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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.

169,341 papers · 148 categories

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2795598381,117 · Jun 202019922001200920182026
48 results for data censoring

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.

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.

This paper addresses issues with the Brier score in administrative censoring scenarios.

problem Problems with the Brier score in administrative censoring scenarios.
method Proposes an alternative Brier score for administratively censored data.
result The administrative Brier score is valid even when censoring times can be identified from covariates.

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.

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.

Paper addresses generalization error bounds for learning with censored feedback.

problem Impact of censored feedback on generalization error bounds.
method Derives an extension of DKW inequality for non-IID data due to censored feedback and uses it to bound generalization error.
result Existing generalization error bounds fail to account for censored feedback, necessitating new bounds.

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.

New methods improve off-policy evaluation for survival outcomes with censoring.

problem Systematic underestimation of policy performance due to censoring bias in survival outcomes.
method Proposes IPCW-IPS and IPCW-DR to handle censoring bias in survival outcomes.
result The proposed methods are unbiased and achieve double robustness.

New estimator for survival function with missing not at random censoring indicators.

problem Estimating survival function with missing not at random censoring indicators.
method Proposes a new estimator based on a conditional copula model for the missingness mechanism.
result Provides a new method for estimating conditional survival function with MNAR censoring indicators.

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.

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.

Efficient neural Bayes estimators for censored peaks-over-threshold models improve inference speed and accuracy.

problem Computational burden in inference with spatial extremal dependence models due to intractable or censored likelihoods.
method Developed neural Bayes estimators using data augmentation techniques to encode censoring information.
result Significant gains in computational and statistical efficiency compared to traditional methods.

optHSIC tests independence between covariates and censored lifetimes using optimal transport.

problem Testing independence between a covariate and right-censored lifetimes.
method optHSIC uses optimal transport to transform censored data into uncensored data, then applies a permutation test with a kernel-based dependence measure.
result optHSIC has power against a wider class of alternatives than Cox regression and maintains type 1 error control even when censoring depends on the covariate.

Paper develops robust confidence intervals for high-dimensional censored data.

problem Censored data in high-dimensional settings, especially HIV-1 study.
method Smoothed estimating equations and one-step estimator for robustness.
result Asymptotic distribution of one-step estimator matches simple linear models.

The paper forecasts corporate distress using a novel MIDAS logistic regression method.

problem Forecasting corporate distress with right-censored data, high-dimensional predictors, and mixed-frequency data.
method The paper introduces a novel high-dimensional censored MIDAS logistic regression method that handles censoring through inverse probability weighting and employs a sparse-group penalty for mixed-frequency predictors.
result The method achieves accurate estimation and superior performance in predicting financial distress of Chinese-listed firms.

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 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.

ICODEN models survival data with interval-censored times using neural networks and ODEs.

problem Predicting time-to-event outcomes with interval-censored data, especially when models require strong assumptions or cannot handle high-dimensional predictors.
method ICODEN uses ordinary differential equations and deep neural networks to model the hazard function and cumulative hazard without proportional hazards assumption.
result ICODEN achieves satisfactory predictive accuracy across various simulation and real-world applications, handling high-dimensional predictors robustly.

Paper introduces online methods to reduce data size for large-scale linear regression.

problem Efficiently reducing data size for large-scale linear regression problems.
method Online data-adaptive censoring methods based on stochastic approximation.
result Proven convergence guarantees for simple closed-form updates.

auton-survival simplifies survival analysis for healthcare data.

problem Handling censored time-to-event data in healthcare.
method Open-source package for survival regression, adjustment, counterfactual estimation, phenotyping, and treatment effects.
result Demonstrates auton-survival's ability to support complex health and epidemiological questions.

We develop a model to cluster time-series data with interval censoring, improving disease phenotyping.

problem Noise and interval censoring hinder clustering in disease phenotyping.
method Deep generative, continuous-time model that clusters time-series data while correcting for censorship.
result Our model corrects for interval censoring and recovers known clinical subtypes.

New method estimates survival risks without strong proportional hazard assumptions.

problem Time-to-event prediction with censored data and competing risks.
method Jointly learns deep nonlinear representations for fully parametric survival regression.
result Demonstrates benefits in real-world datasets with different censoring levels.

The paper proposes a neural network model for estimating conditional mixture Weibull distributions with right-censored data.

problem Survival analysis with right-censored data in predictive maintenance and health fields.
method A neural network architecture is developed to estimate two-parameter Weibull distributions conditionally to features, extending to a finite mixture of Weibull distributions.
result The model outperforms state-of-the-art methods on real-world datasets and can consider any survival time horizon.

Develops HCQRF for estimating heterogeneous treatment effects with censored data.

problem Estimating heterogeneous treatment effects on censored responses with high-dimensional variables.
method Hybrid Censored Quantile Regression Forest (HCQRF) combining random forests and censored quantile regression.
result Demonstrates the effectiveness and stability of HCQRF through simulation studies and real-world application.

The paper tackles extreme value statistics for censored data with heavy tails under competing risks.

problem Estimating extreme value index and quantiles of sub-distribution function in heavy-tailed data with censoring and competing risks.
method Asymptotic normality of a novel Aalen-Johansen integral estimator is established for the extreme value index. Estimation of extreme quantiles of cumulative incidence function is also addressed.
result Asymptotic normality of the proposed estimator for extreme value index is established.

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.

Proposes a deep learning framework for interval-censored survival data.

problem Lack of deep learning methods for interval-censored survival data.
method Partially linear transformation models with DNN approximations for nonlinear effects.
result DNN estimator achieves minimax-optimal convergence and superior performance.

The paper tackles survival analysis with censored data, proposing methods to incorporate incomplete information into models.

problem Survival analysis with censored data, where the target output is often incomplete.
method The paper explores three categories of loss functions: partial likelihood methods, rank methods, and a classification method based on a Wasserstein metric and Kaplan Meier estimate.
result The proposed method optimizes the expected C-index, a common evaluation metric for ranking survival models.

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.

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.

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 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.