相关论文: Exogenous time-varying covariates in double additi…

Identifying and characterizing relationships between treatments, exposures, or other covariates and time-to-event outcomes has great significance in a wide range of biomedical settings. In research areas such as multi-center clinical…

The joint modeling of longitudinal and time-to-event data is an active area of statistics research that has received a lot of attention in the recent years. More recently, a new and attractive application of this type of models has been to…

Time to event outcomes are often evaluated on the hazard scale, but interpreting hazards may be difficult. Recently, there has been concern in the causal inference literature that hazards actually have a built in selection-effect that…

We propose a probabilistic mortality forecasting model that can be applied to derive forecasts for populations with regular and irregular mortality developments. Our model (1) uses rates of mortality improvement to model dynamic age…

Background Survival extrapolation is essential in the cost-effectiveness analysis to quantify the lifetime survival benefit associated with a new intervention, due to the restricted duration of randomized controlled trials (RCTs). Current…

When dealing with right-censored data, where some outcomes are missing due to a limited observation period, survival analysis -- known as time-to-event analysis -- focuses on predicting the time until an event of interest occurs. Multiple…

This paper presents a new parameter estimation algorithm for the adaptive control of a class of time-varying plants. The main feature of this algorithm is a matrix of time-varying learning rates, which enables parameter estimation error…

In the statistical literature, a number of methods have been proposed to ensure valid inference about marginal effects of variables on a longitudinal outcome in settings with irregular monitoring times. However, the potential biases due to…

This paper deals with the time-varying high dimensional covariance matrix estimation. We propose two covariance matrix estimators corresponding with a time-varying approximate factor model and a time-varying approximate characteristic-based…

Reliable uncertainty quantification is essential in survival prediction, particularly in clinical settings where erroneous decisions carry high risk. Conformal prediction has attracted substantial attention as it offers a model-agnostic…

In observational studies with survival or time-to-event outcomes, a propensity score weighted marginal Cox proportional hazard model with the treatment variable as the only predictor is commonly used to estimate the causal marginal hazard…

The co-occurrence of multiple long-term conditions (MLTC), or multimorbidity, in an individual can reduce their lifespan and severely impact their quality of life. Exploring the longitudinal patterns, e.g. clusters, of disease accrual can…

Assessing the causal effect of time-varying exposures on recurrent event processes is challenging in the presence of a terminating event. Our objective is to estimate both the short-term and delayed marginal causal effects of exposures on…

This tutorial discusses methodology for causal inference using longitudinal modified treatment policies. This method facilitates the mathematical formalization, identification, and estimation of many novel parameters, and mathematically…

We propose a doubly robust approach to characterizing treatment effect heterogeneity in observational studies. We develop a frequentist inferential procedure that utilizes posterior distributions for both the propensity score and outcome…

Inspired by applications in sports where the skill of players or teams competing against each other varies over time, we propose a probabilistic model of pairwise-comparison outcomes that can capture a wide range of time dynamics. We…

Background: Assessment of long-term survival for health technology assessment often necessitates extrapolation beyond the duration of a clinical trial. Without robust methods and external data, extrapolations are unreliable. Flexible…

Longitudinal data often involve heterogeneity, sparse signals, and contamination from response outliers or high-leverage observations especially in biomedical science. Existing methods usually address only part of this problem, either…

Many economic variables feature changes in their conditional mean and volatility, and Time Varying Vector Autoregressive Models are often used to handle such complexity in the data. Unfortunately, when the number of series grows, they…

In this paper, we consider a wide class of time-varying multivariate causal processes which nests many classic and new examples as special cases. We first prove the existence of a weakly dependent stationary approximation for our model…