English
Related papers

Related papers: Teaching Models To Survive: Proper Scoring Rule an…

200 papers

Competing risks data refer to situations where the occurrence of one event pre- cludes the possibility of other events happening, resulting in multiple mutually exclusive events. This data type is commonly encountered in medical research…

Methodology · Statistics 2025-10-21 Fatemeh Mahmoudi , Chenxi Li , Kaida Cai , Xuewen Lu

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

Predictive modelling is vital to guide preventive efforts. Whilst large-scale prospective cohort studies and a diverse toolkit of available machine learning (ML) algorithms have facilitated such survival task efforts, choosing the…

Scoring rules measure the deviation between a probabilistic forecast and reality. Strictly proper scoring rules have the property that for any forecast, the mathematical expectation of the score of a forecast p by the lights of p is…

Probability · Mathematics 2022-09-28 Alexander R. Pruss

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

Proper scoring rules are used to assess the out-of-sample accuracy of probabilistic forecasts, with different scoring rules rewarding distinct aspects of forecast performance. Herein, we re-investigate the practice of using proper scoring…

We develop a unified approach for classification and regression support vector machines for data subject to right censoring. We provide finite sample bounds on the generalization error of the algorithm, prove risk consistency for a wide…

Machine Learning · Statistics 2013-01-15 Yair Goldberg , Michael R. Kosorok

Assuming some regression model, it is common to study the conditional distribution of survival given covariates. Here, we consider the impact of further conditioning, specifically conditioning on a marginal survival function, known or…

Applications · Statistics 2016-10-11 Roxane Duroux , Cécile Chauvel , John O'Quigley

Stochastic optimization problems often involve data distributions that change in reaction to the decision variables. This is the case for example when members of the population respond to a deployed classifier by manipulating their features…

Optimization and Control · Mathematics 2020-12-15 Dmitriy Drusvyatskiy , Lin Xiao

Continuous-time multi-state survival models can be used to describe health-related processes over time. In the presence of interval-censored times for transitions between the living states, the likelihood is constructed using transition…

Methodology · Statistics 2017-03-24 Robson J. M. Machado , Ardo van den Hout

We consider the problem of sequentially making decisions that are rewarded by "successes" and "failures" which can be predicted through an unknown relationship that depends on a partially controllable vector of attributes for each instance.…

Machine Learning · Statistics 2017-09-18 Yingfei Wang , Chu Wang , Warren Powell

Advanced classification algorithms are being increasingly used in safety-critical applications like health-care, engineering, etc. In such applications, miss-classifications made by ML algorithms can result in substantial financial or…

Machine Learning · Computer Science 2024-12-06 Disha Ghandwani , Neeraj Sarna , Yuanyuan Li , Yang Lin

We introduce random survival forests, a random forests method for the analysis of right-censored survival data. New survival splitting rules for growing survival trees are introduced, as is a new missing data algorithm for imputing missing…

Applications · Statistics 2008-11-12 Hemant Ishwaran , Udaya B. Kogalur , Eugene H. Blackstone , Michael S. Lauer

We present a new estimator of the restricted mean survival time in randomized trials where there is right censoring that may depend on treatment and baseline variables. The proposed estimator leverages prognostic baseline variables to…

Statistics Theory · Mathematics 2016-08-22 Iván Díaz , Elizabeth Colantuoni , Daniel F. Hanley , Michael Rosenblum

We propose a novel personalized concept for the optimal treatment selection for a situation where the response is a multivariate vector, that could contain right-censored variables such as survival time. The proposed method can be applied…

Methodology · Statistics 2022-10-03 Chathura Siriwardhana , K. B. Kulasekera , Somnath Datta

We propose a general approach for encouraging fairness in survival analysis models based on minimizing a worst-case error across all subpopulations that occur with at least a user-specified probability. This approach can be used to convert…

Machine Learning · Statistics 2024-09-18 Shu Hu , George H. Chen

Learning causal effects of a binary exposure on time-to-event endpoints can be challenging because survival times may be partially observed due to censoring and systematically biased due to truncation. In this work, we present debiased…

Methodology · Statistics 2024-11-15 Eric R. Morenz , Charles J. Wolock , Marco Carone

Risk scores are simple classification models that let users make quick risk predictions by adding and subtracting a few small numbers. These models are widely used in medicine and criminal justice, but are difficult to learn from data…

Machine Learning · Statistics 2020-10-21 Berk Ustun , Cynthia Rudin

Non-parametric maximum likelihood estimation encompasses a group of classic methods to estimate distribution-associated functions from potentially censored and truncated data, with extensive applications in survival analysis. These methods,…

Methodology · Statistics 2021-08-05 Justin D. Tubbs , Lane Guolan Chen , Thuan Quoc Thach , Pak C. Sham

A model for competing (resp. complementary) risks survival data where the failure time can be left (resp. right) censored is proposed. Product-limit estimators for the survival functions of the individual risks are derived. We deduce the…

Statistics Theory · Mathematics 2007-06-13 Valentin Patilea , Jean-Marie Rolin