Weighted expectile regression neural networks for right censored data

As a favorable alternative to the censored quantile regression, censored expectile regression has been popular in survival analysis due to its flexibility in modeling the heterogeneous effect of covariates. The existing weighted expectile regression (WER) method assumes that the censoring variable and covariates are independent, and that the covariates effects has a global linear structure. However, these two assumptions are too restrictive to capture the complex and nonlinear pattern of the underlying covariates effects. In this article, we developed a novel weighted expectile regression neural networks (WERNN) method by incorporating the deep neural network structure into the censored expectile regression framework. To handle the random censoring, we employ the inverse probability of censoring weighting (IPCW) technique in the expectile loss function. The proposed WERNN method is flexible enough to fit nonlinear patterns and therefore achieves more accurate prediction performance than the existing WER method for right censored data. Our findings are supported by extensive Monte Carlo simulation studies and a real data application.</p

Functional linear quantile regression on a two-dimensional domain

This article considers the functional linear quantile regression which models the conditional quantile of a scalar response given a functional predictor over a two-dimensional domain. We propose an estimator for the slope function by minimizing the penalized empirical check loss function. Under the framework of reproducing kernel Hilbert space, the minimax rate of convergence for the regularized estimator is established. Using the theory of interpolation spaces on a two- or multi-dimensional domain, we develop a novel result on simultaneous diagonalization of the reproducing and covariance kernels, revealing the interaction of the two kernels in determining the optimal convergence rate of the estimator. Sufficient conditions are provided to show that our analysis applies to many situations, for example, when the covariance kernel is from the Matérn class, and the slope function belongs to a Sobolev space. We implement the interior point method to compute the regularized estimator and illustrate the proposed method by applying it to the hippocampus surface data in the ADNI study. </p

Bayesian inference general procedures for a single-subject test study

Abnormality detection in identifying a single-subject which deviates from the majority of a control group dataset is a fundamental problem. Typically, the control group is characterised using standard Normal statistics, and the detection of a single abnormal subject is in that context. However, in many situations, the control group cannot be described by Normal statistics, making standard statistical methods inappropriate. This paper presents a Bayesian Inference General Procedures for A Single-Subject Test (BIGPAST) designed to mitigate the effects of skewness under the assumption that the dataset of the control group comes from the skewed Student t distribution. BIGPAST operates under the null hypothesis that the single-subject follows the same distribution as the control group. We assess BIGPAST’s performance against other methods through simulation studies. The results demonstrate that BIGPAST is robust against deviations from normality and outperforms the existing approaches in accuracy. BIGPAST can reduce model misspecification errors under the skewed Student t assumption. We apply BIGPAST to a Magnetoencephalography (MEG) dataset consisting of an individual with mild traumatic brain injury and an age and gender-matched control group, demonstrating its effectiveness in detecting abnormalities in a single-subject.</p