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stat.ME2026
History-Aware Conformal Prediction Sets for Censored Time-to-Event Outcomes
Yuyao Wang, Alexander W. Levis, Shu Yang +1
Existing conformal prediction methods for time-to-event outcomes leverage only baseline covariates, producing prediction intervals that are insufficiently informative to facilitate…
stat.ME2026
Group-Sparse Smoothing for Longitudinal Models with Time-Varying Coefficients
Yu Lu, Tianni Zhang, Yuyao Wang +1
Longitudinal associations may vary over time, yet allowing every regression effect to be dynamic can inflate estimation variance and obscure interpretable structure. We develop tim…