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In this work we provide a review of basic ideas and novel developments about Conformal Prediction -- an innovative distribution-free, non-parametric forecasting method, based on minimal assumptions -- that is able to yield in a very…

Machine Learning · Computer Science 2024-02-01 Matteo Fontana , Gianluca Zeni , Simone Vantini

One goal in survival analysis of right-censored data is to estimate the marginal survival function in the presence of dependent censoring. When many auxiliary covariates are sufficient to explain the dependent censoring, estimation based on…

Statistics Theory · Mathematics 2007-06-13 Donglin Zeng

Existing conformal prediction methods for time-to-event outcomes leverage only baseline covariates, producing prediction intervals that are insufficiently informative to facilitate decision making. We propose History-Aware Prediction Sets…

Methodology · Statistics 2026-05-08 Yuyao Wang , Alexander W. Levis , Shu Yang , Larry Han

A comprehensive, unified approach to modeling arbitrarily censored spatial survival data is presented for the three most commonly-used semiparametric models: proportional hazards, proportional odds, and accelerated failure time. Unlike many…

Applications · Statistics 2017-07-04 Haiming Zhou , Timothy Hanson

Unmeasured confounding is one of the major concerns in causal inference from observational data. Proximal causal inference (PCI) is an emerging methodological framework to detect and potentially account for confounding bias by carefully…

Methodology · Statistics 2025-04-24 Kendrick Li , George C. Linderman , Xu Shi , Eric J. Tchetgen Tchetgen

Conformal prediction is an assumption-lean approach to generating distribution-free prediction intervals or sets, for nearly arbitrary predictive models, with guaranteed finite-sample coverage. Conformal methods are an active research topic…

Methodology · Statistics 2024-01-19 Jerzy Wieczorek

The lifetimes of subjects which are left-censored lie below a threshold value or a limit of detection. A popular tool used to handle left-censored data is the reversed hazard rate. In this work, we study the properties and develop…

Statistics Theory · Mathematics 2022-12-27 G. Asha , Durga Vasudevan

Conformal Prediction offers a powerful framework for quantifying uncertainty in machine learning models, enabling the construction of prediction sets with finite-sample validity guarantees. While easily adaptable to non-probabilistic…

Machine Learning · Statistics 2024-11-27 Eshant English , Christoph Lippert

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

Progressive censoring scheme has received considerable attention in recent years. In this paper we introduce a new type-II progressive censoring scheme for two samples. It is observed that the proposed censoring scheme is analytically more…

Methodology · Statistics 2016-09-20 Shuvashree Mondal , Debasis Kundu

Interval-censored data analysis is important in biomedical statistics for any type of time-to-event response where the time of response is not known exactly, but rather only known to occur between two assessment times. Many clinical trials…

Methodology · Statistics 2019-06-12 Weichi Yao , Halina Frydman , Jeffrey S. Simonoff

In demographic literature, forecast uncertainty is often quantified with a statistical model. This model-based approach may potentially suffer from drawbacks, namely model misspecification, selection effect, and lack of finite-sample…

Applications · Statistics 2026-05-29 Han Lin Shang

Conformal prediction provides finite-sample, distribution-free coverage under exchangeability, but standard constructions may lack robustness in the presence of outliers or heavy tails. We propose a robust conformal method based on a…

Statistics Theory · Mathematics 2026-04-21 Alejandro Cholaquidis , Emilien Joly , Leonardo Moreno

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

Many epidemiological and clinical studies aim at analyzing a time-to-event endpoint. A common complication is right censoring. In some cases, it arises because subjects are still surviving after the study terminates or move out of the study…

Methodology · Statistics 2024-01-10 Andrew Ying

Prediction sets provide a means of quantifying the uncertainty in predictive tasks. Using held out calibration data, conformal prediction and risk control can produce prediction sets that exhibit statistically valid error control in a…

Machine Learning · Statistics 2026-02-05 Bror Hultberg , Dave Zachariah , Antônio H. Ribeiro

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

Conformal prediction is a non-parametric technique for constructing prediction intervals or sets from arbitrary predictive models under the assumption that the data is exchangeable. It is popular as it comes with theoretical guarantees on…

Machine Learning · Statistics 2025-12-01 Jase Clarkson , Wenkai Xu , Mihai Cucuringu , Yvik Swan , Gesine Reinert

We investigate the performance of model based bootstrap methods for constructing point-wise confidence intervals around the survival function with interval censored data. We show that bootstrapping from the nonparametric maximum likelihood…

Methodology · Statistics 2013-12-24 Bodhisattva Sen , Gongjun Xu

Conformal prediction is a popular method to construct prediction intervals with marginal coverage guarantees from black-box machine learning models. In applications with potentially high-impact events, such as flooding or financial crises,…

Methodology · Statistics 2026-04-02 Olivier C. Pasche , Henry Lam , Sebastian Engelke