相关论文: A Finite-Horizon Mixture Cure Model with Applicati…
Analysis of three-way data is becoming ever more prevalent in the literature, especially in the area of clustering and classification. Real data, including real three-way data, are often contaminated by potential outlying observations.…
Inference in hierarchical nonlinear models needs careful consideration about targeting parameters that have either a conditional or population-average interpretation. For the special case of mixed-effects nonlinear sigmoidal models we…
A delay between the occurrence and the reporting of events often has practical implications such as for the amount of capital to hold for insurance companies, or for taking preventive actions in case of infectious diseases. The accurate…
Fractional cumulative residual inaccuracy (FCRI) measure allows to determine regions of discrepancy between systems, depending on their respective fractional and chaotic map parameters. Most of the theoretical results and applications…
This paper develops a continuous-time filtering framework for estimating a hazard rate subject to an unobservable change-point. This framework naturally arises in both financial and insurance applications, where the default intensity of a…
We describe how the target trial framework can be used to plan and report analyses that attempt to answer causal questions by combining information from multiple, diverse sources. Such analyses may involve comparisons of treatments…
To improve the trustworthiness of an AI model, finding consistent, understandable representations of its inference process is essential. This understanding is particularly important in high-stakes operations such as weather forecasting,…
Partially recorded data are frequently encountered in many applications and usually clustered by first removing incomplete cases or features with missing values, or by imputing missing values, followed by application of a clustering…
Cure models have been widely developed to estimate the cure fraction when some subjects never experience the event of interest. However these models were rarely focused on the estimation of the time-to-cure i.e. the delay elapsed between…
This study proposes a mixed logit model with multivariate nonparametric finite mixture distributions. The support of the distribution is specified as a high-dimensional grid over the coefficient space, with equal or unequal intervals…
This paper solves the consumption-investment problem under Epstein-Zin preferences on a random horizon. In an incomplete market, we take the random horizon to be a stopping time adapted to the market filtration, generated by all observable,…
Multivariate bounded discrete data arises in many fields. In the setting of dementia studies, such data is collected when individuals complete neuropsychological tests. We outline a modeling and inference procedure that can model the joint…
An algorithm for the estimation of multiple targets from partial and corrupted observations is introduced based on the concept of partially-distinguishable multi-target system. It combines the advantages of engineering solutions like MHT…
We introduce a new class of combinatorial markets in which agents have covering constraints over resources required and are interested in delay minimization. Our market model is applicable to several settings including scheduling, cloud…
In this paper, we develop novel accuracy and performance guarantees for optimal state estimation of general nonlinear systems (in particular, moving horizon estimation, MHE). Our results rely on a turnpike property of the optimal state…
Hybrid approaches that combine data-driven learning with physics-based insight have shown promise for improving the reliability of industrial condition monitoring. This work develops a hybrid condition monitoring framework that integrates…
We introduce a nonparametric estimator of the conditional survival function in the mixture cure model for right censored data when cure status is partially known. The estimator is developed for the setting of a single continuous covariate…
With the recent advancements of technology in facilitating real-time monitoring and data collection, "just-in-time" interventions can be delivered via mobile devices to achieve both real-time and long-term management and control.…
Machine learning has revitalized causal inference by combining flexible models and principled estimators, yet robust benchmarking and evaluation remain challenging with real-world data. In this work, we introduce frengression, a deep…
We consider survival data from a population with cured subjects in the presence of mismeasured covariates. We use the mixture cure model to account for the individuals that will never experience the event and at the same time distinguish…