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A boosting first-hitting-time model for survival analysis in high-dimensional settings. [PDF]
Lifetime Data Anal, 2023 AbstractIn this paper we propose a boosting algorithm to extend the applicability of a first hitting time model to high-dimensional frameworks. Based on an underlying stochastic process, first hitting time models do not require the proportional hazards assumption, hardly verifiable in the high-dimensional context, and represent a valid parametric ...
De Bin R, Stikbakke VG.
europepmc +7 more sources
Lifetime analysis with monotonic degradation: a boosted first hitting time model based on a homogeneous gamma process. [PDF]
Lifetime Data AnalAbstract In the context of time-to-event analysis, First hitting time methods consider the event occurrence as the ending point of some evolving process. The characteristics of the process are of great relevance for the analysis, which makes this class of models interesting and particularly suitable for applications where something about the ...
Bertinelli Salucci C +5 more
europepmc +6 more sources
Assessing lung cancer risk in railroad workers using a first hitting time regression model [PDF]
Environmetrics, 2004 AbstractThis article examines the application of a first hitting time (FHT) model, using an operational time scale, to assess mortality risk differentials of the work environment. A major case application is presented that applies the model to three job categories of railroad workers.
Mei‐Ling Ting Lee +4 more
semanticscholar +4 more sources
Semi-parametric survival analysis via Dirichlet process mixtures of the First Hitting Time model
Lifetime Data Analysis, 2021 Time-to-event data often violate the proportional hazards assumption inherent in the popular Cox regression model. Such violations are especially common in the sphere of biological and medical data where latent heterogeneity due to unmeasured covariates or time varying effects are common.
Jonathan Race, Michael L. Pennell
semanticscholar +6 more sources
Comparing first hitting time and proportional hazards regression models
Journal of Applied Statistics, 2010 Cox's widely used semi-parametric proportional hazards (PH) regression model places restrictions on the possible shapes of the hazard function. Models based on the first hitting time (FHT) of a stochastic process are among the alternatives and have the attractive feature of being based on a model of the underlying process.
D. Stogiannis +3 more
semanticscholar +3 more sources
A model-insensitive determination of First-hitting-time densities with Application to Equity default-swaps [PDF]
, 2010 Equity default-swaps pay the holder a fixed amount of money when the underlying spot level touches a (far-down) barrier during the life of the instrument. While most pricing models give reasonable results when the barrier lies within the range of liquidly traded strikes of plain-vanilla option prices, the situation is more involved for extremely out-of-
Alex Langnau
+6 more sources
Early marathon running metrics from inertial measurement units predict significant pace reduction [PDF]
Frontiers in Sports and Active LivingMarathon runners occasionally experience significant pace reduction in the latter stages of races, a phenomenon known as “hitting the wall”. This study aimed to develop an interpretable model to predict this performance decline using biomechanical ...
Yosuke Miyazaki +4 more
doaj +2 more sources
A dependent and censored first hitting-time model with compound Poisson processes [PDF]
We consider a bivariate first hitting-time model in which durations are the crossing times of dependent compound Poisson processes with fixed thresholds. The identifiability of the model is discussed, and likelihood estimators of the model parameters are proposed.
Mikael Escobar‐Bach +2 more
openalex +3 more sources
First hitting time models for the generalized inverse Gaussian distribution
Stochastic Processes and their Applications, 1978 AbstractAny generalized inverse Gaussian distribution with a non-positive power parameter is shown to be the distribution of the first hitting time of level 0 for each of a variety of time-homogeneous diffusions on the interval [0, ∞). The infinite divisibility of the generalized inverse Gaussian distributions is a simple consequence of this and an ...
Ole E. Barndorff–Nielsen +2 more
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Journal of Statistical Computation and Simulation, 2011 The inverse Gaussian (IG) distribution is often applied in statistical modelling, especially with lifetime data. We present tests for outlying values of the parameters (μ, λ) of this distribution when data are available from a sample of independent units and possibly with more than one event per unit. Outlier tests are constructed from likelihood ratio
D. Stogiannis, C. Caroni
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