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We propose a highly flexible distributional copula regression model for bivariate time-to-event data in the presence of right-censoring. The joint survival function of the response is constructed using parametric copulas, allowing for a…

统计方法学 · 统计学 2024-12-23 Guillermo Briseno-Sanchez , Nadja Klein , Andreas Groll , Andreas Mayr

We introduce a novel forecasting model for crop yields that explicitly accounts for spatio-temporal dependence and the influence of extreme weather and climatic events. Our approach combines Bayesian Structural Time Series for modeling…

统计方法学 · 统计学 2025-04-01 Marie Michaelides , Mélina Mailhot , Yongkun Li

We present an approach for modeling and imputation of nonignorable missing data. Our approach uses Bayesian data integration to combine (1) a Gaussian copula model for all study variables and missingness indicators, which allows arbitrary…

统计方法学 · 统计学 2024-11-19 Joseph Feldman , Jerome P. Reiter , Daniel R. Kowal

Simulating longitudinal data from specified marginal structural models is a crucial but challenging task for evaluating causal inference methods and informing study design. While data generation typically proceeds in a fully conditional…

统计方法学 · 统计学 2025-04-25 Xi Lin , Daniel de Vassimon Manela , Chase Mathis , Jens Magelund Tarp , Robin J. Evans

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…

统计方法学 · 统计学 2018-02-05 Xiaoqi Zhang , Xiaobing Zhao , Yanqiao Zheng

This paper investigates Gaussian copula mixture models (GCMM), which are an extension of Gaussian mixture models (GMM) that incorporate copula concepts. The paper presents the mathematical definition of GCMM and explores the properties of…

机器学习 · 计算机科学 2023-05-25 Ke Wan , Alain Kornhauser

Zero-inflated continuous data ubiquitously appear in many fields, in which lots of exactly zero-valued data are observed while others distribute continuously. Due to the mixed structure of discreteness and continuity in its distribution,…

统计方法学 · 统计学 2024-10-28 Keita Hamamoto

Chaotic dynamical systems exhibit strong sensitivity to initial conditions and often contain unresolved multiscale processes, making deterministic forecasting fundamentally limited. Generative models offer an appealing alternative by…

机器学习 · 计算机科学 2026-01-01 Patrick Wyrod , Ashesh Chattopadhyay , Daniele Venturi

This paper introduces a prognostic method called FLASH that addresses the problem of joint modelling of longitudinal data and censored durations when a large number of both longitudinal and time-independent features are available. In the…

Conventional joint modeling approaches generally characterize the relationship between longitudinal biomarkers and discrete event occurrences within terminal, recurring or competing risk settings, thereby offering a limited representation…

统计方法学 · 统计学 2026-05-26 Félix Laplante , Christophe Ambroise

The estimation of travel time distribution (TTD) is critical for reliable route guidance and provides theoretical bases and technical support for advanced traffic management and control. The state-of-the art procedure for estimating…

应用统计 · 统计学 2020-05-11 Adam Samara , Felix Rempe , Simone Göttlich

The pseudo-observations approach has been gaining popularity as a method to estimate covariate effects on censored survival data. It is used regularly to estimate covariate effects on quantities such as survival probabilities, restricted…

统计方法学 · 统计学 2024-12-06 Yael Travis-Lumer , Micha Mandel , Rebecca A. Betensky

Solving decision problems in complex, stochastic environments is often achieved by estimating the expected outcome of decisions via Monte Carlo sampling. However, sampling may overlook rare, but important events, which can severely impact…

机器学习 · 统计学 2023-05-16 Lachlan Gibson , Marcus Hoerger , Dirk Kroese

We propose a dependence-aware predictive modeling framework for multivariate risks stemmed from an insurance contract with bundling features - an important type of policy increasingly offered by major insurance companies. The bundling…

统计方法学 · 统计学 2023-10-17 Peng Shi , Zifeng Zhao

The imputation of the Multivariate time series (MTS) is particularly challenging since the MTS typically contains irregular patterns of missing values due to various factors such as instrument failures, interference from irrelevant data,…

机器学习 · 计算机科学 2025-04-04 Ye Su , Hezhe Qiao , Di Wu , Yuwen Chen , Lin Chen

Motivated by recent findings that within-subject (WS) visit-to-visit variabilities of longitudinal biomarkers can be strong risk factors for health outcomes, this paper introduces and examines a new joint model of a longitudinal biomarker…

统计方法学 · 统计学 2023-05-08 Shanpeng Li , Daniel S. Nuyujukian , Robyn L. McClelland , Peter D. Reaven , Jin Zhou , Hua Zhou , Gang Li

Multivariate datasets are common in various real-world applications. Recently, copulas have received significant attention for modeling dependencies among random variables. A copula-based information measure is required to quantify the…

统计方法学 · 统计学 2024-08-06 Mohd. Arshad , Swaroop Georgy Zachariah , Ashok Kumar Pathak

This paper is concerned with modeling the dependence structure of two (or more) time-series in the presence of a (possible multivariate) covariate which may include past values of the time series. We assume that the covariate influences…

统计理论 · 数学 2018-12-11 Natalie Neumeyer , Marek Omelka , Sarka Hudecova

This paper introduces the R package INLAjoint, designed as a toolbox for fitting a diverse range of regression models addressing both longitudinal and survival outcomes. INLAjoint relies on the computational efficiency of the integrated…

统计方法学 · 统计学 2024-04-04 Denis Rustand , Janet van Niekerk , Elias Teixeira Krainski , Håvard Rue

Cardiovascular diseases are major causes of mortality globally. They often co-occur and are interrelated, leading to partial-order relationships among their onset times. However, these onset times are subject to informative censoring due to…

统计方法学 · 统计学 2026-04-07 Tonghui Yu , Liming Xiang