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In this paper we study covariance estimation with missing data. We consider missing data mechanisms that can be independent of the data, or have a time varying dependency. Additionally, observed variables may have arbitrary (non uniform)…

Statistics Theory · Mathematics 2021-06-17 Eduardo Pavez , Antonio Ortega

The assumption that no subject's exposure affects another subject's outcome, known as the no-interference assumption, has long held a foundational position in the study of causal inference. However, this assumption may be violated in many…

Methodology · Statistics 2018-11-27 Caleb H. Miles , Maya Petersen , Mark J. van der Laan

We present new estimators for the statistical analysis of the dependence of the mean gap time length between consecutive recurrent events, on a set of explanatory random variables and in the presence of right censoring. The dependence is…

Applications · Statistics 2021-09-10 Ioana Schiopu-Kratina , Hai Yan Liu , Mayer Alvo , Pierre-Jerome Bergeron

While right-censored time-to-event outcomes have been studied for decades, handling time-to-event covariates, also known as right-censored covariates, is now of growing interest. So far, the literature has treated right-censored covariates…

Methodology · Statistics 2024-09-10 Jesus E. Vazquez , Marissa C. Ashner , Yanyuan Ma , Karen Marder , Tanya P. Garcia

We consider causal inference in dynamic settings where treatment is assigned by thresholding a state variable that can change over time. There is a large literature on regression-discontinuity methods building on the fact that, in the…

Methodology · Statistics 2026-05-25 Aditya Ghosh , Stefan Wager

The analysis left truncated and right censored data is very common in survival and reliability analysis. In lifetime studies patients often subject to left truncation in addition to right censoring. For example, in bone marrow transplant…

Methodology · Statistics 2021-11-16 Sudheesh , K. K. , Anjana , S. , Xie , M

In many practical applications, evaluating the joint impact of combinations of environmental variables is important for risk management and structural design analysis. When such variables are considered simultaneously, non-stationarity can…

Applications · Statistics 2024-04-23 C. J. R. Murphy-Barltrop , J. L. Wadsworth

Time-to-event endpoints are central to evaluate treatment efficacy across many disease areas. Many trial protocols include interim analyses within group-sequential designs that control type I error via spending functions or boundary…

Methodology · Statistics 2026-01-19 Edoardo Ratti , Federico L. Perlino , Stefania Galimberti , Maria G. Valsecchi

We propose and study a fully efficient method to estimate associations of an exposure with disease incidence when both, incident cases and prevalent cases, i.e. individuals who were diagnosed with the disease at some prior time point and…

Methodology · Statistics 2018-03-20 Marlena Maziarz , Yukun Liu , Jing Qin , Ruth Pfeiffer

Frailty models are often the model of choice for heterogeneous survival data. A frailty model contains both random effects and fixed effects, with the random effects accommodating for the correlation in the data. Different estimation…

Methodology · Statistics 2019-09-17 Oodally Ajmal , Luc Duchateau , Estelle Kuhn

The integration of longitudinal measurements and survival time in statistical modeling offers a powerful framework for capturing the interplay between these two essential outcomes, particularly when they exhibit associations. However, in…

Methodology · Statistics 2025-02-11 Taban Baghfalaki , Mojtaba Ganjali , Rui Martins

In this work we present a simple estimation procedure for a general frailty model for analysis of prospective correlated failure times. Earlier work showed this method to perform well in a simulation study. Here we provide rigorous…

Statistics Theory · Mathematics 2007-06-13 David M. Zucker , Malka Gorfine , Li Hsu

Study of time series data often involves measuring the strength of temporal dependence, on which statistical properties like consistency and central limit theorem are built. Historically, various dependence measures have been proposed. In…

Statistics Theory · Mathematics 2019-07-16 Fang Han , Weibiao Wu

Detecting conditional independencies plays a key role in several statistical and machine learning tasks, especially in causal discovery algorithms. In this study, we introduce LCIT (Latent representation based Conditional Independence…

Machine Learning · Computer Science 2022-09-07 Bao Duong , Thin Nguyen

Estimating the causal effect of time-varying treatments on survival outcomes is a challenging task in many domains, particularly in medicine where treatment protocols adapt over time. While recent advances in representation learning have…

Machine Learning · Statistics 2025-05-06 Ayoub Abraich

In this work, we are interested in studying the causal effect of an endogenous binary treatment on a dependently censored duration outcome. By dependent censoring, it is meant that the duration time ($T$) and right censoring time ($C$) are…

Econometrics · Economics 2025-04-04 Gilles Crommen , Jad Beyhum , Ingrid Van Keilegom

Assessing the fairness of a decision making system with respect to a protected class, such as gender or race, is challenging when class membership labels are unavailable. Probabilistic models for predicting the protected class based on…

Applications · Statistics 2018-11-28 Jiahao Chen , Nathan Kallus , Xiaojie Mao , Geoffry Svacha , Madeleine Udell

Measuring dependence between two events, or equivalently between two binary random variables, amounts to expressing the dependence structure inherent in a $2\times 2$ contingency table in a real number between $-1$ and $1$. Countless such…

Methodology · Statistics 2025-11-13 Marc-Oliver Pohle , Timo Dimitriadis , Jan-Lukas Wermuth

We propose a novel estimation approach for a general class of semi-parametric time series models where the conditional expectation is modeled through a parametric function. The proposed class of estimators is based on a Gaussian…

Methodology · Statistics 2025-07-21 Mirko Armillotta , Paolo Gorgi

In epidemiology, identifying the effect of exposure variables in relation to a time-to-event outcome is a classical research area of practical importance. Incorporating propensity score in the Cox regression model, as a measure to control…

Methodology · Statistics 2019-06-11 Yingrui Yang , Molin Wang