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What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Quantile regression under dependent censoring with unknow...
Myrthe D'Haen, Ingrid Van Keilegom, Anneleen Verhasselt · 2024-10-07 · via math.ST updates on arXiv.org

The study of survival data often requires taking proper care of the censoring mechanism that prohibits complete observation of the data. Under right censoring, only the first occurring event is observed: either the event of interest, or a competing event like withdrawal of a subject from the study. The corresponding identifiability difficulties led many authors to imposing (conditional) independence or a fully known dependence between survival and censoring times, both of which are not always realistic. However, recent results in survival literature showed that parametric copula models allow identification of all model parameters, including the association parameter, under appropriately chosen marginal distributions. The present paper is the first one to apply such models in a quantile regression context, hence benefiting from its well-known advantages in terms of e.g. robustness and richer inference results. The parametric copula is supplemented with a likewise parametric, yet flexible, enriched asymmetric Laplace distribution for the survival times conditional on the covariates. Its asymmetric Laplace basis provides its close connection to quantiles, while the extension with Laguerre orthogonal polynomials ensures sufficient flexibility for increasing polynomial degrees. The distributional flavour of the quantile regression presented, comes with advantages of both theoretical and computational nature. All model parameters are proven to be identifiable, consistent, and asymptotically normal. Finally, performance of the model and of the proposed estimation procedure is assessed through extensive simulation studies as well as an application on liver transplant data.