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Transformer, originally devised for natural language processing, has also attested significant success in computer vision. Thanks to its super expressive power, researchers are investigating ways to deploy transformers to reinforcement…

Machine Learning · Computer Science 2023-01-24 Shengchao Hu , Li Shen , Ya Zhang , Yixin Chen , Dacheng Tao

Mixtures of linear mixed models are widely used for modelling longitudinal data for which observation times differ between subjects. In typical applications, temporal trends are described using a basis expansion, with basis coefficients…

Methodology · Statistics 2025-11-25 Lucas Kock , Nadja Klein , David J. Nott

We are interested in survival analysis of hemodialysis patients for whom several biomarkers are recorded over time. Motivated by this challenging problem, we propose a general framework for multivariate joint longitudinal-survival modeling…

The real world naturally has dimensions of time and space. Therefore, estimating the counterfactual outcomes with spatial-temporal attributes is a crucial problem. However, previous methods are based on classical statistical models, which…

Methodology · Statistics 2025-06-27 He Li , Haoang Chi , Mingyu Liu , Wanrong Huang , Liyang Xu , Wenjing Yang

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…

Methodology · Statistics 2020-02-07 Pål Christie Ryalen , Mats Julius Stensrud , Kjetil Røysland

The emergence of deep learning has yielded noteworthy advancements in time series forecasting (TSF). Transformer architectures, in particular, have witnessed broad utilization and adoption in TSF tasks. Transformers have proven to be the…

Machine Learning · Computer Science 2023-11-01 Liyilei Su , Xumin Zuo , Rui Li , Xin Wang , Heng Zhao , Bingding Huang

A central focus in survival analysis is examining how covariates influence survival time. These covariate effects are often found to be either time-varying, heterogeneous - such as being specific to patients, treatments, or subgroups - or…

Methodology · Statistics 2025-01-24 Niklas Hagemann , Thomas Kneib , Kathrin Möllenhoff

Survival analysis deals with modeling the time until an event occurs, and accurate probability estimates are crucial for decision-making, particularly in the competing-risks setting where multiple events are possible. While recent work has…

Methodology · Statistics 2026-02-03 Julie Alberge , Tristan Haugomat , Gaël Varoquaux , Judith Abécassis

Spatiotemporal time series nowcasting should preserve temporal and spatial dynamics in the sense that generated new sequences from models respect the covariance relationship from history. Conventional feature extractors are built with deep…

Machine Learning · Computer Science 2022-01-19 Bo Feng , Geoffrey Fox

Survival analysis plays a crucial role in many healthcare decisions, where the risk prediction for the events of interest can support an informative outlook for a patient's medical journey. Given the existence of data censoring, an…

Machine Learning · Computer Science 2023-09-29 Mohsen Nayebi Kerdabadi , Arya Hadizadeh Moghaddam , Bin Liu , Mei Liu , Zijun Yao

Derivatives, as a critical class of financial instruments, isolate and trade the price attributes of risk assets such as stocks, commodities, and indices, aiding risk management and enhancing market efficiency. However, traditional hedging…

Computational Finance · Quantitative Finance 2025-03-07 Yiheng Ding , Gangnan Yuan , Dewei Zuo , Ting Gao

When a source-trained model $Q$ is replaced by a model $\tilde{Q}$ trained on shifted data, its performance on the source domain can change unpredictably. To address this, we study the two-model risk change, $\Delta R := R_P(\tilde{Q}) -…

Machine Learning · Computer Science 2026-02-12 Hosein Anjidani , S. Yahya S. R. Tehrani , Mohammad Mahdi Mojahedian , Mohammad Hossein Yassaee

Time series data, characterized by its intrinsic long and short-range dependencies, poses a unique challenge across analytical applications. While Transformer-based models excel at capturing long-range dependencies, they face limitations in…

Machine Learning · Computer Science 2024-05-07 Emadeldeen Eldele , Mohamed Ragab , Zhenghua Chen , Min Wu , Xiaoli Li

Multivariate time series (MTS) analysis prevails in real-world applications such as finance, climate science and healthcare. The various self-attention mechanisms, the backbone of the state-of-the-art Transformer-based models, efficiently…

Machine Learning · Computer Science 2023-11-21 Quang Minh Nguyen , Lam M. Nguyen , Subhro Das

Survival analysis is essential for studying time-to-event outcomes and providing a dynamic understanding of the probability of an event occurring over time. Various survival analysis techniques, from traditional statistical models to…

Machine Learning · Computer Science 2024-03-13 Ziwen Wang , Jin Wee Lee , Tanujit Chakraborty , Yilin Ning , Mingxuan Liu , Feng Xie , Marcus Eng Hock Ong , Nan Liu

Time-to-event analysis, also known as survival analysis, aims to predict the time of occurrence of an event, given a set of features. One of the major challenges in this area is dealing with censored data, which can make learning algorithms…

Machine Learning · Computer Science 2023-07-25 Hyunjun Lee , Junhyun Lee , Taehwa Choi , Jaewoo Kang , Sangbum Choi

The objective is to model longitudinal and survival data jointly taking into account the dependence between the two responses in a real HIV/AIDS dataset using a shared parameter approach inside a Bayesian framework. We propose a linear…

Applications · Statistics 2016-05-02 Rui Martins

The interpretation of the results of survival analysis often benefits from latent factor representations of baseline covariates. However, existing methods, such as Nonnegative Matrix Factorization (NMF), do not incorporate survival…

Machine Learning · Computer Science 2025-08-26 Paul Fogel , Christophe Geissler , George Luta

Road traffic accidents represent a leading cause of mortality globally, with incidence rates rising due to increasing population, urbanization, and motorization. Rising accident rates raise concerns about traffic surveillance effectiveness.…

Computer Vision and Pattern Recognition · Computer Science 2025-12-15 Tanu Singh , Pranamesh Chakraborty , Long T. Truong

This paper considers a time-varying vector error-correction model that allows for different time series behaviours (e.g., unit-root and locally stationary processes) to interact with each other to co-exist. From practical perspectives, this…

Econometrics · Economics 2023-05-30 Jiti Gao , Bin Peng , Yayi Yan