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Time series forecasting is often fundamental to scientific and engineering problems and enables decision making. With ever increasing data set sizes, a trivial solution to scale up predictions is to assume independence between interacting…

Machine Learning · Computer Science 2021-01-18 Kashif Rasul , Abdul-Saboor Sheikh , Ingmar Schuster , Urs Bergmann , Roland Vollgraf

In matched observational studies with continuous treatments, individuals with different treatment doses but the same or similar covariate values are paired for causal inference. While inexact covariate matching (i.e., covariate imbalance…

Methodology · Statistics 2025-02-13 Anthony Frazier , Siyu Heng , Wen Zhou

We demonstrate how the uncertainty of parameter point estimates can be assessed in a maximum likelihood framework in order to prevent overfitting and erroneous detection of time-inhomogeneity. The class of models we consider are regular…

Computation · Statistics 2012-05-23 Jakob Stöber , Ulf Schepsmeier

Existing causal methods for time-varying exposure and time-varying confounding focus on estimating the average causal effect of a time-varying binary treatment on an end-of-study outcome, offering limited tools for characterizing marginal…

Methodology · Statistics 2026-01-21 Yu Luo , Kuan Liu , Ramandeep Singh , Daniel J. Graham

Inferring nonlinear and asymmetric causal relationships between multivariate longitudinal data is a challenging task with wide-ranging application areas including clinical medicine, mathematical biology, economics and environmental…

Methodology · Statistics 2021-08-25 Tom Edinburgh , Stephen J. Eglen , Ari Ercole

Bidirectional causal relationships arising from mutual interactions between variables are commonly observed within biomedical, econometrical, and social science contexts. When such relationships are further complicated by unobserved…

Methodology · Statistics 2026-01-27 Yafang Deng , Kang Shuai , Shanshan Luo

Longitudinal processes often unfold concurrently where the growth of two or more longitudinal outcomes are associated. Additionally, if the study under investigation is long, the growth curves may exhibit nonconstant change with respect to…

Methodology · Statistics 2022-08-23 Jin Liu , Robert A. Perera

Survival regression is widely used to model time-to-events data, to explore how covariates may influence the occurrence of events. Modern datasets often encompass a vast number of covariates across many subjects, with only a subset of the…

Methodology · Statistics 2024-09-18 Abhishek Mandal , Abhisek Chakraborty

We propose a flexible Bayesian approach for estimating the joint density of a multivariate outcome of interest in the presence of categorical covariates. Leveraging a Gaussian copula framework, our method effectively captures the dependence…

Methodology · Statistics 2026-04-10 Giovanni Toto , Peter Müller , Abhra Sarkar

While logistic regression models are easily accessible to researchers, when applied to network data there are unrealistic assumptions made about the dependence structure of the data. For temporal networks measured in discrete time, recent…

Methodology · Statistics 2020-05-20 Daniel K. Sewell

In this paper, we study difference-in-differences identification and estimation strategies when the parallel trends assumption holds after conditioning on covariates. We consider empirically relevant settings where the covariates can be…

Econometrics · Economics 2024-09-11 Carolina Caetano , Brantly Callaway

Observational cohort data is an important source of information for understanding the causal effects of treatments on survival and the degree to which these effects are mediated through changes in disease-related risk factors. However,…

Methodology · Statistics 2026-05-20 Saurabh Bhandari , Michael J. Daniels , Juned Siddique

Recent results in coupled or temporal graphical models offer schemes for estimating the relationship structure between features when the data come from related (but distinct) longitudinal sources. A novel application of these ideas is for…

Machine Learning · Statistics 2017-11-22 Ronak Mehta , Hyunwoo J. Kim , Shulei Wang , Sterling C. Johnson , Ming Yuan , Vikas Singh

We adopt the concept of the correlation matrix to study correlations among sequences of time-extended events occuring repeatedly at consecutive time-intervals. As an application we analyse the magnetoencephalography recordings obtained from…

Statistical Mechanics · Physics 2009-10-31 J. Kwapien , S. Drozdz , A. A. Ioannides

Many real-world processes are trajectories that may be regarded as continuous-time "functional data". Examples include patients' biomarker concentrations, environmental pollutant levels, and prices of stocks. Corresponding advances in data…

Statistics Theory · Mathematics 2022-11-30 Jinghao Sun , Forrest W. Crawford

In studies based on electronic health records (EHR), the frequency of covariate monitoring can vary by covariate type, across patients, and over time. This can lead to major challenges: first, the difference in monitoring protocols may…

Mediation analysis aims to decipher the underlying causal mechanisms between an exposure, an outcome, and intermediate variables called mediators. Initially developed for fixed-time mediator and outcome, it has been extended to the…

Methodology · Statistics 2025-01-15 K. Le Bourdonnec , L. Valeri , C. Proust-Lima

This paper studies the estimation and inference of treatment effects in panel data settings when treatments change dynamically over time. We propose a balancing method that allows for (i) treatments to be assigned dynamically over time…

Econometrics · Economics 2026-02-24 Davide Viviano , Jelena Bradic

We carry out ANOVA comparisons of multiple treatments for longitudinal studies with missing values. The treatment effects are modeled semiparametrically via a partially linear regression which is flexible in quantifying the time effects of…

Statistics Theory · Mathematics 2012-11-14 Song Xi Chen , Ping-Shou Zhong

In several countries, including Italy, a prominent approach to population health surveillance involves conducting repeated cross-sectional surveys at short intervals of time. These surveys gather information on the health status of…

Applications · Statistics 2025-04-10 Mattia Stival , Lorenzo Schiavon , Stefano Campostrini