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Credit risk prediction is an effective way of evaluating whether a potential borrower will repay a loan, particularly in peer-to-peer lending where class imbalance problems are prevalent. However, few credit risk prediction models for…

Machine Learning · Computer Science 2018-05-03 Anahita Namvar , Mohammad Siami , Fethi Rabhi , Mohsen Naderpour

Deep neural networks for survival prediction outper-form classical approaches in discrimination, which is the ordering of patients according to their time-of-event. Conversely, classical approaches like the Cox Proportional Hazards model…

Machine Learning · Computer Science 2022-09-01 Patrick Fuhlert , Anne Ernst , Esther Dietrich , Fabian Westhaeusser , Karin Kloiber , Stefan Bonn

Traditional statistical and machine learning methods typically assume that the training and test data follow the same distribution. However, this assumption is frequently violated in real-world applications, where the training data in the…

Methodology · Statistics 2025-07-08 Hanxuan Ye , Hongzhe Li

We propose a method for comparing survival data based on the higher criticism of p-values obtained from multiple exact hypergeometric tests. The method accommodates non-informative right-censorship and is sensitive to hazard differences in…

Statistics Theory · Mathematics 2025-10-28 Alon Kipnis , Ben Galili , Zohar Yakhini

Survival regression aims to predict the time when an event of interest will take place, typically a death or a failure. A fully parametric method [18] is proposed to estimate the survival function as a mixture of individual parametric…

Machine Learning · Computer Science 2024-04-25 Qinxin Wang , Jiayuan Huang , Junhui Li , Jiaming Liu

One important issue commonly encountered in the analysis of microarray data is to decide which and how many genes should be selected for further studies. For discriminant microarray data analyses based on statistical models, such as the…

Quantitative Methods · Quantitative Biology 2009-11-09 Wentian Li , Fengzhu Sun , Ivo Grosse

Recently developed survival analysis methods improve upon existing approaches by predicting the probability of event occurrence in each of a number pre-specified (discrete) time intervals. By avoiding placing strong parametric assumptions…

Machine Learning · Statistics 2023-10-25 Jimmy Hickey , Ricardo Henao , Daniel Wojdyla , Michael Pencina , Matthew M. Engelhard

This study conducts a benchmarking study, comparing 23 different statistical and machine learning methods in a credit scoring application. In order to do so, the models' performance is evaluated over four different data sets in combination…

Econometrics · Economics 2019-07-31 Anna Stelzer

Survival analysis aims to estimate a time-to-event distribution from data with censored observations. Many existing methods either impose structural assumptions on the hazard function or discretize the time axis, which may limit flexibility…

Machine Learning · Computer Science 2026-05-22 Stanislav R. Kirpichenko , Andrei V. Konstantinov , Lev V. Utkin

Deep learning models for survival analysis have gained significant attention in the literature, but they suffer from severe performance deficits when the dataset contains many irrelevant features. We give empirical evidence for this problem…

Machine Learning · Computer Science 2019-03-08 Carl Rietschel , Jinsung Yoon , Mihaela van der Schaar

Identifying differences between groups is one of the most important knowledge discovery problems. The procedure, also known as contrast sets mining, is applied in a wide range of areas like medicine, industry, or economics. In the paper we…

Databases · Computer Science 2023-03-14 Adam Gudyś , Marek Sikora , Łukasz Wróbel

In recent years, the growing availability of biomedical datasets featuring numerous longitudinal covariates has motivated the development of several multi-step methods for the dynamic prediction of survival outcomes. These methods employ…

Methodology · Statistics 2026-01-14 Mirko Signorelli , Sophie Retif

Many real world data mining applications involve obtaining predictive models using data sets with strongly imbalanced distributions of the target variable. Frequently, the least common values of this target variable are associated with…

Machine Learning · Computer Science 2015-05-14 Paula Branco , Luis Torgo , Rita Ribeiro

In this article we suggest a new statistical approach considering survival heterogeneity as a breakpoint model in an ordered sequence of time to event variables. The survival responses need to be ordered according to a numerical covariate.…

Applications · Statistics 2016-09-26 Olivier Bouaziz , Grégory Nuel

This paper proposes a way of protecting probabilistic prediction models against changes in the data distribution, concentrating on the case of classification and paying particular attention to binary classification. This is important in…

Machine Learning · Computer Science 2021-10-26 Vladimir Vovk , Ivan Petej , Alex Gammerman

In this paper we propose a Multiple kernel testing procedure to infer survival data when several factors (e.g. different treatment groups, gender, medical history) and their interaction are of interest simultaneously. Our method is able to…

Methodology · Statistics 2022-06-16 Marc Ditzhaus , Tamara Fernández , Nicolás Rivera

Many existing approaches for generating predictions in settings with distribution shift model distribution shifts as adversarial or low-rank in suitable representations. In various real-world settings, however, we might expect shifts to…

Machine Learning · Statistics 2023-10-31 Kirk Bansak , Elisabeth Paulson , Dominik Rothenhäusler

We propose a novel regression adjustment method designed for estimating distributional treatment effect parameters in randomized experiments. Randomized experiments have been extensively used to estimate treatment effects in various…

Econometrics · Economics 2024-07-24 Undral Byambadalai , Tatsushi Oka , Shota Yasui

Survival analysis is a hotspot in statistical research for modeling time-to-event information with data censorship handling, which has been widely used in many applications such as clinical research, information system and other fields with…

Machine Learning · Computer Science 2018-11-14 Kan Ren , Jiarui Qin , Lei Zheng , Zhengyu Yang , Weinan Zhang , Lin Qiu , Yong Yu

When deployed in the real world, machine learning models inevitably encounter changes in the data distribution, and certain -- but not all -- distribution shifts could result in significant performance degradation. In practice, it may make…

Machine Learning · Statistics 2022-05-06 Aleksandr Podkopaev , Aaditya Ramdas