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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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3627231,0851,446 · Jun 202019922001200920172026
48 results for Bayesian Cox model

Bayesian Cox model identifies biomarkers from multi-omics data.

problem Produce interpretable survival prognosis from multi-omics data.
method Penalized semiparametric Bayesian Cox model with graph-structured selection priors.
result Model identifies new biomarkers and improves survival prediction.

Paper extends multi-task Gaussian Cox processes for heterogeneous tasks.

problem Modeling multiple heterogeneous correlated tasks jointly.
method Data augmentation and mean-field approximation for non-conjugate Bayesian inference.
result Demonstrates improved performance and inference on synthetic and real data.

Study adaptive sensing of Cox processes using posterior sampling and positive bases.

problem Adaptive sensing of Cox point processes with intensity function modeling.
method Model intensity function as truncated Gaussian process in positive basis, use Langevin dynamics and posterior sampling.
result Demonstrated improved sensing compared to classical Bayesian experimental design.

Bayesian Federated Inference improves survival model analysis without merging data.

problem Accurately estimating survival model parameters requires sufficient data and events, which is often lacking in practice.
method Bayesian Federated Inference (BFI) for survival models, where local centers perform analyses and combine results.
result Results from BFI are similar to those from merged data analyses, demonstrating excellent performance.

Unified model predicts multi-mode failure with multi-sensor data.

problem Independent failure mode and RUL prediction ignores inherent relationship.
method Hierarchical Bayesian framework with Cox model, Gaussian process, and multinomial distributions.
result Robust uncertainty quantification and accurate prediction of multi-mode failure.

Gaussian processes (GPs) are Bayesian nonparametric generative models that provide interpretability of hyperparameters, admit closed-form expressions for training and inference, and are able to accurately represent uncertainty. To model general non-Gaussian data with complex correlation structure, GPs can be paired wit…

2018-03-19abs ↗pdf ↗

Active-set algorithm improves Cox regression for shape-restricted covariates.

problem Improving Cox regression for shape-restricted covariates.
method Shape-restricted inference using active-set optimization for spline basis expansion.
result Active-set algorithm produces accurate linear covariate effect estimates.

Gaussian process modulated Poisson processes provide a flexible framework for modelling spatiotemporal point patterns. So far this had been restricted to one dimension, binning to a pre-determined grid, or small data sets of up to a few thousand data points. Here we introduce Cox process inference based on Fourier feat…

2018-04-03abs ↗pdf ↗

The study examines Cox models for lifetime loan default risk, addressing biased estimates by incorporating recurrent events.

problem Ignoring recurrent default events in Cox models leads to biased and inaccurate PD estimates.
method Investigates and compares different Cox models (Andersen-Gill and Prentice-Williams-Peterson) for lifetime loan default risk.
result The Andersen-Gill model underperforms compared to the Prentice-Williams-Person model and the time to first default model.

Improved survival analysis using square root Cox's models and neural networks.

problem Feature selection in survival analysis.
method Square root Cox's survival analysis by the fittest linear and neural networks model, directly tuning penalty parameter λ.
result Substantially improved over traditional methods, achieving phase transition in feature selection.

Unified Bayesian-AI framework improves epidemiological risk prediction and uncertainty quantification.

problem Lack of calibrated uncertainty in machine learning models for epidemiology.
method Combines Bayesian prediction with Bayesian hyperparameter optimization using logistic regression and Gaussian-process Bayesian optimization.
result Unified Bayesian-AI framework provides reliable coverage and improved calibration, enhancing epidemiological decision making.

Flexible Cox model for time-dependent covariates with complex sparsity patterns.

problem Lack of flexibility in enforcing specific sparsity patterns in time-dependent Cox models.
method Proposes a flexible framework for variable selection in time-dependent Cox models, accommodating complex selection rules.
result Achieves accurate estimation with low false alarm rates for complex covariate structures.

Study compares LSTM, Transformer, and Mamba for bladder cancer recurrence analysis.

problem Complex time-dependent data in bladder cancer recurrence analysis.
method Evaluation of LSTM, Transformer, and Mamba models using Cox proportional hazards model.
result LSTM-Cox model outperforms Transformer-Cox and Mamba-Cox models in prediction accuracy.

Proposes isotonic regression for calibrating Deep Cox models' survival probabilities.

problem Poor calibration of Deep Cox models' survival probabilities.
method Isotonic regression for post hoc calibration of Deep Cox models.
result Establishes favorable theoretical guarantees and demonstrates empirical effectiveness.

Study improves Cox model for predicting stock trading signs using Japanese market data.

problem Improving Cox model for predicting stock trading signs using Japanese market data.
method Added new covariates and used high-frequency trading data for 222 Nikkei 225 stocks.
result Cox-type model performs well in Japanese market and identifies key factors for accurate estimation.

Study compares Cox model and RSF for predicting patient survival, finding RSF superior in certain scenarios.

problem Comparing predictive accuracy of Cox proportional hazards model and Random Survival Forest for patient-specific survival probabilities.
method Conducted a comprehensive comparison study using simulation scenarios and real-world datasets.
result RSF outperforms Cox model in nonproportional hazards settings and with treatment-covariate interactions.

MEC-Cox: A Machine-Learning-Assisted Generalized Entropy Calibration Method for Estimating ATT Marginal Hazard-Ratio

problem Estimating ATT marginal hazard-ratio in externally controlled survival trials
method Machine-learning-assisted generalized entropy calibration for IPW Cox regression
result Reduces bias, increases efficiency, and improves coverage

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 sets, and enables fitting of both proportional and non-proportional extensions o…

2019-07-01abs ↗pdf ↗

The Cox proportional hazards model is ubiquitous in the analysis of time-to-event data. However, when the data dimension p is comparable to the sample size NN, maximum likelihood estimates for its regression parameters are known to be biased or break down entirely due to overfitting. This prompted the introduction of …

2019-04-14abs ↗pdf ↗

Paper shows Cox model optimisation leaks patient data in distributed learning.

problem Risk of patient data leakage in distributed learning models.
method Optimisation of Cox survival model using federated learning.
result Optimisation process can leak patient data, necessitating new validation methods.

Paper compares different models for time-to-event analysis.

problem Comparing models for time-to-event analysis.
method Experimental comparison of semi-parametric, parametric, and machine learning models.
result Models' performance evaluated using concordance index.

New deep Cox mixture model improves survival analysis performance.

problem Challenges in survival analysis due to censoring and healthcare applications.
method Learning mixtures of Cox regressions with deep neural networks for hazard ratios and non-parametric baseline hazard.
result Our approach outperforms classical and modern survival analysis methods, especially in minority demographics.

Enhances survival analysis predictions with a robust learning approach.

problem Improving robustness and accuracy in survival analysis predictions.
method Integrates Distributionally Robust Learning (DRL) into Cox regression using Wasserstein distance-based ambiguity set.
result Demonstrates superior performance in prediction accuracy and robustness compared to traditional methods.

Enhances Cox model for survival analysis with symbolic non-linear log-risk functions.

problem Limited interpretability and non-linearity in traditional Cox models.
method Introduces GCPH model using Kolmogorov-Arnold Networks for symbolic non-linear log-risk functions.
result GCPH achieves competitive performance and superior interpretability.

DPP-BBO diversifies batched Bayesian optimization using DPPs.

problem Efficiently proposing diverse and informative batches in batched Bayesian optimization.
method Introducing DPP-Batch Bayesian Optimization (DPP-BBO) with DPP-Thompson Sampling (DPP-TS).
result Novel Bayesian simple regret bounds for DPP-TS show improved performance over classical methods.

Firm size data usually do not show the normality that is often assumed in statistical analysis such as regression analysis. In this study we focus on two firm size data: the number of employees and sale. Those data deviate considerably from a normal distribution. To improve the normality of those data we transform them…

2015-11-23abs ↗pdf ↗

Neural Diffusion Intensity Models simplify Cox processes inference.

problem Intractable nonparametric estimation and posterior inference of latent stochastic intensity in Cox processes.
method Variational framework using neural SDEs, with theoretical guarantee of ELBO maximization coinciding with maximum likelihood estimation.
result Accurate recovery of latent intensity dynamics and posterior paths with significant speedup.

To better understand the interplay of censoring and sparsity we develop finite sample properties of nonparametric Cox proportional hazard's model. Due to high impact of sequencing data, carrying genetic information of each individual, we work with over-parametrized problem and propose general class of group penalties s…

2012-07-18abs ↗pdf ↗

An accurate model of patient-specific kidney graft survival distributions can help to improve shared-decision making in the treatment and care of patients. In this paper, we propose a deep learning method that directly models the survival function instead of estimating the hazard function to predict survival times for …

2017-05-29abs ↗pdf ↗