相关论文: Cox process functional learning

In a general counting process setting, we consider the problem of obtaining a prognostic on the survival time adjusted on covariates in high-dimension. Towards this end, we construct an estimator of the whole conditional intensity. We…

Fully Bayesian methods for Cox models specify a model for the baseline hazard function. Parametric approaches generally provide monotone estimations. Semi-parametric choices allow for more flexible patterns but they can suffer from…

In this paper, we introduce the first principled adaptive-sampling procedure for learning a convex function in the $L_\infty$ norm, a problem that arises often in the behavioral and social sciences. We present a function-specific measure of…

We consider the problem of minimizing a convex function that is evolving according to unknown and possibly stochastic dynamics, which may depend jointly on time and on the decision variable itself. Such problems abound in the machine…

Modern biomedical studies frequently collect complex, high-dimensional physiological signals using wearables and sensors along with time-to-event outcomes, making efficient variable selection methods crucial for interpretation and improving…

We consider the problem of supervised learning with convex loss functions and propose a new form of iterative regularization based on the subgradient method. Unlike other regularization approaches, in iterative regularization no constraint…

We derive bounds on the sample complexity of empirical risk minimization (ERM) in the context of minimizing non-convex risks that admit the strict saddle property. Recent progress in non-convex optimization has yielded efficient algorithms…

In this paper, we develop a method to model and estimate several, _dependent_ count processes, using granular data. Specifically, we develop a multivariate Cox process with shot noise intensities to jointly model the arrival process of…

We develop and analyze $M$-estimation methods for divergence functionals and the likelihood ratios of two probability distributions. Our method is based on a non-asymptotic variational characterization of $f$-divergences, which allows the…

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…

For a sequence of classification tasks that arrive over time, it is common that tasks are evolving in the sense that consecutive tasks often have a higher similarity. The incremental learning of a growing sequence of tasks holds promise to…

This paper introduces a family of recursively defined estimators of the parameters of a diffusion process. We use ideas of stochastic algorithms for the construction of the estimators. Asymptotic consistency of these estimators and…

Functional constrained optimization is becoming more and more important in machine learning and operations research. Such problems have potential applications in risk-averse machine learning, semisupervised learning, and robust optimization…

We propose a novel approach to estimate the Cox model with temporal covariates. Our new approach treats the temporal covariates as arising from a longitudinal process which is modeled jointly with the event time. Different from the…

We propose a scalable framework for inference in an inhomogeneous Poisson process modeled by a continuous sigmoidal Cox process that assumes the corresponding intensity function is given by a Gaussian process (GP) prior transformed with a…

We propose an estimation procedure for linear functionals based on Gaussian model selection techniques. We show that the procedure is adaptive, and we give a non asymptotic oracle inequality for the risk of the selected estimator with…

We consider statistical learning question for $\psi$-weakly dependent processes, that unifies a large class of weak dependence conditions such as mixing, association,$\cdots$ The consistency of the empirical risk minimization algorithm is…

We propose a model selection approach for covariance estimation of a multi-dimensional stochastic process. Under very general assumptions, observing i.i.d replications of the process at fixed observation points, we construct an estimator of…

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 studies nonparametric Bayesian estimation of the intensity function of an inhomogeneous Poisson point process in the important case where the intensity depends on covariates, based on the observation of a single realisation of the…