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Survival models are a popular tool for the analysis of time to event data with applications in medicine, engineering, economics, and many more. Advances like the Cox proportional hazard model have enabled researchers to better describe…

Machine Learning · Statistics 2021-02-16 Stefan Groha , Sebastian M Schmon , Alexander Gusev

The restricted mean survival time (RMST) has become a popular measure to summarize event times in longitudinal studies. Defined as the area under the survival function up to a time horizon $\tau$ > 0, the RMST can be interpreted as the life…

Methodology · Statistics 2024-11-05 Alina Schenk , Vanessa Basten , Matthias Schmid

Lung cancer remains one of the leading causes of cancer-related mortality, yet most survival models rely only on baseline factors and overlook posttreatment variables that reflect disease progression. To address this gap, we applied Cox…

Applications · Statistics 2025-10-03 Varun Vishwanathan Nair , Victor Miranda Soberanis

Left-truncated survival data commonly arise in prevalent cohort studies, where only individuals who have experienced disease onset and survived until enrollment in the study. When the onset process follows a stationary Poisson process, the…

Methodology · Statistics 2025-12-23 Jinwoo Lee , Donghwan Lee , Hyunwoo Lee , Jiyu Sun

Decision trees built with data remain in widespread use for nonparametric prediction. Predicting probability distributions is preferred over point predictions when uncertainty plays a prominent role in analysis and decision-making. We study…

Methodology · Statistics 2024-06-21 Sara Shashaani , Ozge Surer , Matthew Plumlee , Seth Guikema

Variable selection problem for the nonlinear Cox regression model is considered. In survival analysis, one main objective is to identify the covariates that are associated with the risk of experiencing the event of interest. The Cox…

Machine Learning · Statistics 2022-11-18 Kexuan Li

Decision trees and their ensembles are endowed with a rich set of diagnostic tools for ranking and screening variables in a predictive model. Despite the widespread use of tree based variable importance measures, pinning down their…

Machine Learning · Statistics 2020-12-14 Jason M. Klusowski , Peter M. Tian

Eliciting preferences from human judgements is inherently imprecise, yet most decision analysis methods force a single priority vector from pairwise comparisons, discarding the information embedded in inconsistencies. We instead leverage…

General Economics · Economics 2026-02-27 Salvatore Greco , Sajid Siraj , Michele Lundy

Survival trees are popular alternatives to Cox or Aalen regression models that offer both modelling flexibility and graphical interpretability. This paper introduces a new algorithm for survival trees that relaxes the assumption of…

Methodology · Statistics 2025-07-29 Pauline Baur , Markus Pauly , Takeshi Emura

Random forests is a common non-parametric regression technique which performs well for mixed-type unordered data and irrelevant features, while being robust to monotonic variable transformations. Standard random forests, however, do not…

Computation · Statistics 2019-06-19 Taylor Pospisil , Ann B. Lee

Random forests are popular methods for regression and classification analysis, and many different variants have been proposed in recent years. One interesting example is the Mondrian random forest, in which the underlying constituent trees…

Statistics Theory · Mathematics 2025-11-10 Matias D. Cattaneo , Jason M. Klusowski , William G. Underwood

We consider a joint survival and mixed-effects model to explain the survival time from longitudinal data and high-dimensional covariates in a population. The longitudinal data is modeled using a non linear mixed-effects model to account for…

Statistics Theory · Mathematics 2025-08-06 Antoine Caillebotte , Estelle Kuhn , Sarah Lemler

Background: The development of classification methods for personalized medicine is highly dependent on the identification of predictive genetic markers. In survival analysis it is often necessary to discriminate between influential and…

Methodology · Statistics 2018-02-27 Thomas Welchowski , Verena Zuber , Matthias Schmid

Prediction in high dimensional settings is difficult due to large by number of variables relative to the sample size. We demonstrate how auxiliary "co-data" can be used to improve the performance of a Random Forest in such a setting.…

Applications · Statistics 2017-06-05 Dennis E. te Beest , Steven W. Mes , Ruud H. Brakenhoff , Mark A. van de Wiel

Combining machine learning with econometric analysis is becoming increasingly prevalent in both research and practice. A common empirical strategy involves the application of predictive modeling techniques to 'mine' variables of interest…

Econometrics · Economics 2020-12-22 Mochen Yang , Edward McFowland , Gordon Burtch , Gediminas Adomavicius

Discrimination measures such as the concordance index and the cumulative-dynamic time-dependent area under the ROC-curve (AUC) are widely used in the medical literature for evaluating the predictive accuracy of a scoring rule which relates…

Methodology · Statistics 2025-08-12 Marie Skov Breum , Torben Martinussen

Scoring systems are highly interpretable and widely used to evaluate time-to-event outcomes in healthcare research. However, existing time-to-event scores are predominantly created ad-hoc using a few manually selected variables based on…

Machine Learning · Computer Science 2024-06-11 Feng Xie , Yilin Ning , Han Yuan , Benjamin Alan Goldstein , Marcus Eng Hock Ong , Nan Liu , Bibhas Chakraborty

Survival analysis studies and predicts the time of death, or other singular unrepeated events, based on historical data, while the true time of death for some instances is unknown. Survival trees enable the discovery of complex nonlinear…

Machine Learning · Computer Science 2024-01-10 Tim Huisman , Jacobus G. M. van der Linden , Emir Demirović

It is widely believed that the prediction accuracy of decision tree models is invariant under any strictly monotone transformation of the individual predictor variables. However, this statement may be false when predicting new observations…

Machine Learning · Statistics 2016-11-16 Tal Galili , Isaac Meilijson

Accuracies of survival models for life expectancy prediction as well as critical-care applications are significantly compromised due to the sparsity of samples and extreme imbalance between the survival (usually, the majority) and mortality…

Machine Learning · Statistics 2018-04-16 Kahkashan Afrin , Gurudev Illangovan , Sanjay S. Srivatsa , Satish T. S. Bukkapatnam