Related papers: Information bounds for Cox regression models with …
We review with a tutorial scope the information theory foundations of quantum statistical physics. Only a small proportion of the variables that characterize a system at the microscopic scale can be controlled, for both practical and…
Thomas' partial likelihood estimator of regression parameters is widely used in the analysis of nested case-control data with Cox's model. This paper proposes a new estimator of the regression parameters, which is consistent and…
In this article, a copula-based method for mixed regression models is proposed, where the conditional distribution of the response variable, given covariates, is modelled by a parametric family of continuous or discrete distributions, and…
This article presents factor copula approaches to model temporal dependency of non-Gaussian (continuous/discrete) longitudinal data. Factor copula models are canonical vine copulas which explain the underlying dependence structure of a…
We consider a class of semiparametric regression models which are one-parameter extensions of the Cox [J. Roy. Statist. Soc. Ser. B 34 (1972) 187-220] model for right-censored univariate failure times. These models assume that the hazard…
Linear quantile regression models aim at providing a detailed and robust picture of the (conditional) response distribution as function of a set of observed covariates. Longitudinal data represent an interesting field of application of such…
In the context of the Cobb-Douglas productivity model we consider the $N \times N$ input-output linkage matrix $W$ for a network of $N$ firms $f_1, f_2, \cdots, f_N$. The associated influence vector $v_w$ of $W$ is defined in terms of the…
We develop a general framework for distribution-free predictive inference in regression, using conformal inference. The proposed methodology allows for the construction of a prediction band for the response variable using any estimator of…
When training predictive models on data with missing entries, the most widely used and versatile approach is a pipeline technique where we first impute missing entries and then compute predictions. In this paper, we view prediction with…
The Cox proportional hazards model is ubiquitous in the analysis of time-to-event data. However, when the data dimension p is comparable to the sample size $N$, maximum likelihood estimates for its regression parameters are known to be…
This paper presents a functional linear Cox regression model with frailty to tackle unobserved heterogeneity in survival data with functional covariates. While traditional Cox models are common, they struggle to incorporate frailty effects…
This work addresses the problem of missing data in time-series analysis focusing on (a) estimation of model parameters in the presence of missing data and (b) reconstruction of missing data. Standard approaches used to solve these problems…
Sparsity in a regression context makes the model itself an object of interest, pointing to a confidence set of models as the appropriate presentation of evidence. A difficulty in areas such as genomics, where the number of candidate…
We study the problem of online learning in contextual bandit problems where the loss function is assumed to belong to a known parametric function class. We propose a new analytic framework for this setting that bridges the Bayesian theory…
Linear regression on network-linked observations has been an essential tool in modeling the relationship between response and covariates with additional network structures. Previous methods either lack inference tools or rely on restrictive…
When data are missing due to at most one cause from some time to next time, we can make sampling distribution inferences about the parameter of the data by modeling the missing-data mechanism correctly. Proverbially, in case its mechanism…
High-dimensional time series appear in many scientific setups, demanding a nuanced approach to model and analyze the underlying dependence structure. Theoretical advancements so far often rely on stringent assumptions regarding the sparsity…
We consider a linear regression model with regression parameter beta =(beta_1, ..., beta_p) and independent and identically N(0, sigma^2)distributed errors. Suppose that the parameter of interest is theta = a^T beta where a is a specified…
Estimating the causal effects of an intervention from high-dimensional observational data is difficult due to the presence of confounding. The task is often complicated by the fact that we may have a systematic missingness in our data at…
We study identifiability of the parameters in autoregressions defined on a network. Most identification conditions that are available for these models either rely on the network being observed repeatedly, are only sufficient, or require…