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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.

168,694 papers · 148 categories

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3527031,0551,406 · Jun 202019922001200920172026
48 results for Cox PH model

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.

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.

New methods estimate survival functions with time-varying covariates.

problem Estimating survival functions with time-varying covariates.
method Generalized conditional inference and relative risk forests, adapted transformation forest.
result Proposed methods outperform traditional models in estimating survival functions.

Characterizes mappings preserving Pythagorean-hodograph curves.

problem Preserving Pythagorean-hodograph curves in various dimensions.
method Proves conformal functions with square rational dilation are PH-preserving.
result Conformal functions with square rational dilation are the only PH-preserving mappings.

PH-VAE models heavy-tailed data with flexible Phase-Type distributions.

problem Standard VAEs fail to capture heavy-tailed behavior in real-world data.
method PH-VAE uses Phase-Type distributions defined by continuous-time Markov chains to adaptively model tail behavior.
result PH-VAE significantly outperforms existing heavy-tail-aware VAEs in approximating diverse heavy-tailed distributions.

An emended and improved version of the present paper has been archived in math-ph/0505057, and a preliminary account of its content has been published in Phys.Rev.Lett. 92, 60601, (2004). Moreover, in order to prove the relevance of topology for phase transition phenomena in a broad domain of physically interesting cas…

2003-05-15abs ↗pdf ↗

We discuss twistor-like interpretation of the Sp(8)Sp(8) invariant formulation of 4d massless fields in ten dimensional Lagrangian Grassmannian Sp(8)/PSp(8)/P which is the generalized space-time in this framework. The correspondence space C\mathbf{C} is SpH(8)/PHSpH(8)/PH where SpH(8)SpH(8) is the semidirect product of Sp(8)Sp(8) with Heis…

2009-01-15abs ↗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.

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.

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.

PHLP uses persistent homology to interpret graph link prediction.

problem Interpreting why graph neural network models perform well in link prediction.
method Employing persistent homology to analyze graph topology and extract features.
result PHLP outperforms state-of-the-art models on most benchmark datasets.

This paper constructs PH spline curves with prescribed arc lengths.

problem Interpolating points, tangent directions, and curvatures with prescribed arc-length.
method Local construction of G2G^2 planar PH biarc curves of degree 7.
result Prescribed arc-length can be satisfied for any data and any chosen ratio between boundary tangents.

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.

PTOPOFL uses topological descriptors to protect privacy in federated learning.

problem Privacy and data reconstruction attacks in federated learning.
method PTOPOFL replaces gradient communication with persistent homology feature vectors for privacy and topology-guided aggregation.
result PTOPOFL achieves higher AUC and reduces reconstruction risk compared to gradient sharing.

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.

Paper introduces stable vectorization for multiparameter PH using signed barcodes.

problem Lack of stable vectorization methods for multiparameter persistent homology.
method Signed barcodes as measures for stable vectorization of MPH.
result Stable feature vectors from signed barcodes improve performance in data science.

New method enhances graph neural networks using contractions and hourglass persistence.

problem Limitations of traditional persistent homology in graph neural networks.
method Hourglass Persistence, Contraction Homology, contractions as a topological operation.
result Hourglass Persistence boosts expressivity, learnability, and stability in graph representation learning.

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

We introduce an open source python framework named PHS - Parallel Hyperparameter Search to enable hyperparameter optimization on numerous compute instances of any arbitrary python function. This is achieved with minimal modifications inside the target function. Possible applications appear in expensive to evaluate nume…

2020-02-26abs ↗pdf ↗

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 ↗

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.

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.

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.

Persistent homology provides a new, efficient molecular descriptor for protein dynamics.

problem Designing effective molecular descriptors for high-dimensional MD trajectories.
method Introduced masked Flood complex, a protein-tailored modification of simplicial complexes, for persistent homology.
result Persistent homology-based descriptors are competitive across protein dynamics tasks, including frame-level observable regression and MSM estimation.