相关论文: Sequential Analysis of Cox Model under Response De…
Microbial populations adapt to their environment by acquiring advantageous mutations, but in the early twentieth century, questions about how these organisms acquire mutations arose. The experiment of Salvador Luria and Max Delbr\"uck that…
We analyze here different types of fractional differential equations, under the assumption that their fractional order $\nu \in (0,1] $ is random\ with probability density $n(\nu).$ We start by considering the fractional extension of the…
Accurately selecting and estimating smooth functional effects in additive models with potentially many functions is a challenging task. We introduce a novel Demmler-Reinsch basis expansion to model the functional effects that allows us to…
Predicting time-to-event outcomes in large databases can be a challenging but important task. One example of this is in predicting the time to a clinical outcome for patients in intensive care units (ICUs), which helps to support critical…
Real-world data often exhibits sequential dependence, across diverse domains such as human behavior, medicine, finance, and climate modeling. Probabilistic methods capture the inherent uncertainty associated with prediction in these…
The likelihood-free sequential Approximate Bayesian Computation (ABC) algorithms, are increasingly popular inference tools for complex biological models. Such algorithms proceed by constructing a succession of probability distributions over…
In the context of survival analysis, Marshall and Olkin (1997) introduced families of distributions by adding a scalar parameter to a given survival function, parameterized or not. In that paper, we generalize their approach. We show how it…
Predicting an individual's risk of experiencing a future clinical outcome is a statistical task with important consequences for both practicing clinicians and public health experts. Modern observational databases such as electronic health…
We propose an extension of the Cox-Ross-Rubinstein (CRR) model based on $q$-binomial (or Kemp) random walks, with application to default with logistic failure rates. This model allows us to consider time-dependent switching probabilities…
A Systematic Evolution of Ligands by EXponential enrichment (SELEX) experiment begins in round one with a random pool of oligonucleotides in equilibrium solution with a target. Over a few rounds, oligonucleotides having a high affinity for…
Survival analysis is a type of semi-supervised ranking task where the target output (the survival time) is often right-censored. Utilizing this information is a challenge because it is not obvious how to correctly incorporate these censored…
Modeling the evolution of a financial index as a stochastic process is a problem awaiting a full, satisfactory solution since it was first formulated by Bachelier in 1900. Here it is shown that the scaling with time of the return…
We propose a dynamic allocation procedure that increases power and efficiency when measuring an average treatment effect in sequential randomized trials exploiting some subjects' previous assessed responses. Subjects arrive sequentially and…
In observational studies, treatment may be adapted to covariates at several times without a fixed protocol, in continuous time. Treatment influences covariates, which influence treatment, which influences covariates, and so on. Then even…
Dzhaparidze and Spreij [5] showed that the quadratic variation of a semimartingale can be approximated using a randomized periodogram. We show that the same approximation is valid for a special class of continuous stochastic processes. This…
Complex behaviour in many systems arises from the stochastic interactions of spatially distributed particles or agents. Stochastic reaction-diffusion processes are widely used to model such behaviour in disciplines ranging from biology to…
We propose a general approach for encouraging fairness in survival analysis models based on minimizing a worst-case error across all subpopulations that occur with at least a user-specified probability. This approach can be used to convert…
Einstein's explanation of Brownian motion provided one of the cornerstones which underlie the modern approaches to stochastic processes. His approach is based on a random walk picture and is valid for Markovian processes lacking long-term…
Cox proportional hazard regression model is a popular tool to analyze the relationship between a censored lifetime variable with other relevant factors. The semi-parametric Cox model is widely used to study different types of data arising…
We consider the task of modeling a dependent sequence of random partitions. It is well-known that a random measure in Bayesian nonparametrics induces a distribution over random partitions. The community has therefore assumed that the best…