相关论文: Archimedean Copula Inference via Taylor-Mode AD

The analysis of randomized trials with time-to-event endpoints is nearly always plagued by the problem of censoring. As the censoring mechanism is usually unknown, analyses typically employ the assumption of non-informative censoring. While…

This paper proposes a regression tree procedure to estimate conditional copulas. The associated algorithm determines classes of observations based on covariate values and fits a simple parametric copula model on each class. The association…

We introduce the vine copula autoencoder (VCAE), a flexible generative model for high-dimensional distributions built in a straightforward three-step procedure. First, an autoencoder (AE) compresses the data into a lower dimensional…

In this paper, we study large losses arising from defaults of a credit portfolio. We assume that the portfolio dependence structure is modelled by the Archimedean copula family as opposed to the widely used Gaussian copula. The resulting…

Alzheimer's disease (AD) is a progressive neurodegenerative condition necessitating early and precise diagnosis to provide prompt clinical management. Given the paramount importance of early diagnosis, recent studies have increasingly…

One of the features inherent in nested Archimedean copulas, also called hierarchical Archimedean copulas, is their rooted tree structure. A nonparametric, rank-based method to estimate this structure is presented. The idea is to represent…

The present contribution derives an explicit expression for (a version of) every uni- and multi-variate conditional distribution (i.e., Markov kernel) of Archimedean copulas and uses this representation to generalize a recently established…

We propose a novel Dirichlet-based P\'olya tree (D-P tree) prior on the copula and based on the D-P tree prior, a nonparametric Bayesian inference procedure. Through theoretical analysis and simulations, we are able to show that the…

This work presents a high-order finite-difference adaptive mesh refinement (AMR) framework for robust simulation of shock-turbulence interaction problems. A staggered-grid arrangement, in which solution points are stored at cell centers…

Time-series anomaly detectors are commonly compared on workstation-class hardware under unconstrained execution. In-vehicle monitoring, however, requires predictable latency and stable behavior under limited CPU parallelism. Accuracy-only…

We propose a novel multimodal deep learning framework for patient-level survival prediction, which integrates whole-slide histology features, RNA-seq expression profiles, and clinical variables. Our architecture combines an ABMIL…

Parametric factor copula models typically work well in modeling multivariate dependencies due to their flexibility and ability to capture complex dependency structures. However, accurately estimating the linking copulas within these models…

We propose a two-stage estimation procedure for a copula-based model with semi-competing risks data, where the non-terminal event is subject to dependent censoring by the terminal event, and both events are subject to independent censoring.…

Causal mediation analysis is essential for disentangling the mechanisms by which investigational therapeutic and preventive agents impact clinical outcomes. However, the measurement of biological mediators is often subject to left-censoring…

Two problems that arise in making causal inferences for non-mortality outcomes such as bronchopulmonary dysplasia (BPD) are unmeasured confounding and censoring by death, i.e., the outcome is only observed when subjects survive. In…

Many epidemiological and clinical studies aim at analyzing a time-to-event endpoint. A common complication is right censoring. In some cases, it arises because subjects are still surviving after the study terminates or move out of the study…

Variational methods are attractive for computing Bayesian inference for highly parametrized models and large datasets where exact inference is impractical. They approximate a target distribution - either the posterior or an augmented…

In the medical field, the limited availability of large-scale datasets and labor-intensive annotation processes hinder the performance of deep models. Diffusion-based generative augmentation approaches present a promising solution to this…

Existing survival analysis techniques heavily rely on strong modelling assumptions and are, therefore, prone to model misspecification errors. In this paper, we develop an inferential method based on ideas from conformal prediction, which…

The key to VI is the selection of a tractable density to approximate the Bayesian posterior. For large and complex models a common choice is to assume independence between multivariate blocks in a partition of the parameter space. While…