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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

Survival analysis deals with modeling the time until an event occurs, and accurate probability estimates are crucial for decision-making, particularly in the competing-risks setting where multiple events are possible. While recent work has…

Methodology · Statistics 2026-02-03 Julie Alberge , Tristan Haugomat , Gaël Varoquaux , Judith Abécassis

Time series models are ubiquitous in science, arising in any situation where researchers seek to understand how a system's behaviour changes over time. A key problem in time series modelling is \emph{inference}; determining properties of…

Mathematical Software · Computer Science 2020-01-13 Michael Clerx , Martin Robinson , Ben Lambert , Chon Lok Lei , Sanmitra Ghosh , Gary R. Mirams , David J. Gavaghan

This paper provides guidance for researchers with some mathematical background on the conduct of time-to-event analysis in observational studies based on intensity (hazard) models. Discussions of basic concepts like time axis, event…

nsEVDx is an open-source Python package for fitting stationary and nonstationary Extreme Value Distributions (EVDs) to extreme value data. It can be used to model extreme events in fields like hydrology, climate science, finance, and…

Computation · Statistics 2025-09-10 Nischal Kafle , Claudio I. Meier

Most existing time-to-event methods focus on either single-event or competing-risks settings, leaving multi-event scenarios relatively underexplored. In many healthcare applications, for example, a patient may experience multiple clinical…

Machine Learning · Computer Science 2025-11-20 Christian Marius Lillelund , Ali Hossein Gharari Foomani , Weijie Sun , Shi-ang Qi , Russell Greiner

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

Application of discrete-time survival methods for continuous-time survival prediction is considered. For this purpose, a scheme for discretization of continuous-time data is proposed by considering the quantiles of the estimated event-time…

Machine Learning · Statistics 2019-10-16 Håvard Kvamme , Ørnulf Borgan

This article analyzes the problem of estimating the time until an event occurs, also known as survival modeling. We observe through substantial experiments on large real-world datasets and use-cases that populations are largely…

Machine Learning · Computer Science 2019-05-13 David Hubbard , Benoit Rostykus , Yves Raimond , Tony Jebara

To get a good understanding of a dynamical system, it is convenient to have an interpretable and versatile model of it. Timed discrete event systems are a kind of model that respond to these requirements. However, such models can be…

Artificial Intelligence · Computer Science 2023-06-21 Lénaïg Cornanguer , Christine Largouët , Laurence Rozé , Alexandre Termier

We introduce PyChEst, a Python package which provides tools for the simultaneous estimation of multiple changepoints in the distribution of piece-wise stationary time series. The nonparametric algorithms implemented are provably consistent…

Computation · Statistics 2021-12-21 Azadeh Khaleghi , Lukas Zierahn

Conventional survival analysis approaches estimate risk scores or individualized time-to-event distributions conditioned on covariates. In practice, there is often great population-level phenotypic heterogeneity, resulting from (unknown)…

Machine Learning · Statistics 2020-03-03 Paidamoyo Chapfuwa , Chunyuan Li , Nikhil Mehta , Lawrence Carin , Ricardo Henao

When modelling competing risks survival data, several techniques have been proposed in both the statistical and machine learning literature. State-of-the-art methods have extended classical approaches with more flexible assumptions that can…

In recurrent survival analysis where the event of interest can occur multiple times for each subject, frailty models play a crucial role by capturing unobserved heterogeneity at the subject level within a population. Frailty models…

Methodology · Statistics 2024-10-30 Borna Bateni , Peyman Bateni , Bishwadeep Bhattacharyya , Devin Reeh

Accurate models of patient survival probabilities provide important information to clinicians prescribing care for life-threatening and terminal ailments. A recently developed class of models - known as individual survival distributions…

Machine Learning · Computer Science 2019-06-27 Samuel Sokota , Ryan D'Orazio , Khurram Javed , Humza Haider , Russell Greiner

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

This is a method for discrete event simulation specified by survival analysis. It presents a sequence of steps. First, hazard rates from survival analysis specify the rates of a set of counting processes. Second, those counting processes…

Computation · Statistics 2016-10-14 Andrew J. Dolgert

In this paper we present SurvLIMEpy, an open-source Python package that implements the SurvLIME algorithm. This method allows to compute local feature importance for machine learning algorithms designed for modelling Survival Analysis data.…

Survival analysis is a cornerstone of clinical research by modeling time-to-event outcomes such as metastasis, disease relapse, or patient death. Unlike standard tabular data, survival data often come with incomplete event information due…

Machine Learning · Computer Science 2026-02-06 Marie Brockschmidt , Maresa Schröder , Stefan Feuerriegel

PyODDS is an end-to end Python system for outlier detection with database support. PyODDS provides outlier detection algorithms which meet the demands for users in different fields, w/wo data science or machine learning background. PyODDS…

Machine Learning · Computer Science 2019-10-14 Yuening Li , Daochen Zha , Na Zou , Xia Hu