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
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 A. Race, Michael L. Pennell
semanticscholar +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 +8 more
semanticscholar +5 more sources
Lifetime analysis with monotonic degradation: a boosted first hitting time model based on a homogeneous gamma process. [PDF]
Lifetime Data AnalIn 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 ...
Bertinelli Salucci C +5 more
europepmc +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
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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 ...
Barndorff-Nielsen, O. +2 more
openaire +4 more sources
Subdiffusive continuous-time random walks with stochastic resetting. [PDF]
Physical Review E, 2018 We analyze two models of subdiffusion with stochastic resetting. Each of them consists of two parts: subdiffusion based on the continuous-time random walk scheme and independent resetting events generated uniformly in time according to the Poisson point ...
Ł. Kuśmierz, E. Gudowska-Nowak
semanticscholar +3 more sources
Running-Time Analysis of Brain Storm Optimization Based on Average Gain Model [PDF]
BiomimeticsThe brain storm optimization (BSO) algorithm has received increased attention in the field of evolutionary computation. While BSO has been applied in numerous industrial scenarios due to its effectiveness and accessibility, there are few theoretical ...
Guizhen Mai +6 more
doaj +2 more sources
Remaining Useful Life Prediction Method for Stochastic Degrading Devices Considering Predictive Maintenance [PDF]
SensorsPredictive maintenance, recognized as an effective health management strategy for extending the lifetime of devices, has emerged as a hot research topic in recent years. A general method is to execute two separate steps: data-driven remaining useful life
Qing Dong +4 more
doaj +2 more sources
Mixed Hitting-Time Models [PDF]
, 2007 We study a mixed hitting-time (MHT) model that specifies durations as the first time a Levy process - a continuous-time process with stationary and independent increments - crosses a heterogeneous threshold.
J. Abbring
semanticscholar +8 more sources