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In medical diagnostics, leveraging multiple biomarkers can significantly improve classification accuracy compared to using a single biomarker. While existing methods based on exponential tilting or density ratio models have shown promise,…

Methodology · Statistics 2026-01-08 Fangyong Zheng , Pengfei Li , Tao Yu

Patient-centered outcomes, such as quality of life and length of hospital stay, are the focus in a wide array of clinical studies. However, participants in randomized trials for elderly or critically and severely ill patient populations may…

Methodology · Statistics 2024-04-17 Dane Isenberg , Michael Harhay , Nandita Mitra , Fan Li

The ratio of the hazard functions of two populations or two strata of a single population plays an important role in time-to-event analysis. Cox regression is commonly used to estimate the hazard ratio under the assumption that it is…

Methodology · Statistics 2022-07-13 Yujian Wu , Ted Westling

This paper develops a continuous-time filtering framework for estimating a hazard rate subject to an unobservable change-point. This framework naturally arises in both financial and insurance applications, where the default intensity of a…

Mathematical Finance · Quantitative Finance 2026-01-12 Matteo Buttarazzi , Claudia Ceci

The classical approach to analyze time-to-event data, e.g. in clinical trials, is to fit Kaplan-Meier curves yielding the treatment effect as the hazard ratio between treatment groups. Afterwards commonly a log-rank test is performed in…

Methodology · Statistics 2020-09-16 Kathrin Möllenhoff , Achim Tresch

In the context of right-censored data, we study the problem of predicting the restricted time to event based on a set of covariates. Under a quadratic loss, this problem is equivalent to estimating the conditional Restricted Mean Survival…

Statistics Theory · Mathematics 2024-04-29 Ariane Cwiling , Vittorio Perduca , Olivier Bouaziz

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

One straightforward metric to evaluate a survival prediction model is based on the Mean Absolute Error (MAE) -- the average of the absolute difference between the time predicted by the model and the true event time, over all subjects.…

Machine Learning · Computer Science 2023-06-05 Shi-ang Qi , Neeraj Kumar , Mahtab Farrokh , Weijie Sun , Li-Hao Kuan , Rajesh Ranganath , Ricardo Henao , Russell Greiner

Covariate adjustment is desired by both practitioners and regulators of randomized clinical trials because it improves precision for estimating treatment effects. However, covariate adjustment presents a particular challenge in…

Methodology · Statistics 2023-07-20 Yunfan Li , Jessica L. Ross , Aaron M. Smith , David P. Miller

This paper considers the evaluation of discretely distributed treatments when outcomes are only observed for a subpopulation due to sample selection or outcome attrition. For identification, we combine a selection-on-observables assumption…

Econometrics · Economics 2021-07-16 Michela Bia , Martin Huber , Lukáš Lafférs

Progressive multi-state survival outcomes are common in trials with recurrent or sequential events and require treatment effect estimands that remain interpretable without proportional intensity or Markov assumptions. The restricted mean…

Methodology · Statistics 2026-01-22 Xi Fang , Bingkai Wang , Guangyu Tong , Liangyuan Hu , Shuangge Ma , Fan Li

Survival analysis is an important area of medical research, yet existing models often struggle to balance simplicity with flexibility. Simple models require minimal adjustments but come with strong assumptions, while more flexible models…

Methodology · Statistics 2025-08-22 Peter Knaus , Daniel Winkler , Sebastian F. Schoppmann , Gerd Jomrich

Typically, case-control studies to estimate odds-ratios associating risk factors with disease incidence from logistic regression only include cases with newly diagnosed disease. Recently proposed methods allow incorporating information on…

Methodology · Statistics 2020-10-19 Soutrik Mandal , Jing Qin , Ruth M. Pfeiffer

Covariate imbalance between treatment groups makes it difficult to compare cumulative incidence curves in competing risk analyses. In this paper we discuss different methods to estimate adjusted cumulative incidence curves including inverse…

Model-free time-to-event regression under confounding presents challenges due to biases introduced by causal and censoring sampling mechanisms. This phenomenology poses problems for classical non-parametric estimators like Beran's or the…

Statistics Theory · Mathematics 2025-02-28 Carlos García-Meixide , Marcos Matabuena

This paper presents a conformal prediction procedure to generate two-sided or one-sided prediction intervals for survival times in the presence of right censoring. Specifically, the method provides two-sided predictive bounds for…

Methodology · Statistics 2025-06-23 Chris Holmes , Ariane Marandon

Restricted mean survival time (RMST) offers a compelling nonparametric alternative to hazard ratios for right-censored time-to-event data, particularly when the proportional hazards assumption is violated. By capturing the total event-free…

Methodology · Statistics 2025-01-28 Jinghao Sun , Douglas E. Schaubel , Eric J. Tchetgen Tchetgen

This project was motivated by a dialysis study in northern Taiwan. Dialysis patients, after shunt implantation, may experience two types ("acute" or "non-acute") of shunt thrombosis, both of which may recur. We formulate the problem under…

Methodology · Statistics 2017-07-07 Bowen Li

Many research questions involve time-to-event outcomes that can be prevented from occurring due to competing events. In these settings, we must be careful about the causal interpretation of classical statistical estimands. In particular,…

Methodology · Statistics 2020-09-01 Torben Martinussen , Mats Julius Stensrud

Double robustness is a major selling point of semiparametric and missing data methodology. Its virtues lie in protection against partial nuisance misspecification and asymptotic semiparametric efficiency under correct nuisance…

Methodology · Statistics 2026-05-28 Lorenzo Testa , Francesca Chiaromonte , Kathryn Roeder