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Related papers: Two-sided conformalized survival analysis

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A survival dataset describes a set of instances (e.g. patients) and provides, for each, either the time until an event (e.g. death), or the censoring time (e.g. when lost to follow-up - which is a lower bound on the time until the event).…

Machine Learning · Computer Science 2023-06-22 Ali Hossein Gharari Foomani , Michael Cooper , Russell Greiner , Rahul G. Krishnan

There is a surge in medical follow-up studies that include longitudinal covariates in the modeling of survival data. So far, the focus has been largely on right-censored survival data. We consider survival data that are subject to both left…

Statistics Theory · Mathematics 2012-09-25 Yu-Ru Su , Jane-Ling Wang

Conformal prediction builds marginally valid prediction intervals that cover the unknown outcome of a randomly drawn test point with a prescribed probability. However, in practice, data-driven methods are often used to identify specific…

Methodology · Statistics 2025-04-21 Ying Jin , Zhimei Ren

Bayesian nonparametric methods are a popular choice for analysing survival data due to their ability to flexibly model the distribution of survival times. These methods typically employ a nonparametric prior on the survival function that is…

Methodology · Statistics 2022-02-22 Edwin Fong , Brieuc Lehmann

This paper addresses the problem of identifying and estimating the causal effect of a treatment in the presence of unmeasured confounding and various types of right-censoring. Examples of these censoring mechanisms are administrative…

Statistics Theory · Mathematics 2025-03-19 Ilias Willems , Sara Rutten , Gilles Crommen , Ingrid Van Keilegom

Conformal prediction offers a distribution-free framework for constructing prediction sets with coverage guarantees. In practice, multiple valid conformal prediction sets may be available, arising from different models or methodologies.…

Machine Learning · Statistics 2025-06-26 Mahmoud Hegazy , Liviu Aolaritei , Michael I. Jordan , Aymeric Dieuleveut

Conformal prediction is a framework for providing prediction intervals with distribution-free validity, guaranteeing predictive coverage for data drawn from any distribution. Its two main variants are full conformal prediction and split…

Methodology · Statistics 2026-05-29 Aabesh Bhattacharyya , Boxuan Zhang , Rina Foygel Barber

The i.i.d. censoring model for survival analysis assumes two independent sequences of i.i.d. positive random variables, $(T_i^*)_{1\le i\le n}$ and $(U_i)_{1\le i\le n}$. The data consists of observations on the random sequence…

Statistics Theory · Mathematics 2020-02-27 Ross A. Maller , Sidney I. Resnick

We review the methods of constructing confidence intervals that account for a priori information about one-sided constraints on the parameter being estimated. We show that the so-called method of sensitivity limit yields a correct solution…

Data Analysis, Statistics and Probability · Physics 2015-05-20 A. V. Lokhov , F. V. Tkachov

In statistics, forecast uncertainty is often quantified using a specified statistical model, though such approaches may be vulnerable to model misspecification, selection bias, and limited finite-sample validity. While bootstrapping can…

Methodology · Statistics 2026-03-12 Han Lin Shang

It is often of interest to study the association between covariates and the cumulative incidence of a right-censored time-to-event outcome. When time-varying covariates are measured on a fixed discrete time scale, it is desirable to account…

Methodology · Statistics 2026-04-28 Hongxiang Qiu , Marco Carone , Alex Luedtke , Peter B. Gilbert

In this paper, we predict conditional survival functions through a combined regression strategy. We take weak learners as different random survival trees. We propose to maximize concordance in the right-censored set up to find the optimal…

Machine Learning · Statistics 2022-10-12 Rahul Goswami , Arabin Kumar Dey

This paper presents a new conformal method for generating simultaneous forecasting bands guaranteed to cover the entire path of a new random trajectory with sufficiently high probability. Prompted by the need for dependable uncertainty…

Machine Learning · Statistics 2024-05-16 Yanfei Zhou , Lars Lindemann , Matteo Sesia

Accurately predicting the time of occurrence of an event of interest is a critical problem in longitudinal data analysis. One of the main challenges in this context is the presence of instances whose event outcomes become unobservable after…

Machine Learning · Computer Science 2017-12-26 Ping Wang , Yan Li , Chandan K. Reddy

Data-driven decision making frequently relies on predicting counterfactual outcomes. In practice, researchers commonly train counterfactual prediction models on a source dataset to inform decisions on a possibly separate target population.…

Machine Learning · Statistics 2026-04-07 Keith Barnatchez , Kevin P. Josey , Rachel C. Nethery , Giovanni Parmigiani

This paper introduces a conformal inference method to evaluate uncertainty in classification by generating prediction sets with valid coverage conditional on adaptively chosen features. These features are carefully selected to reflect…

Machine Learning · Statistics 2024-10-31 Yanfei Zhou , Matteo Sesia

We propose a conformal prediction method for constructing tight simultaneous prediction intervals for multiple, potentially related, numerical outputs given a single input. This method can be combined with any multi-target regression model…

Methodology · Statistics 2025-12-18 Yunjie Fan , Matteo Sesia

Kaplan-Meier survival analysis represents the most objective measure of treatment efficacy in oncology, though subjected to potential bias, which is worrisome in an era of precision medicine. Independent of the bias inherent to the design…

Methodology · Statistics 2020-12-17 Enrique Barrajón , Laura Barrajón

This paper considers the problem of semi-parametric proportional hazards model fitting for interval, left and right censored survival times. We adopt a more versatile penalized likelihood method to estimate the baseline hazard and the…

Methodology · Statistics 2019-04-16 Jun Ma , Dominique-Laurent Couturier , Stephane Heritier , Ian Marschner

We propose a novel approach for estimating mean survival time in the presence of censored data, in which we divide the population under study into survival-ordered fractions defined by a set of proportions, and compute the mean survival…

Methodology · Statistics 2018-10-18 Celia García-Pareja , Matteo Bottai