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Evaluating the performance of a prediction model is a common task in medical statistics. Standard accuracy metrics require the observation of the true outcomes. This is typically not possible in the setting with time-to-event outcomes due…

Methodology · Statistics 2025-07-18 Zhenwei Yang , Dimitris Rizopoulos , Lisa F. Newcomb , Nicole S. Erler

Accurate time-to-event prediction is integral to decision-making, informing medical guidelines, hiring decisions, and resource allocation. Survival analysis, the quantitative framework used to model time-to-event data, accounts for patients…

Machine Learning · Computer Science 2025-08-08 Vincent Jeanselme , Brian Tom , Jessica Barrett

The generalization performance of a risk prediction model can be evaluated by its calibration, which measures the agreement between predicted and observed outcomes on external validation data. Here, methods for assessing the calibration of…

Methodology · Statistics 2020-01-31 Moritz Berger , Matthias Schmid

Methods for the evaluation of the predictive accuracy of biomarkers with respect to survival outcomes subject to right censoring have been discussed extensively in the literature. In cancer and other diseases, survival outcomes are commonly…

Methodology · Statistics 2018-06-06 Yuan Wu , Xiaofei Wang , Jiaxing Lin , Beilin Jia , Kouros Owzar

Time-to-event analysis provides insights into clinical prognosis and treatment recommendations. However, this task is more challenging than standard regression problems due to the presence of censored observations. Additionally, the lack of…

Machine Learning · Computer Science 2024-12-16 Ling Huang , Yucheng Xing , Swapnil Mishra , Thierry Denoeux , Mengling Feng

We propose a restricted win probability estimand for comparing treatments in a randomized trial with a time-to-event outcome. We also propose Bayesian estimators for this summary measure as well as the unrestricted win probability. Bayesian…

Methodology · Statistics 2024-11-06 Michelle Leeberg , Xianghua Luo , Thomas A. Murray

Models for predicting the time of a future event are crucial for risk assessment, across a diverse range of applications. Existing time-to-event (survival) models have focused primarily on preserving pairwise ordering of estimated event…

Machine Learning · Statistics 2021-01-14 Paidamoyo Chapfuwa , Chenyang Tao , Lawrence Carin , Ricardo Henao

Evaluating and validating the performance of prediction models is a fundamental task in statistics, machine learning, and their diverse applications. However, developing robust performance metrics for competing risks time-to-event data…

Methodology · Statistics 2025-07-22 Zian Zhuang , Wen Su , Eric Kawaguchi , Gang Li

Our objective is to construct well-calibrated prediction sets for a time-to-event outcome subject to right-censoring with guaranteed coverage. Inspired by modern conformal inference, our approach avoids the need for a well-specified…

Methodology · Statistics 2026-01-27 Rebecca Farina , Eric J. Tchetgen Tchetgen , Arun Kumar Kuchibhotla

Prediction performance of a risk scoring system needs to be carefully assessed before its adoption in clinical practice. Clinical preventive care often uses risk scores to screen asymptomatic population. The primary clinical interest is to…

Methodology · Statistics 2018-06-22 Yan Yuan , Qian M. Zhou , Bingying Li , Hengrui Cai , Eric J. Chow , Gregory T. Armstrong

When dealing with right-censored data, where some outcomes are missing due to a limited observation period, survival analysis -- known as time-to-event analysis -- focuses on predicting the time until an event of interest occurs. Multiple…

Machine Learning · Statistics 2024-10-23 Julie Alberge , Vincent Maladière , Olivier Grisel , Judith Abécassis , Gaël Varoquaux

Medical studies that depend on electronic health records (EHR) data are often subject to measurement error, as the data are not collected to support research questions under study. These data errors, if not accounted for in study analyses,…

Methodology · Statistics 2020-03-10 Eric J. Oh , Bryan E. Shepherd , Thomas Lumley , Pamela A. Shaw

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

Predicting risks of chronic diseases has become increasingly important in clinical practice. When a prediction model is developed in a given source cohort, there is often a great interest to apply the model to other cohorts. However, due to…

Methodology · Statistics 2020-03-05 Zheng Jiayin , Zheng Yingye , Hsu Li

Predicting the timing and occurrence of events is a major focus of data science applications, especially in the context of biomedical research. Performance for models estimating these outcomes, often referred to as time-to-event or survival…

Methodology · Statistics 2024-06-07 Ying Jin , Andrew Leroux

We consider linear regression model estimation where the covariate of interest is randomly censored. Under a non-informative censoring mechanism, one may obtain valid estimates by deleting censored observations. However, this comes at a…

Applications · Statistics 2017-10-24 Folefac Atem , Roland A. Matsouaka

We propose a censored quantile regression estimator motivated by unbiased estimating equations. Under the usual conditional independence assumption of the survival time and the censoring time given the covariates, we show that the proposed…

Statistics Theory · Mathematics 2013-02-04 Chenlei Leng , Xingwei Tong

Time-to-event forecasts are essential when decisions depend on event timing. This article develops a framework for evaluating such forecasts when the event has not yet occurred or is not predicted within the forecast horizon. We introduce a…

Statistics Theory · Mathematics 2026-03-17 Robert J. Taggart , Nicholas Loveday , Simon Louis

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

When data are right-censored, i.e. some outcomes are missing due to a limited period of observation, survival analysis can compute the "time to event". Multiple classes of outcomes lead to a classification variant: predicting the most…

Artificial Intelligence · Computer Science 2024-06-21 Julie Alberge , Vincent Maladière , Olivier Grisel , Judith Abécassis , Gaël Varoquaux
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