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We consider frequently used scoring rules for right-censored survival regression models such as time-dependent concordance, survival-CRPS, integrated Brier score and integrated binomial log-likelihood, and prove that neither of them is a…

Machine Learning · Statistics 2022-02-03 David Rindt , Robert Hu , David Steinsaltz , Dino Sejdinovic

The modeling of time-to-event data, also known as survival analysis, requires specialized methods that can deal with censoring and truncation, time-varying features and effects, and that extend to settings with multiple competing events.…

Machine Learning · Statistics 2021-04-20 Andreas Bender , David Rügamer , Fabian Scheipl , Bernd Bischl

We introduce algorithms for online, full-information prediction that are competitive with contextual tree experts of unknown complexity, in both probabilistic and adversarial settings. We show that by incorporating a probabilistic framework…

Machine Learning · Computer Science 2018-05-23 Vidya Muthukumar , Mitas Ray , Anant Sahai , Peter L. Bartlett

Scoring rules are used to evaluate the quality of predictions that take the form of probability distributions. A scoring rule is strictly proper if its expected value is uniquely minimized by the true probability distribution. One of the…

Methodology · Statistics 2021-04-05 Zoe Guan

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

While tabular foundation models have achieved remarkable success in classification and regression, adapting them to model time-to-event outcomes for survival analysis is non-trivial due to right-censoring, where data observations may end…

Machine Learning · Computer Science 2026-02-02 Da In Kim , Wei Siang Lai , Kelly W. Zhang

A core challenge in survival analysis is to model the distribution of censored time-to-event data, where the event of interest may be a death, failure, or occurrence of a specific event. Previous studies have showed that ranking and maximum…

Machine Learning · Computer Science 2025-01-27 Liwen Zhang , Lianzhen Zhong , Fan Yang , Di Dong , Hui Hui , Jie Tian

In many fields of study, we only observe lower bounds on the true response value of some experiments. When fitting a regression model to predict the distribution of the outcomes, we cannot simply drop these right-censored observations, but…

Artificial Intelligence · Computer Science 2020-09-30 Katharina Eggensperger , Kai Haase , Philipp Müller , Marius Lindauer , Frank Hutter

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

We present a conformal inference method for constructing lower prediction bounds for survival times from right-censored data, extending recent approaches designed for more restrictive type-I censoring scenarios. The proposed method imputes…

Methodology · Statistics 2025-05-26 Matteo Sesia , Vladimir Svetnik

This paper develops a new approach to post-selection inference for screening high-dimensional predictors of survival outcomes. Post-selection inference for right-censored outcome data has been investigated in the literature, but much…

Methodology · Statistics 2021-12-22 Tzu-Jung Huang , Alex Luedtke , Ian W. McKeague

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 is the problem of estimating probability distributions for future event times, which can be seen as a problem in uncertainty quantification. Although there are fundamental theories on strictly proper scoring rules for…

Methodology · Statistics 2023-06-13 Hiroki Yanagisawa

Patient care may be improved by recommending treatments based on patient characteristics when there is treatment effect heterogeneity. Recently, there has been a great deal of attention focused on the estimation of optimal treatment rules…

Methodology · Statistics 2024-01-29 Michael Jetsupphasuk , Michael G. Hudgens , Jessie K. Edwards , Stephen R. Cole

Scoring systems are highly interpretable and widely used to evaluate time-to-event outcomes in healthcare research. However, existing time-to-event scores are predominantly created ad-hoc using a few manually selected variables based on…

Machine Learning · Computer Science 2024-06-11 Feng Xie , Yilin Ning , Han Yuan , Benjamin Alan Goldstein , Marcus Eng Hock Ong , Nan Liu , Bibhas Chakraborty

Balanced representation learning methods have been applied successfully to counterfactual inference from observational data. However, approaches that account for survival outcomes are relatively limited. Survival data are frequently…

Machine Learning · Statistics 2021-03-04 Paidamoyo Chapfuwa , Serge Assaad , Shuxi Zeng , Michael J. Pencina , Lawrence Carin , Ricardo Henao

Under adaptive progressive Type-II censoring schemes, order restricted inference based on competing risks data is discussed in this article. The latent failure lifetimes for the competing causes are assumed to follow Weibull distributions,…

Methodology · Statistics 2022-05-10 Ayon Ganguly , Debanjan Mitra , Debasis Kundu

The introduction of machine learning (ML) techniques to the field of survival analysis has increased the flexibility of modeling approaches, and ML based models have become state-of-the-art. These models optimize their own cost functions,…

Machine Learning · Statistics 2023-02-24 Alex Nowak-Vila , Kevin Elgui , Genevieve Robin

Survival analysis of right censored data arises often in many areas of research including medical research. Effect of covariates (and their interactions) on survival distribution can be studied through existing methods which requires to…

Methodology · Statistics 2021-08-11 Madan Gopal Kundu , Samiran Ghosh

In randomized trials involving multiple treatments, bivariate survival outcomes present significant analytical challenges for making decisions. This paper addresses the problem of deriving optimal individualized treatment rules to maximize…

Machine Learning · Statistics 2026-05-29 Kun Ren , Yifan Cui , Wen Su