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Nonparametric inference for censored data using deep neural networks

利用深度神经网络对删失数据进行非参数推断

Abstract We propose a novel deep learning approach to nonparametric statistical inference for the conditional hazard function of survival time with right-censored data. We use a deep neural network (DNN) to approximate the logarithm of a conditional hazard function given covariates and obtain a DNN likelihood-based estimator of the conditional hazard function. Such an estimation approach enhances model flexibility and hence relaxes structural and functional assumptions on…

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Efficient estimation for functional accelerated failure time models

函数型加速失效时间模型的有效估计

Summary We propose a functional accelerated failure time model to characterize the effects of both functional and scalar covariates on the time to event of interest, and provide regularity conditions to guarantee model identifiability. For efficient estimation of model parameters, we develop a sieve maximum likelihood approach where parametric and nonparametric coefficients are bundled with an unknown baseline hazard function in the likelihood function. Not only do the…

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Jiaqi Gu and Guosheng Yin’s contribution to the Discussion of ‘Martingale Posterior Distributions’ by Fong, Holmes and Walker

贾琦顾与郭胜尹对《鞅后验分布》的讨论

We congratulate the authors for their thought-provoking paper, especially in the three aspects as follows. Instead of imposing a prior π(θ) on the parameter θ of a likelihood function fθ(y)⁠, where both π and fθ are elicited subjectively, the authors proposed the framework of martingale posterior to directly model the predictive p(yn+1:∞∣y1:n) for which only the prior predictive p(y) needs to be specified. As a result, Bayesian inference can be conducted on any parameter (or…

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Functional Censored Quantile Regression

函数型删失分位数回归

We propose a functional censored quantile regression model to describe the time-varying relationship between time-to-event outcomes and corresponding functional covariates. The time-varying effect is modeled as an unspecified function that is approximated via B-splines. A generalized approximate cross-validation method is developed to select the number of knots by minimizing the expected loss. We establish asymptotic properties of the method and the knot selection procedure.…

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Change-point detection in multinomial data with a large number of categories

大量类别多项数据的变点检测

We consider a sequence of multinomial data for which the probabilities associated with the categories are subject to abrupt changes of unknown magnitudes at unknown locations. When the number of categories is comparable to or even larger than the number of subjects allocated to these categories, conventional methods such as the classical Pearson’s chi-squared test and the deviance test may not work well. Motivated by high-dimensional homogeneity tests, we propose a novel…

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Smoothed and Corrected Score Approach to Censored Quantile Regression With Measurement Errors

测量误差下删失分位数回归的平滑与校正得分方法

Censored quantile regression is an important alternative to the Cox proportional hazards model in survival analysis. In contrast to the usual central covariate effects, quantile regression can effectively characterize the covariate effects at different quantiles of the survival time. When covariates are measured with errors, it is known that naively treating mismeasured covariates as error-free would result in estimation bias. Under censored quantile regression, we propose…

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Outlier detection for high-dimensional data

高维数据的异常值检测

Outlier detection is an integral component of statistical modelling and estimation. For high-dimensional data, classical methods based on the Mahalanobis distance are usually not applicable. We propose an outlier detection procedure that replaces the classical minimum covariance determinant estimator with a high-breakdown minimum diagonal product estimator. The cut-off value is obtained from the asymptotic distribution of the distance, which enables us to control the Type I…

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Nonparametric maximum likelihood approach to multiple change-point problems

多变点问题的非参数最大似然方法

In multiple change-point problems, different data segments often follow different distributions, for which the changes may occur in the mean, scale or the entire distribution from one segment to another. Without the need to know the number of change-points in advance, we propose a nonparametric maximum likelihood approach to detecting multiple change-points. Our method does not impose any parametric assumption on the underlying distributions of the data sequence, which is…

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Cure Rate Quantile Regression for Censored Data With a Survival Fraction

含长期存活群体的删失数据治愈率分位数回归

Censored quantile regression offers a valuable complement to the traditional Cox proportional hazards model for survival analysis. Survival times tend to be right-skewed, particularly when there exists a substantial fraction of long-term survivors who are either cured or immune to the event of interest. For survival data with a cure possibility, we propose cure rate quantile regression under the common censoring scheme that survival times and censoring times are…

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Bayesian Model Averaging Continual Reassessment Method in Phase I Clinical Trials

一期临床试验中基于贝叶斯模型平均的持续再评估法

The continual reassessment method (CRM) is a popular dose-finding design for phase I clinical trials. This method requires that practitioners prespecify the toxicity probability at each dose. Such prespecification can be arbitrary, and different specifications of toxicity probabilities may lead to very different design properties. To overcome the arbitrariness and further enhance the robustness of the design, we propose using multiple parallel CRM models, each with a…

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Power-Transformed Linear Quantile Regression With Censored Data

删失数据的幂变换线性分位数回归

We propose a class of power-transformed linear quantile regression models for survival data subject to random censoring. The estimation procedure follows two sequential steps. First, for a given transformation parameter, we can easily obtain the estimates for the regression coefficients by minimizing a well-defined convex objective function. Second, we can estimate the transformation parameter based on a model discrepancy measure by constructing cumulative sum processes. We…

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Partially Linear Additive Hazards Regression With Varying Coefficients

具有变系数的部分线性加性风险回归

Please see the supplementary materials for a correction to this article.To explore the nonlinear interactions between some covariates and an exposure variable, we propose the partially linear additive hazards model for survival data. In a semiparametric setting, we construct a local pseudoscore function to estimate the varying and constant coefficients and establish the asymptotic normality of the proposed estimators. Moreover, we develop the weak convergence property for…

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Cure Rate Model With Mismeasured Covariates Under Transformation

协变量变换下含测量误差的治愈率模型

Cure rate models explicitly account for the survival fraction in failure time data. When the covariates are measured with errors, naively treating mismeasured covariates as error-free would cause estimation bias and thus lead to incorrect inference. Under the proportional hazards cure model, we propose a corrected score approach as well as its generalization, and implement a transformation on the mismeasured covariates toward error additivity and/or normality. The corrected…

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Semiparametric Transformation Models for Survival Data With a Cure Fraction

含治愈比例的生存数据半参数变换模型

We propose a class of transformation models for survival data with a cure fraction. The class of transformation models is motivated by biological considerations and includes both the proportional hazards and the proportional odds cure models as two special cases. An efficient recursive algorithm is proposed to calculate the maximum likelihood estimators (MLEs). Furthermore, the MLEs for the regression coefficients are shown to be consistent and asymptotically normal, and…

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Inference for a Class of Transformed Hazards Models

一类变换风险率模型的统计推断

A new class of transformed hazard rate models is considered that contains both the multiplicative hazards model and the additive hazards model as special cases. The sieve maximum likelihood estimators are derived for the model parameters, and the estimators for the regression coefficients are shown to be consistent and asymptotically normal with variance achieving the semiparametric efficiency bound. Simulation studies are conducted to examine the small-sample properties of…

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Maximum Likelihood Estimation for the Proportional Odds Model With Random Effects

含随机效应的比例优势模型最大似然估计

In this article we study the semiparametric proportional odds model with random effects for correlated, right-censored failure time data. We establish that the maximum likelihood estimators for the parameters of this model are consistent and asymptotically Gaussian. Furthermore, the limiting variances achieve the semiparametric efficiency bounds and can be consistently estimated. Simulation studies show that the asymptotic approximations are accurate for practical sample…

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