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Studies often estimate associations between an outcome and multiple variates. For example, studies of diagnostic test accuracy estimate sensitivity and specificity, and studies of predictive and prognostic factors typically estimate…

Motivated by the need to analyze continuously updated data sets in the context of time-to-event modeling, we propose a novel nonparametric approach to estimate the conditional hazard function given a set of continuous and discrete…

Methodology · Statistics 2025-07-03 Daphné Aurouet , Valentin Patilea

Prediction problems often admit competing models that perform almost equally well. This effect challenges key assumptions in machine learning when competing models assign conflicting predictions. In this paper, we define predictive…

Machine Learning · Computer Science 2020-09-17 Charles T. Marx , Flavio du Pin Calmon , Berk Ustun

Dependence among multiple lifetimes is a key factor for pricing and evaluating the risk of joint life insurance products. The dependence structure can be exposed to model uncertainty when available data and information are limited. We…

Risk Management · Quantitative Finance 2026-03-30 Takaaki Koike

The current state of evaluation in survival analysis is plagued by the persistent use of evaluation metrics in ways that are misaligned with the stated modeling objective. In addition, many such evaluations are based on censoring…

Repeated measures of biomarkers have the potential of explaining hazards of survival outcomes. In practice, these measurements are intermittently measured and are known to be subject to substantial measurement error. Joint modelling of…

Applications · Statistics 2019-12-12 Lisa McFetridge , Ozgur Asar , Jonas Wallin

Forecast combination and model averaging have become popular tools in forecasting and prediction, both of which combine a set of candidate estimates with certain weights and are often shown to outperform single estimates. A data-driven…

Statistics Theory · Mathematics 2025-10-31 Jiahui Zou , Andrey Vasnev , Wendun Wang , Xinyu Zhang

Survival analysis, which estimates the probability of event occurrence over time from censored data, is fundamental in numerous real-world applications, particularly in high-stakes domains such as healthcare and risk assessment. Despite…

Machine Learning · Computer Science 2025-05-26 Yu Liu , Weiyao Tao , Tong Xia , Simon Knight , Tingting Zhu

To address an important risk classification issue that arises in clinical practice, we propose a new mixture model via latent cure rate markers for survival data with a cure fraction. In the proposed model, the latent cure rate markers are…

Applications · Statistics 2009-10-12 Sungduk Kim , Yingmei Xi , Ming-Hui Chen

This paper introduces the R package INLAjoint, designed as a toolbox for fitting a diverse range of regression models addressing both longitudinal and survival outcomes. INLAjoint relies on the computational efficiency of the integrated…

Methodology · Statistics 2024-04-04 Denis Rustand , Janet van Niekerk , Elias Teixeira Krainski , Håvard Rue

Uncertainty quantification is essential in decision-making, especially when joint distributions of random variables are involved. While conformal prediction provides distribution-free prediction sets with valid coverage guarantees, it…

Machine Learning · Computer Science 2025-01-03 Rui Luo , Zhixin Zhou

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

Mediation analysis is an important statistical tool in many research fields, where the joint significance test is widely utilized for examining mediation effects. Nevertheless, the limitation of this mediation testing method stems from its…

Methodology · Statistics 2024-09-06 Haixiang Zhang

In various biomedical studies, analysis often focuses on data magnitudes, particularly when algebraic signs are irrelevant or lost. For repeated measures studies involving magnitude outcomes, incorporating random effects is essential as…

Methodology · Statistics 2025-07-16 Wen Teng , Niall D. Ferguson , Ewan C. Goligher , Anna Heath

Joint Models for longitudinal and time-to-event data have gained a lot of attention in the last few years as they are a helpful technique to approach common a data structure in clinical studies where longitudinal outcomes are recorded…

Survival analysis is a valuable tool for estimating the time until specific events, such as death or cancer recurrence, based on baseline observations. This is particularly useful in healthcare to prognostically predict clinically important…

Machine Learning · Computer Science 2024-01-11 Ahmed H. Shahin , An Zhao , Alexander C. Whitehead , Daniel C. Alexander , Joseph Jacob , David Barber

Survival Analysis (SA) constitutes the default method for time-to-event modeling due to its ability to estimate event probabilities of sparsely occurring events over time. In this work, we show how to improve the training and inference of…

Machine Learning · Computer Science 2023-12-12 Chris Solomou

The number of recurrent events before a terminating event is often of interest. For instance, death terminates an individual's process of rehospitalizations and the number of rehospitalizations is an important indicator of economic cost. We…

Methodology · Statistics 2021-12-30 Willem van den Boom , Maria De Iorio , Marta Tallarita

In many medical studies, patients are followed longitudinally and interest is on assessing the relationship between longitudinal measurements and time to an event. Recently, various authors have proposed joint modeling approaches for…

Applications · Statistics 2010-11-16 Paul S. Albert , Joanna H. Shih

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
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