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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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86173259345 · Jun 202019922001200920172026
48 results for censored observations

DAERNN models censored data using neural networks with data augmentation.

problem Handling censored data in expectile regression.
method Data augmentation based Expectile Regression Neural Networks (ERNNs).
result DAERNN outperforms existing censored ERNNs methods and achieves comparable predictive performance to fully observed data.

The paper benchmarks OS with RCTs, accounting for right-censoring.

problem Benchmarking observational studies with experimental data under censoring.
method Two cases: independent and dependent censoring. Censoring-doubly-robust signal for CATE.
result Effectiveness of censoring-aware tests verified via experiments and real data.

Study improves risk evaluation timing with right-censored reporting delays.

problem Improving risk evaluation under short observation windows due to administrative censoring.
method Jointly models parametric hazards for event and reporting processes, uses Monte Carlo expectation-maximization algorithm, and proposes transfer-learning procedure.
result Improves accuracy of timely risk evaluation under administrative censoring.

Bayesian active learning method improved for censored regression data.

problem Challenges in estimating BALD for censored regression data.
method Derived entropy and mutual information for censored distributions, developed C\mathcal{C}-BALD objective, proposed novel modelling approach.
result Demonstrated C\mathcal{C}-BALD outperforms other methods in censored regression.

The Brier score is commonly used for evaluating probability predictions. In survival analysis, with right-censored observations of the event times, this score can be weighted by the inverse probability of censoring (IPCW) to retain its original interpretation. It is common practice to estimate the censoring distributio…

2019-12-18abs ↗pdf ↗

SurvFM-RMST converts survival outcomes into pseudo-observation targets for tabular models.

problem Right-censored follow-up prevents direct use of survival labels in tabular patient data.
method SurvFM-RMST framework that converts survival outcomes into jackknife pseudo-observation targets for restricted mean survival time.
result SurvFM-RMST accurately recovered restricted event-free time in simulations and outperformed naive targets in static datasets.

Paper decomposes C-index to analyze survival prediction model performance.

problem Evaluating the performance of survival prediction models.
method Decomposes C-index into two weighted quantities: ranking observed vs. other events and observed vs. censored cases.
result Deep learning models outperform classical models in ranking observed events, leading to better C-index stability.

Paper tackles survival data analysis with positive and unlabeled observations.

problem Traditional survival analysis yields biased results with positive-unlabeled data.
method Developed parametric, nonparametric, and machine learning models for positive and unlabeled survival data.
result Proposed estimation method provides valid results for positive-unlabeled survival data.

Random forests are powerful non-parametric regression method but are severely limited in their usage in the presence of randomly censored observations, and naively applied can exhibit poor predictive performance due to the incurred biases. Based on a local adaptive representation of random forests, we develop its regre…

2019-02-08abs ↗pdf ↗

Random forests are powerful non-parametric regression method but are severely limited in their usage in the presence of randomly censored observations, and naively applied can exhibit poor predictive performance due to the incurred biases. Based on a local adaptive representation of random forests, we develop its regre…

2020-01-08abs ↗pdf ↗

New method generates synthetic survival data by conditioning on event times and censoring indicators.

problem Generating accurate synthetic survival data with censored event times.
method Conditioning covariates on event times and censoring indicators using existing tabular data generation models.
result Our method consistently outperforms baselines and improves survival model performance.

This paper introduces a multi-output Gaussian process for censored data.

problem Modeling bias in censored data using correlations between multiple outputs.
method Heteroscedastic multi-output Gaussian process with input-dependent noise and variational inference.
result The model better estimates the true process under complex censoring dynamics.

Log-concavity proven for multinomial likelihoods under specific constraints.

problem Log-concavity of multinomial likelihoods under interval censoring constraints.
method Proved log-concavity by showing M-convex subsets of the discrete simplex.
result Likelihood function is completely log-concave.

Paper proposes a new metric to evaluate survival models, especially for censored data.

problem Challenges in evaluating survival prediction models due to censored data.
method Developed a novel approach to estimate Mean Absolute Error (MAE) for survival datasets with censored data.
result The proposed MAE metric using pseudo-observations accurately ranks model performance and closely matches true MAE.

Paper proposes kernelized Stein tests for time-to-event data with censoring.

problem Testing goodness-of-fit for time-to-event data with censoring.
method Combining Stein's method and kernelized discrepancies for non-parametric testing.
result Proposed kernelized Stein discrepancy tests perform better than existing methods.

Boosting methods for interval-censored data improve predictive accuracy in survival analysis.

problem Handling interval-censored data in survival analysis and time-to-event studies.
method Nonparametric boosting methods using censoring unbiased transformations and functional gradient descent.
result Effective boosting methods for regression and classification with interval-censored data, offering robust performance.

Bayesian optimization (BO) aims to minimize a given blackbox function using a model that is updated whenever new evidence about the function becomes available. Here, we address the problem of BO under partially right-censored response data, where in some evaluations we only obtain a lower bound on the function value. T…

2013-10-07abs ↗pdf ↗

Develops adaptive framework for estimating survival effects with censoring.

problem Estimating causal effects in survival data with censoring.
method Derives semiparametric efficiency bound, proposes efficiency-optimal allocation policy, and develops Adaptive Survival Estimator (ASE).
result ASE achieves asymptotic normality via martingale central limit theorem and demonstrates efficiency gains over uniform randomization.

Study on newsvendor problem with censored data, showing how much information is lost.

problem Minimizing costs in a newsvendor problem with limited historical demand data.
method Distributionally robust optimization framework, evaluating policies based on worst-case regret.
result Characterization of information loss due to demand censoring and development of a robust algorithm.

Efficiently learns Gaussian distributions from censored data with known missingness patterns.

problem Learning high-dimensional Gaussian distributions from data with missing values.
method Developed algorithms for self-censoring and linear thresholding scenarios.
result Achieved efficient learning of Gaussian distributions up to a specified total variation distance.

MISTR improves HTE estimation in survival data with heavy censoring and instrumental variables.

problem Estimating HTE in survival data with censoring and unobserved confounders.
method MISTR uses recursively imputed survival trees to handle censoring and instrumental variables.
result MISTR outperforms existing methods under heavy censoring and instrumental variable settings.

Bayesian Tobit model tackles high-dimensional censored data with Horseshoe prior.

problem High-dimensional censored data with unknown bounds.
method Horseshoe prior for shrinkage, data augmentation for Gibbs sampling.
result Established posterior consistency and concentration rates for Bayesian Tobit models.

Paper proposes robust methods for estimating optimal treatment rules with censored survival data.

problem Estimating optimal treatment rules for censored survival data.
method Developed two robust criteria and a sampling-based difference-of-convex algorithm for learning optimal treatment rules.
result Proposed methods show improved performance compared to existing methods in simulations and real data.

Develops a Bayesian method for causal inference with partly censored time-to-event data.

problem Estimating causal effects with unobserved confounders and measurement errors in partly censored time-to-event data.
method Semiparametric Bayesian instrumental variable analysis using a two-stage Dirichlet process mixture model.
result The proposed method outperforms competing methods in simulations and real-world data analysis.

A new method for inventory control using in-context learning and generative models.

problem Inventory control with decision-dependent censoring, focusing on the censored newsvendor problem.
method In-context generative posterior sampling (ICGPS) combining modern generative models and in-context autoregressive generation.
result ICGPS achieves sublinear Bayesian regret for the censored newsvendor problem, outperforming existing methods.

In programmatic advertising, ad slots are usually sold using second-price (SP) auctions in real-time. The highest bidding advertiser wins but pays only the second-highest bid (known as the winning price). In SP, for a single item, the dominant strategy of each bidder is to bid the true value from the bidder's perspecti…

2020-01-18abs ↗pdf ↗

Study optimal pricing and inventory control in dynamic settings with censored demand.

problem Optimal pricing and inventory control in dynamic settings with censored demand.
method Approximate optimal policy via high-order MDP, propose novel algorithms for solving Bellman equations.
result Established finite-sample regret bounds and demonstrated efficacy through numerical experiments.

A new algorithm for resource-aware multi-armed bandits minimizes regret.

problem Optimizing resource usage in a multi-armed bandit problem with censored observations.
method UCB-inspired online learning algorithm with theoretical regret analysis.
result The proposed algorithm outperforms standard multi-armed bandit algorithms in simulations.

Unified framework for counterfactual survival analysis improves treatment effect estimation.

problem Limited methods for counterfactual inference with survival outcomes.
method Unified framework for survival outcomes, nonparametric hazard ratio metric.
result Significantly outperforms alternatives in survival-outcome prediction and treatment-effect estimation.

Paper estimates spectral risk measures for insurance data with truncated and censored data.

problem Estimating spectral risk measures for insurance data with left truncation and right censoring.
method Proposes a non-parametric estimator using product limit estimator and establishes asymptotic normality.
result Proposed estimator outperforms existing methods for small k and small sample sizes.

SDPM models survival analysis without parametric assumptions, achieving competitive performance.

problem Estimating survival distributions from censored data with flexibility and accuracy.
method Generative model using denoising diffusion, avoiding parametric assumptions and discretization.
result SDPM achieves competitive predictive performance across various metrics.