paper is a continuation of the study on the stability speed for Markov processes. It extends the previous study of the ergodic convergence speed to the non-ergodic one, in which the processes are even allowed to be explosive or having…
We study supercritical age-structured branching models starting from a single particle with a random lifetime, where the reproduction law depends on the remaining lifetime of the parent. The lifespan of an individual is decided at its birth…