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Model averaging combines forecasts obtained from a range of models, and it often produces more accurate forecasts than a forecast from a single model. The crucial part of forecast accuracy improvement in using the model averaging lies in…

Applications · Statistics 2018-10-01 Han Lin Shang , Steven Haberman

This paper analyzes mortality cohort effect of birth year and develops an approach to identify and measure cohort effects in mortality data set. The approach is based on differential geometry and leads to an explicit result which can…

Applications · Statistics 2015-04-03 Ning Zhang , Liang Zhao

The majority of biomedical studies use limited datasets that may not generalize over large heterogeneous datasets that have been collected over several decades. The current paper develops and validates several multimodal models that can…

We consider a compositional data analysis approach to forecasting the age distribution of death counts. Using the age-specific period life-table death counts in Australia obtained from the Human Mortality Database, the compositional data…

Applications · Statistics 2020-09-22 Han Lin Shang , Steven Haberman

Each year there are nearly 57 million deaths around the world, with over 2.7 million in the United States. Timely, accurate and complete death reporting is critical in public health, as institutions and government agencies rely on death…

Machine Learning · Computer Science 2021-03-11 Yuanda Zhu , Ying Sha , Hang Wu , Mai Li , Ryan A. Hoffman , May D. Wang

A linear mixed-effects (LME) model is proposed for modelling and forecasting single and multi-population age-specific death rates (ASDRs). The innovative approach that we take in this study treats age, the interaction between gender and…

Applications · Statistics 2025-11-18 Reza Dastranj , Martin Kolar

Age-disaggregated health data is crucial for effective public health planning and monitoring. Monitoring under-five mortality, for example, requires highly detailed age data since the distribution of potential causes of death varies…

Applications · Statistics 2023-02-23 Shuxian Fan , Li Liu , Jamie Perin , Tyler H. McCormick

In recent years, improvements in all-cause mortality rates and life expectancies for males and females in England and Wales have slowed down. In this paper, cause-specific mortality data for England and Wales from 2001 to 2018 are used to…

Applications · Statistics 2022-10-25 Alexander M. T. L. Yiu , Torsten Kleinow , George Streftaris

In areas of application, including actuarial science and demography, it is increasingly common to consider a time series of curves; an example of this is age-specific mortality rates observed over a period of years. Given that age can be…

Applications · Statistics 2020-09-29 Han Lin Shang

This paper explores and develops alternative statistical representations and estimation approaches for dynamic mortality models. The framework we adopt is to reinterpret popular mortality models such as the Lee-Carter class of models in a…

Statistical Finance · Quantitative Finance 2020-08-04 Man Chung Fung , Gareth W. Peters , Pavel V. Shevchenko

Age-specific mortality rates are often disaggregated by different attributes, such as sex, state, ethnic group and socioeconomic status. In making social policies and pricing annuity at national and subnational levels, it is important not…

Applications · Statistics 2017-05-24 Han Lin Shang , Steven Haberman

Mortality rates are often disaggregated by different attributes, such as sex, state, education, religion or ethnicity. Forecasting mortality rates at the national and sub-national levels plays an important role in making social policies…

Applications · Statistics 2016-09-01 Han Lin Shang

The United Nations released official probabilistic population projections (PPP) for all countries for the first time in July 2014. These were obtained by projecting the period total fertility rate (TFR) and life expectancy at birth ($e_0$)…

Applications · Statistics 2016-08-08 Hana Ševčíková , Nan Li , Vladimíra Kantorová , Patrick Gerland , Adrian E. Raftery

Estimating the true mortality burden of COVID-19 for every country in the world is a difficult, but crucial, public health endeavor. Attributing deaths, direct or indirect, to COVID-19 is problematic. A more attainable target is the "excess…

In statistics, forecast uncertainty is often quantified using a specified statistical model, though such approaches may be vulnerable to model misspecification, selection bias, and limited finite-sample validity. While bootstrapping can…

Methodology · Statistics 2026-03-12 Han Lin Shang

Motivated by the current Coronavirus Disease (COVID-19) pandemic, which is due to the SARS-CoV-2 virus, and the important problem of forecasting daily deaths and cumulative deaths, this paper examines the construction of prediction regions…

Methodology · Statistics 2020-07-08 T. KIm , B. Lieberman , G. Luta , E. Pena

The significance of mortality modeling extends across multiple research areas, ranging from life insurance valuation to optimal lifetime decision-making. Existing approaches, such as mortality laws and factor-based models, often fall short…

Applications · Statistics 2024-10-23 Xiaobai Zhu , Kenneth Q. Zhou , Zijia Wang

Most topic models are constructed under the assumption that documents follow a multinomial distribution. The Poisson distribution is an alternative distribution to describe the probability of count data. For topic modelling, the Poisson…

Computation and Language · Computer Science 2020-04-27 Jocelyn Mazarura , Alta de Waal , Pieter de Villiers

We propose a general method to carry out a valid Bayesian analysis of a finite-dimensional `targeted' parameter in the presence of a finite-dimensional nuisance parameter. We apply our methods to causal inference based on estimating…

Methodology · Statistics 2026-02-03 Magid Sabbagh , David A. Stephens

Modelling and forecasting homogeneous age-specific mortality rates of multiple countries could lead to improvements in long-term forecasting. Data fed into joint models are often grouped according to nominal attributes, such as geographic…

Methodology · Statistics 2022-01-05 Chen Tang , Han Lin Shang , Yanrong Yang