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We propose autoregressive Bayesian semi-parametric models for waiting times between recurrent events. The aim is two-fold: inference on the effect of possibly time-varying covariates on the gap times and clustering of individuals based on…

Applications · Statistics 2016-07-28 Marta Tallarita , Maria De Iorio , Alessandra Guglielmi , James Malone-Lee

Accurately estimating treatment effects over time is crucial in fields such as precision medicine, epidemiology, economics, and marketing. Many current methods for estimating treatment effects over time assume that all confounders are…

Machine Learning · Statistics 2025-11-11 Mouad El Bouchattaoui , Myriam Tami , Benoit Lepetit , Paul-Henry Cournède

Joinpoint regression is used to determine the number of segments needed to adequately explain the relationship between two variables. This methodology can be widely applied to real problems, but we focus on epidemiological data, the main…

Applications · Statistics 2011-12-08 Miguel A. Martinez-Beneito , Gonzalo García-Donato , Diego Salmerón

We consider the problem of learning structures and parameters of Continuous-time Bayesian Networks (CTBNs) from time-course data under minimal experimental resources. In practice, the cost of generating experimental data poses a bottleneck,…

Machine Learning · Statistics 2022-01-12 Dominik Linzner , Heinz Koeppl

Parameter ensembles or sets of random effects constitute one of the cornerstones of modern statistical practice. This is especially the case in Bayesian hierarchical models, where several decision theoretic frameworks can be deployed. The…

Statistics Theory · Mathematics 2015-03-19 Cedric E. Ginestet

Unknown constraints arise in many types of expensive black-box optimization problems. Several methods have been proposed recently for performing Bayesian optimization with constraints, based on the expected improvement (EI) heuristic.…

Estimating counterfactual outcomes over time has the potential to unlock personalized healthcare by assisting decision-makers to answer ''what-iF'' questions. Existing causal inference approaches typically consider regular, discrete-time…

Machine Learning · Computer Science 2022-06-17 Nabeel Seedat , Fergus Imrie , Alexis Bellot , Zhaozhi Qian , Mihaela van der Schaar

In this work, we study the estimation of treatment duration effects in observational survival data, where treatment and covariate histories evolve over time and longer observed durations are only attainable among individuals who remain…

Assessing the pre-operative risk of lymph node metastases in endometrial cancer patients is a complex and challenging task. In principle, machine learning and deep learning models are flexible and expressive enough to capture the dynamics…

Artificial Intelligence · Computer Science 2023-05-18 Alessio Zanga , Alice Bernasconi , Peter J. F. Lucas , Hanny Pijnenborg , Casper Reijnen , Marco Scutari , Fabio Stella

We use a Stochastic Hybrid Automaton (SHA) model of prostate cancer evolution under intermittent androgen suppression (IAS) to study a threshold-based policy for therapy design. IAS is currently one of the most widely used treatments for…

Optimization and Control · Mathematics 2015-04-30 Julia L. Fleck , Christos G. Cassandras

Clinical trials often collect data on multiple outcomes, such as overall survival (OS), progression-free survival (PFS), and response to treatment (RT). In most cases, however, study designs only use primary outcome data for interim and…

Applications · Statistics 2026-04-28 Massimiliano Russo , Steffen Ventz , Lorenzo Trippa

We develop new econometric methods for estimation and inference in high-dimensional panel data models with interactive fixed effects. Our approach can be regarded as a non-trivial extension of the very popular common correlated effects…

Econometrics · Economics 2025-08-11 Maximilian Ruecker , Michael Vogt , Oliver Linton , Christopher Walsh

Modern medical research demands specialized causal inference methods evaluating complex continuous-time dynamic treatment regimens using observational data. For instance, obtaining the causal effects of intravenous administration, a…

Methodology · Statistics 2026-04-02 Haiyan Zhu , Yingchun Zhou

The Bayesian approach has proved to be a coherent approach to handle ill posed Inverse problems. However, the Bayesian calculations need either an optimization or an integral calculation. The maximum a posteriori (MAP) estimation requires…

Data Analysis, Statistics and Probability · Physics 2007-05-23 A. Mohammad-Djafari

Solving large-scale capacity expansion problems (CEPs) is central to cost-effective decarbonization of regional-scale energy systems. To ensure the intended outcomes of CEPs, modeling uncertainty due to weather-dependent variable renewable…

Systems and Control · Electrical Eng. & Systems 2024-07-18 Aron Brenner , Rahman Khorramfar , Dharik Mallapragada , Saurabh Amin

Integrative analyses based on statistically relevant associations between genomics and a wealth of intermediary phenotypes (such as imaging) provide vital insights into their clinical relevance in terms of the disease mechanisms. Estimates…

Applications · Statistics 2022-08-16 Snigdha Panigrahi , Shariq Mohammed , Arvind Rao , Veerabhadran Baladandayuthapani

This paper develops a nonparametric model that represents how sequences of outcomes and treatment choices influence one another in a dynamic manner. In this setting, we are interested in identifying the average outcome for individuals in…

Econometrics · Economics 2019-01-16 Sukjin Han

Experiments are the gold standard for causal inference. In many applications, experimental units can often be recruited or chosen sequentially, and the adaptive execution of such experiments may offer greatly improved inference of causal…

Methodology · Statistics 2023-06-14 Difan Song , Simon Mak , C. F. Jeff Wu

Many real-life decision-making situations allow further relevant information to be acquired at a specific cost, for example, in assessing the health status of a patient we may decide to take additional measurements such as diagnostic tests…

Treatment effect estimation in continuous time is crucial for personalized medicine. However, existing methods for this task are limited to point estimates of the potential outcomes, whereas uncertainty estimates have been ignored. Needless…

Machine Learning · Computer Science 2024-04-04 Konstantin Hess , Valentyn Melnychuk , Dennis Frauen , Stefan Feuerriegel
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