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Bayesian model comparison (BMC) offers a principled probabilistic approach to study and rank competing models. In standard BMC, we construct a discrete probability distribution over the set of possible models, conditional on the observed…

Machine Learning · Statistics 2023-02-22 Marvin Schmitt , Stefan T. Radev , Paul-Christian Bürkner

New methods and theory have recently been developed to nonparametrically estimate cumulative incidence functions for competing risks survival data subject to current status censoring. In particular, the limiting distribution of the…

Methodology · Statistics 2012-01-12 Marloes H. Maathuis , Michael G. Hudgens

Interval-censored competing risks data arise when each study subject may experience an event or failure from one of several causes and the failure time is not observed exactly but rather known to lie in an interval between two successive…

Methodology · Statistics 2016-03-02 Lu Mao , D. Y. Lin , Donglin Zeng

Comparing survival experiences of different groups of data is an important issue in several applied problems. A typical example is where one wishes to investigate treatment effects. Here we propose a new Bayesian approach based on…

Methodology · Statistics 2024-07-17 Alan Riva-Palacio , Fabrizio Leisen , Antonio Lijoi

We develop quantile regression models in order to derive risk margin and to evaluate capital in non-life insurance applications. By utilizing the entire range of conditional quantile functions, especially higher quantile levels, we detail…

Risk Management · Quantitative Finance 2014-02-12 Alice X. D. Dong , Jennifer S. K. Chan , Gareth W. Peters

We introduce NeuralSurv, the first deep survival model to incorporate Bayesian uncertainty quantification. Our non-parametric, architecture-agnostic framework captures time-varying covariate-risk relationships in continuous time via a novel…

Machine Learning · Computer Science 2025-12-17 Mélodie Monod , Alessandro Micheli , Samir Bhatt

Variable selection and classification are common objectives in the analysis of high-dimensional data. Most such methods make distributional assumptions that may not be compatible with the diverse families of distributions data can take. A…

Methodology · Statistics 2019-08-28 Weichang Yu , Lamiae Azizi , John T. Ormerod

A typical situation in competing risks analysis is that the researcher is only interested in a subset of risks. This paper considers a depending competing risks model with the distribution of one risk being a parametric or semi-parametric…

Methodology · Statistics 2022-05-13 Simon M. S. Lo , Ralf A. Wilke

When data are right-censored, i.e. some outcomes are missing due to a limited period of observation, survival analysis can compute the "time to event". Multiple classes of outcomes lead to a classification variant: predicting the most…

Artificial Intelligence · Computer Science 2024-06-21 Julie Alberge , Vincent Maladière , Olivier Grisel , Judith Abécassis , Gaël Varoquaux

There is currently a renewed interest in the Bayesian predictive approach to statistics. This paper offers a review on foundational concepts and focuses on predictive modeling, which by directly reasoning on prediction, bypasses inferential…

Statistics Theory · Mathematics 2024-11-22 Sandra Fortini , Sonia Petrone

This paper addresses Bayesian inference related to partial differential equations (PDEs), particularly nonparametric regression constrained by PDEs. To effectively encode prior information, we propose a novel framework that learns a…

Statistics Theory · Mathematics 2026-02-09 Junxiong Jia , Deyu Meng , Zongben Xu , Fang Yao

We develop a Bayesian nonparametric (BNP) approach to evaluate the causal effect of treatment in a randomized trial where a nonterminal event may be censored by a terminal event, but not vice versa (i.e., semi-competing risks). Based on the…

Methodology · Statistics 2019-07-23 Yanxun Xu , Daniel Scharfstein , Peter Müller , Michael Daniels

Mortality is different across countries, states and regions. Several empirical research works however reveal that mortality trends exhibit a common pattern and show similar structures across populations. The key element in analyzing…

Applications · Statistics 2020-09-10 Lei Fang , Wolfgang K. Härdle , Juhyun Park

We present a survey of some of our recent results on Bayesian nonparametric inference for a multitude of stochastic processes. The common feature is that the prior distribution in the cases considered is on suitable sets of piecewise…

Statistics Theory · Mathematics 2024-06-04 Denis Belomestny , Frank van der Meulen , Peter Spreij

Time-to-event modelling, known as survival analysis, differs from standard regression as it addresses censoring in patients who do not experience the event of interest. Despite competitive performances in tackling this problem, machine…

Machine Learning · Computer Science 2023-05-12 Vincent Jeanselme , Chang Ho Yoon , Brian Tom , Jessica Barrett

We apply Gaussian process (GP) regression, which provides a powerful non-parametric probabilistic method of relating inputs to outputs, to survival data consisting of time-to-event and covariate measurements. In this context, the covariates…

Statistics Theory · Mathematics 2014-09-08 James E. Barrett , Anthony C. C. Coolen

There is increasing interest in flexible parametric models for the analysis of time-to-event data, yet Bayesian approaches that offer incorporation of prior knowledge remain underused. A flexible Bayesian parametric model has recently been…

Joint modeling of longitudinal and survival data has become increasingly important in medical research, particularly for understanding disease progression in chronic conditions where both repeated biomarker measurements and time-to-event…

Methodology · Statistics 2025-12-30 Nithisha Suryadevara , Vivek Reddy Srigiri

Prognostication for lung cancer, a leading cause of mortality, remains a complex task, as it needs to quantify the associations of risk factors and health events spanning a patient's entire life. One challenge is that an individual's…

Machine Learning · Statistics 2025-08-28 Stephen Salerno , Yi Li

This article tackles the old problem of prediction via a nonparametric transformation model (NTM) in a new Bayesian way. Estimation of NTMs is known challenging due to model unidentifiability though appealing because of its robust…

Methodology · Statistics 2023-02-08 Chong Zhong , Jin Yang , Junshan Shen , Catherine Liu , Zhaohai Li