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We consider the application of a popular penalised regression method, Ridge Regression, to data with very high dimensions and many more covariates than observations. Our motivation is the problem of out-of-sample prediction and the setting…

应用统计 · 统计学 2012-05-04 Erika Cule , Maria De Iorio

We consider a finite mixture of regressions (FMR) model for high-dimensional inhomogeneous data where the number of covariates may be much larger than sample size. We propose an l1-penalized maximum likelihood estimator in an appropriate…

统计方法学 · 统计学 2012-02-28 Nicolas Städler , Peter Bühlmann , Sara van de Geer

The standard Cox model in survival analysis assumes that the covariate effect is constant across the entire covariate domain. However, in many applications, there is interest in considering the possibility that the covariate of main…

应用统计 · 统计学 2018-08-28 Sarit Agami , David M. Zucker , Donna Spiegelman

The distribution-free method of conformal prediction (Vovk et al, 2005) has gained considerable attention in computer science, machine learning, and statistics. Candes et al. (2023) extended this method to right-censored survival data,…

统计方法学 · 统计学 2025-06-04 Jing Qin , Jin Piao , Jing Ning , Yu Shen

A hybrid censoring scheme is a mixture of Type-I and Type-II censoring schemes. We study the estimation of parameters of weighted exponential distribution based on Type-II hybrid censored data. By applying EM algorithm, maximum likelihood…

统计理论 · 数学 2012-03-02 Akram Kohansal , Saeid Rezakhah

Cox proportional hazards model is one of the most popular models in biomedical data analysis. There have been continuing efforts to improve the flexibility of such models for complex signal detection, for example, via additive functions.…

统计方法学 · 统计学 2022-05-25 Boyi Guo , Nengjun Yi

We develop a unified approach for classification and regression support vector machines for data subject to right censoring. We provide finite sample bounds on the generalization error of the algorithm, prove risk consistency for a wide…

机器学习 · 统计学 2013-01-15 Yair Goldberg , Michael R. Kosorok

In this paper, we study norm-based regularization methods for neural networks. We compare existing penalization approaches and introduce two regularization strategies that extend classical ridge- and lasso-type penalties to neural network…

机器学习 · 统计学 2026-05-04 Muhammad Qasim , Farrukh Javed

When the observations are not quantified and are known to be less than a threshold value, the concept of left censoring needs to be included in the analysis of such datasets. In many real multi component lifetime systems left censored data…

统计方法学 · 统计学 2022-12-29 Durga Vasudevan , G. Asha

Longitudinal and high-dimensional measurements have become increasingly common in biomedical research. However, methods to predict survival outcomes using covariates that are both longitudinal and high-dimensional are currently missing. In…

We develop a continuous-time penalized regression framework for the estimation of time-varying coefficients and variable selection when both the response and covariates are It\^o semimartingales with jumps. The coefficient paths are…

计量经济学 · 经济学 2026-04-28 Aleksey Kolokolov , Shifan Yu

The Cox proportional hazards model (Cox model) is a popular model for survival data analysis. When the sample size is small relative to the dimension of the model, the standard maximum partial likelihood inference is often problematic. In…

统计方法学 · 统计学 2024-12-17 Weihao Li , Dongming Huang

In this article, we consider the problem of reconstructing networks for continuous, binary, count and discrete ordinal variables by estimating sparse precision matrix in Gaussian copula graphical models. We propose two approaches: $\ell_1$…

统计方法学 · 统计学 2014-01-22 Fentaw Abegaz , Ernst Wit

Motivated by the need to analyze continuously updated data sets in the context of time-to-event modeling, we propose a novel nonparametric approach to estimate the conditional hazard function given a set of continuous and discrete…

统计方法学 · 统计学 2025-07-03 Daphné Aurouet , Valentin Patilea

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…

统计方法学 · 统计学 2016-03-02 Lu Mao , D. Y. Lin , Donglin Zeng

We consider a regression modeling of the quantiles of residual life, remaining lifetime at a specific time. We propose a smoothed induced version of the existing non-smooth estimating equations approaches for estimating regression…

统计计算 · 统计学 2022-05-03 Kyu Hyun Kim , Daniel J. Caplan , Sangwook Kang

The conditional survival function of a time-to-event outcome subject to censoring and truncation is a common target of estimation in survival analysis. This parameter may be of scientific interest and also often appears as a nuisance in…

统计方法学 · 统计学 2024-08-20 Charles J. Wolock , Peter B. Gilbert , Noah Simon , Marco Carone

Consider the {$\ell_{\alpha}$} regularized linear regression, also termed Bridge regression. For $\alpha\in (0,1)$, Bridge regression enjoys several statistical properties of interest such as sparsity and near-unbiasedness of the estimates…

统计方法学 · 统计学 2023-10-10 Jorge Loría , Anindya Bhadra

New methods for time-to-event prediction are proposed by extending the Cox proportional hazards model with neural networks. Building on methodology from nested case-control studies, we propose a loss function that scales well to large data…

机器学习 · 统计学 2019-09-16 Håvard Kvamme , Ørnulf Borgan , Ida Scheel

Hereby we propose a Bayesian method of estimation for the semiparametric Additive Hazards Model (AHM) from Survival Analysis under right-censoring. With this aim, we review the AHM revisiting the likelihood function, so as to comment on the…

统计方法学 · 统计学 2025-05-28 Enrique Ernesto Álvarez , Maximiliano Luis Riddick