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New methods for time-to-event prediction are proposed by extending the Cox proportional hazards model with neural networks. Building on methodology from nested case-control studies, we propose a loss function that scales well to large data…

Machine Learning · Statistics 2019-09-16 Håvard Kvamme , Ørnulf Borgan , Ida Scheel

Instrumental variables (IV) are a useful tool for estimating causal effects in the presence of unmeasured confounding. IV methods are well developed for uncensored outcomes, particularly for structural linear equation models, where simple…

Methodology · Statistics 2019-02-01 Behzad Kianian , Jung In Kim , Jason P. Fine , Limin Peng

Computational capability often falls short when confronted with massive data, posing a common challenge in establishing a statistical model or statistical inference method dealing with big data. While subsampling techniques have been…

Methodology · Statistics 2024-10-31 Yixiao Ruan , Zan Li , Zhaohui Li , Dennis K. J. Lin , Qingpei Hu , Dan Yu

Combining patient-level data from clinical trials can connect rare phenomena with clinical endpoints, but statistical techniques applied to a single trial may become problematical when trials are pooled. Estimating the hazard of a binary…

In survival analysis, estimating the conditional survival function given predictors is often of interest. There is a growing trend in the development of deep learning methods for analyzing censored time-to-event data, especially when…

Machine Learning · Statistics 2025-03-13 Sehwan Kim , Rui Wang , Wenbin Lu

We consider the Cox regression model and prove some properties of the maximum partial likelihood estimator $\hat\beta_n$ and of the the Breslow estimator $\Lambda_n$. The asymptotic properties of these estimators have been widely studied in…

Statistics Theory · Mathematics 2020-02-20 Cécile Durot , Eni Musta

There remain theoretical gaps in deep neural network estimators for the nonparametric Cox proportional hazards model. In particular, it is unclear how gradient-based optimization error propagates to population risk under partial likelihood,…

Machine Learning · Statistics 2026-03-26 Sattwik Ghosal , Xuran Meng , Yi Li

In epidemiological or demographic studies, with variable age at onset, a typical quantity of interest is the incidence of a disease (for example the cancer incidence). In these studies, the individuals are usually highly heterogeneous in…

Statistics Theory · Mathematics 2025-05-20 Vivien Goepp , Jean-Christophe Thalabard , Grégory Nuel , Olivier Bouaziz

Previous studies have shown that hazard ratios between treatment groups estimated with the Cox model are uninterpretable because the unspecified baseline hazard of the model fails to identify temporal change in the risk set composition due…

Machine Learning · Statistics 2025-09-04 Takashi Hayakawa , Satoshi Asai

Efficient variable selection in high-dimensional cancer genomic studies is critical for discovering genes associated with specific cancer types and for predicting response to treatment. Censored survival data is prevalent in such studies.…

Applications · Statistics 2020-08-04 Amir Nikooienejad , Wenyi Wang , Valen E. Johnson

For time-to-event data with finitely many competing risks, the proportional hazards model has been a popular tool for relating the cause-specific outcomes to covariates [Prentice et al. Biometrics 34 (1978) 541--554]. This article studies…

Statistics Theory · Mathematics 2009-03-04 Yanqing Sun , Peter B. Gilbert , Ian W. McKeague

In observational studies, unmeasured confounders present a crucial challenge in accurately estimating desired causal effects. To calculate the hazard ratio (HR) in Cox proportional hazard models for time-to-event outcomes, two-stage…

We study the multiplicative hazards model with intermittently observed longitudinal covariates and time-varying coefficients. For such models, the existing ad hoc approach, such as the last value carried forward, is biased. We propose a…

Methodology · Statistics 2025-03-13 Zhuowei Sun , Hongyuan Cao

This paper considers a proportional hazards model, which allows one to examine the extent to which covariates interact nonlinearly with an exposure variable, for analysis of lifetime data. A local partial-likelihood technique is proposed to…

Statistics Theory · Mathematics 2007-06-13 Jianqing Fan , Huazhen Lin , Yong Zhou

The usual parametric models for survival data are of the following form. Some parametrically specified hazard rate $\alpha(s,\theta)$ is assumed for possibly censored random life times $X_1^0,\ldots,X_n^0$; one observes only…

Methodology · Statistics 2026-03-25 Nils Lid Hjort

Prognostic models in survival analysis are aimed at understanding the relationship between patients' covariates and the distribution of survival time. Traditionally, semi-parametric models, such as the Cox model, have been assumed. These…

Machine Learning · Statistics 2020-11-06 Denise Rava , Jelena Bradic

In survival analysis, Cox model is widely used for most clinical trial data. Alternatives include the additive hazard model, the accelerated failure time (AFT) model and a more general transformation model. All these models assume that the…

Methodology · Statistics 2016-03-24 Cheng Zheng , Ying Qing Chen

In Bayesian inference for the Cox proportional hazards model, modeling the baseline hazard function is challenging. Recently, direct Bayesian inference using the partial likelihood is considered in the framework of general Bayesian…

Methodology · Statistics 2026-04-29 Tomohiro Ohigashi , Shunichiro Orihara , Shonosuke Sugasawa

In this paper the regression discontinuity design is adapted to the survival analysis setting with right-censored data, studied in an intensity based counting process framework. In particular, a local polynomial regression version of the…

Methodology · Statistics 2022-10-07 Emil Aas Stoltenberg

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…