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In this paper, we expand the methodology presented in Mertens et. al (2020, Biometrical Journal) to the study of life-time (survival) outcome which is subject to censoring and when imputation is used to account for missing values. We…

Methodology · Statistics 2021-05-06 Bart J. A. Mertens

There is a fast-growing literature on estimating optimal treatment rules directly by maximizing the expected outcome. In biomedical studies and operations applications, censored survival outcome is frequently observed, in which case the…

Methodology · Statistics 2026-03-12 Yifan Cui , Junyi Liu , Tao Shen , Zhengling Qi , Xi Chen

The main objective of this paper is to apply linear and pretest shrinkage estimation techniques to estimating the parameters of two 2-parameter Burr-XII distributions. Further more, predictions for future observations are made using both…

Methodology · Statistics 2024-01-09 Soheila Akbari Bargoshadi , Hossein Bevrani

Conformal regression provides prediction intervals with global coverage guarantees, but often fails to capture local error distributions, leading to non-homogeneous coverage. We address this with a new adaptive method based on rescaling…

Machine Learning · Computer Science 2023-06-01 Nicolas Deutschmann , Mattia Rigotti , Maria Rodriguez Martinez

In a standard classification framework a set of trustworthy learning data are employed to build a decision rule, with the final aim of classifying unlabelled units belonging to the test set. Therefore, unreliable labelled observations,…

Applications · Statistics 2019-11-20 Andrea Cappozzo , Francesca Greselin , Thomas Brendan Murphy

In this paper, we study the behavior of a kernel estimator of the regression function in the right censored model with $\alpha$-mixing data . The uniform strong consistency over a real compact set of the estimate is established along with a…

Statistics Theory · Mathematics 2008-02-21 Zohra Guessoum , Elias Ould-Saïd

In this paper, we predict conditional survival functions through a combined regression strategy. We take weak learners as different random survival trees. We propose to maximize concordance in the right-censored set up to find the optimal…

Machine Learning · Statistics 2022-10-12 Rahul Goswami , Arabin Kumar Dey

Discrimination and calibration represent two important properties of survival analysis, with the former assessing the model's ability to accurately rank subjects and the latter evaluating the alignment of predicted outcomes with actual…

Machine Learning · Computer Science 2024-06-04 Shi-ang Qi , Yakun Yu , Russell Greiner

Estimating individualized treatment rules is a central task for personalized medicine. [zhao2012estimating] and [zhang2012robust] proposed outcome weighted learning to estimate individualized treatment rules directly through maximizing the…

Methodology · Statistics 2017-10-02 Yifan Cui , Ruoqing Zhu , Michael Kosorok

It is often of interest to study the association between covariates and the cumulative incidence of a right-censored time-to-event outcome. When time-varying covariates are measured on a fixed discrete time scale, it is desirable to account…

Methodology · Statistics 2026-04-28 Hongxiang Qiu , Marco Carone , Alex Luedtke , Peter B. Gilbert

While the inverse probability of treatment weighting (IPTW) is a commonly used approach for treatment comparisons in observational data, the resulting estimates may be subject to bias and excessively large variance when there is lack of…

Methodology · Statistics 2024-02-13 Zhiqiang Cao , Lama Ghazi , Claudia Mastrogiacomo , Laura Forastiere , F. Perry Wilson , Fan Li

In this paper a new decision theoretic sampling plan (DSP) is proposed for Type-I censored exponential distribution. The proposed DSP is based on a new estimator of the expected lifetime of an exponential distribution which always exists,…

Statistics Theory · Mathematics 2018-06-18 Deepak Prajapati , Sharmistha Mitra , Debasis Kundu

Deep learning models achieve high predictive accuracy across a broad spectrum of tasks, but rigorously quantifying their predictive uncertainty remains challenging. Usable estimates of predictive uncertainty should (1) cover the true…

Machine Learning · Computer Science 2020-07-28 Ahmed M. Alaa , Mihaela van der Schaar

Linear regression is arguably the most prominent among statistical inference methods, popular both for its simplicity as well as its broad applicability. On par with data-intensive applications, the sheer size of linear regression problems…

Applications · Statistics 2016-06-29 Dimitris Berberidis , Vassilis Kekatos , Georgios B. Giannakis

We propose a general index model for survival data, which generalizes many commonly used semiparametric survival models and belongs to the framework of dimension reduction. Using a combination of geometric approach in semiparametrics and…

Statistics Theory · Mathematics 2017-10-17 Ge Zhao , Yanyuan Ma , Wenbin Lu

The subject of tail estimation for randomly censored data from a heavy tailed distribution receives growing attention, motivated by applications for instance in actuarial statistics. The bias of the available estimators of the extreme value…

Methodology · Statistics 2017-05-19 Jan Beirlant , Gaonyalelwe Maribe , Andrehette Verster

Adaptive experimentation enables efficient estimation of causal effects, but existing methods are not designed for survival data with censoring, where event times are only partially observed (e.g., overall survival in cancer trials but with…

Machine Learning · Computer Science 2026-05-19 Yuxin Wang , Dennis Frauen , Jonas Schweisthal , Maresa Schröder , Emil Javurek , Stefan Feuerriegel

In a widely cited paper, Xie and Liu (henceforth XL) proposed to use inverse probability of treatment weighting (IPTW) to account for possible confounding in observational studies with survival endpoints subject to right censoring. Their…

Methodology · Statistics 2025-11-04 Zhiwei Zhang , Yongwu Shao , Zhishen Ye

Previous deep learning approaches for survival analysis have primarily relied on ranking losses to improve discrimination performance, which often comes at the expense of calibration performance. To address such an issue, we propose a novel…

Machine Learning · Computer Science 2024-11-22 Dongjoon Lee , Hyeryn Park , Changhee Lee

Density estimation is a classical problem in statistics and has received considerable attention when both the data has been fully observed and in the case of partially observed (censored) samples. In survival analysis or clinical trials, a…

Applications · Statistics 2018-04-18 German A. Schnaidt Grez , Brani Vidakovic
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