142 citations · 198 across the 8 of their papers we have counts for
5 papers · 1 filter
Piecewise Constant Hazard Estimation with the Fused Lasso
Manuel Rosenbaum, Jan Beyersmann, Michael Vogt
In applied time-to-event analysis, a flexible and useful approach is to model the hazard rate as a piecewise constant function of time. However, the change points and values of the…
Nonparametric comparison of epidemic time trends: the case of COVID-19
Marina Khismatullina, Michael Vogt
The COVID-19 pandemic is one of the most pressing issues at present. A question which is particularly important for governments and policy makers is the following: Does the virus s…
Estimating the Lasso's Effective Noise
Johannes Lederer, Michael Vogt
Much of the theory for the lasso in the linear model hinges on the quantity , which we call the lasso's effective…
Detecting Gradual Changes in Locally Stationary Processes
Michael Vogt, Holger Dette
In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the prop- erties ar…
Detecting gradual changes in locally stationary processes
Michael Vogt, Holger Dette
In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the properties are…