SurvMixClust clusters survival data and predicts individual survival curves.
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.
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Ensemble model predicts AD progression from CN status with high accuracy.
C-index varies among software, complicating model comparison.
A new concordance loss improves model performance and reliability in survival prediction.
Researchers analyze the relationship between ML cost functions and the C-index in survival analysis.
Paper decomposes C-index to analyze survival prediction model performance.
Kernel Induced Random Survival Forests (KIRSF) is a statistical learning algorithm which aims to improve prediction accuracy for survival data. As in Random Survival Forests (RSF), Cumulative Hazard Function is predicted for each individual in the test set. Prediction error is estimated using Harrell's concordance inde…
Proposes FarmHazard model for hazard regression with correlated covariates.
This paper enhances the Random Survival Forest model for better predictive maintenance.
Random survival forests (RSF) are a powerful method for risk prediction of right-censored outcomes in biomedical research. RSF use the log-rank split criterion to form an ensemble of survival trees. The most common approach to evaluate the prediction accuracy of a RSF model is Harrell's concordance index for survival d…
DeepHazard uses neural networks to predict time-varying survival risks.
Study develops models to predict severe COVID-19 progression.
We prove the index theorem for elliptic operators acting on sections of bundles where fiber is equal to a projective module over a C*-algebra, in the situation of action of a compact Lie group on this algebra as well as on the total space commuting with symbol. As an application the equivariant index theorem for famili…
Study of time-dependent metrics and connections in geometry.
SDPM models survival analysis without parametric assumptions, achieving competitive performance.
The concordance probability or C-index is a popular measure to capture the discriminatory ability of a regression model. In this article, the definition of this measure is adapted to the specific needs of the frequency and severity model, typically used during the technical pricing of a non-life insurance product. Due …
In this paper, we prove a differential Harnack inequality for positive solutions of time-dependent heat equations with potentials. We also prove a gradient estimate for the positive solution of the time-dependent heat equation.
Study on relativistic nonholonomic mechanics with time-dependent constraints.
The aim of this paper is to geometrize time dependent Lagrangian mechanics in a way that the framework of second order tangent bundles plays an essential role. To this end, we first introduce the concepts of time dependent connections and time dependent semisprays on a manifold and their induced vector bundle struc…
Proposes a method to estimate time-dependent probability density functions using binary classifiers.
A weighted random survival forest is presented in the paper. It can be regarded as a modification of the random forest improving its performance. The main idea underlying the proposed model is to replace the standard procedure of averaging used for estimation of the random survival forest hazard function by weighted av…
In this article we get a time-dependent Sobolev inequality along the Ricci flow which generalizes the earlier results of Zhang, Ye, Hsu. As an application of the time-dependent Sobolev inequality, we also get a growth of the ratio of bob-collapsing along the Ricci flow.
Paper adapts causal analysis for time-dependent systems, especially energy management.
The aim of this paper is to obtain on the dual 1-jet space J^{1*}(R;M) the main geometrical objects used in the dual jet geometry of time-dependent Hamiltonians. We talk about distinguished (d-) tensors, time-dependent semisprays, nonlinear connections and their mathematical connections.
The paper extends Marsden-Weinstein reduction to mechanical presymplectic structures for time-dependent Hamiltonian systems.
Survival analysis/time-to-event models are extremely useful as they can help companies predict when a customer will buy a product, churn or default on a loan, and therefore help them improve their ROI. In this paper, we introduce a new method to calculate survival functions using the Multi-Task Logistic Regression (MTL…
In this paper, we elucidate the key role played by the cosymplectic geometry in the theory of time dependent Hamiltonian systems. In particular, we generalize the cosymplectic structures to time-dependent Nambu-Poisson Hamiltonian systems and corresponding Jacobi's last multiplier for 3D systems. We illustrate our cons…
Flexible Cox model for time-dependent covariates with complex sparsity patterns.
We propose the time-dependent generalization of an `ordinary' autonomous human biomechanics, in which total mechanical + biochemical energy is not conserved. We introduce a general framework for time-dependent biomechanics in terms of jet manifolds derived from the extended musculo-skeletal configuration manifold. The …
Paper shows how scattering maps of Schrödinger equations relate to metrics.
The usual formulation of time-dependent mechanics implies a given splitting of an event space . This splitting, however, is broken by any time-dependent transformation, including transformations between inertial frames. The goal is the frame-covariant formulation of time-dependent mechanics on a bundle…
Gromov and Lawson developed a codimension 2 index obstruction to positive scalar curvature for a closed spin manifold M, later refined by Hanke, Pape and Schick. Kubota has shown that also this obstruction can be obtained from the Rosenberg index of the ambient manifold M which takes values in the K-theory of the maxim…
Mathematical models with time dependent parameters are of great interest in financial Mathematics because they capture real life scenarios in the financial market. In this study, via the Lie group technique, we analyse evolution-type equations with time dependent parameters and give the general symmetry structure of th…
In this paper we prove two extensions of Hamilton's maximal principle for systems pf parabolic equations which sould be useful for the study of the Ricci flow and some other geometric evolution equations. One extension is a time-dependent maximum principle and the other is a time-dependent maximum principle subject to …
A new RNN model tackles long-time dependencies with fast, invertible, and memory-efficient hidden states.
SurvSHAP(t) explains time-dependent survival predictions from machine learning models.
In this paper we propose the time-dependent generalization of an `ordinary' autonomous human biomechanics, in which total mechanical + biochemical energy is not conserved. We introduce a general framework for time-dependent biomechanics in terms of jet manifolds associated to the extended musculo-skeletal configuration…
Develops semi-closed form solutions for barrier and American options on time-dependent OU process.
DynForest R package predicts outcomes with time-dependent predictors.
The usual formulations of time-dependent mechanics start from a given splitting of the coordinate bundle . From physical viewpoint, this splitting means that a reference frame has been chosen. Obviously, such a splitting is broken under reference frame transformations and time-dependent canonical …
Path integral method calculates PDBS option prices with time-dependent parameters.
The paper analyzes time-dependent streaming data with biased gradient estimates and proposes improved stochastic optimization methods.
Based on our previous study [IS3] on the stationary scattering theory for the Schrodinger operator on a manifold possessing an escape function we complete our investigation by doing the time-dependent counterpart. A particular class of examples are manifolds with Euclidean and/or hyperbolic ends, possibly with unbounde…
We study the heat equation on time-dependent metric measure spaces (as well as the dual and the adjoint heat equation) and prove existence, uniqueness and regularity. Of particular interest are properties which characterize the underlying space as a super Ricci flow as previously introduced by the second author. Our ma…
This work presents an exact solution to the generalized Heston model, where the model parameters are assumed to have linear time dependence The solution for the model in expressed in terms of confluent hypergeometric functions.
The paper analyzes convergence of Langevin dynamics with time-dependent metrics.
We analyze families of non-autonomous systems of first-order ordinary differential equations admitting a common time-dependent superposition rule, i.e., a time-dependent map expressing any solution of each of these systems in terms of a generic set of particular solutions of the system and some constants. We next study…
Proposes a Koopman operator method for time-dependent reliability analysis of nonlinear systems.