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The Concordance Index (C-index) is a commonly used metric in Survival Analysis for evaluating the performance of a prediction model. In this paper, we propose a decomposition of the C-index into a weighted harmonic mean of two quantities:…

Machine Learning · Computer Science 2024-01-23 Abdallah Alabdallah , Mattias Ohlsson , Sepideh Pashami , Thorsteinn Rögnvaldsson

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

Conventional survival metrics, such as Harrell's concordance index (CI) and the Brier Score, rely on the independent censoring assumption for valid inference with right-censored data. However, in the presence of so-called dependent…

Machine Learning · Statistics 2025-05-20 Christian Marius Lillelund , Shi-ang Qi , Russell Greiner

In survival analysis the random censorship model refers to censoring and survival times being independent of each other. It is one of the fundamental assumptions in the theory of survival analysis. We explain the reason for it being so…

Applications · Statistics 2017-03-06 Damjan Krstajic

Survival analysis is a type of semi-supervised ranking task where the target output (the survival time) is often right-censored. Utilizing this information is a challenge because it is not obvious how to correctly incorporate these censored…

Machine Learning · Computer Science 2018-06-12 Margaux Luck , Tristan Sylvain , Joseph Paul Cohen , Heloise Cardinal , Andrea Lodi , Yoshua Bengio

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

Scoring rules are an established way of comparing predictive performances across model classes. In the context of survival analysis, they require adaptation in order to accommodate censoring. This work investigates using scoring rules for…

Machine Learning · Computer Science 2024-11-14 Philipp Kopper , David Rügamer , Raphael Sonabend , Bernd Bischl , Andreas Bender

Survival analysis often relies on Cox models, assuming both linearity and proportional hazards (PH). This study evaluates machine and deep learning methods that relax these constraints, comparing their performance with penalized Cox models…

Machine Learning · Computer Science 2025-10-21 Ivan Rossi , Flavio Sartori , Cesare Rollo , Giovanni Birolo , Piero Fariselli , Tiziana Sanavia

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

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

In medical and biological research, longitudinal data and survival data types are commonly seen. Traditional statistical models mostly consider to deal with either of the data types, such as linear mixed models for longitudinal data, and…

Methodology · Statistics 2021-07-12 Jizi Shangguan

One straightforward metric to evaluate a survival prediction model is based on the Mean Absolute Error (MAE) -- the average of the absolute difference between the time predicted by the model and the true event time, over all subjects.…

Machine Learning · Computer Science 2023-06-05 Shi-ang Qi , Neeraj Kumar , Mahtab Farrokh , Weijie Sun , Li-Hao Kuan , Rajesh Ranganath , Ricardo Henao , Russell Greiner

We propose a general index model for survival data, which generalizes many commonly used semiparametric survival models and belongs to the framework of dimension reduction. Using a combination of geometric approach in semiparametrics and…

Statistics Theory · Mathematics 2017-10-17 Ge Zhao , Yanyuan Ma , Wenbin Lu

When considering many survival models, decisions become more challenging in health economic evaluation. In this paper, we present a set of methods to assist with selecting the most appropriate parametric survival models. The methods…

Methodology · Statistics 2025-10-22 Ben Lee

When dealing with right-censored data, where some outcomes are missing due to a limited observation period, survival analysis -- known as time-to-event analysis -- focuses on predicting the time until an event of interest occurs. Multiple…

Machine Learning · Statistics 2024-10-23 Julie Alberge , Vincent Maladière , Olivier Grisel , Judith Abécassis , Gaël Varoquaux

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

Accurate time-to-event prediction is integral to decision-making, informing medical guidelines, hiring decisions, and resource allocation. Survival analysis, the quantitative framework used to model time-to-event data, accounts for patients…

Machine Learning · Computer Science 2025-08-08 Vincent Jeanselme , Brian Tom , Jessica Barrett

Quantifying out-of-sample discrimination performance for time-to-event outcomes is a fundamental step for model evaluation and selection in the context of predictive modelling. The concordance index, or C-index, is a widely used metric for…

Machine Learning · Statistics 2025-08-21 Begoña B. Sierra , Colin McLean , Peter S. Hall , Catalina A. Vallejos

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

Survival analysis deals with modeling the time until an event occurs, and accurate probability estimates are crucial for decision-making, particularly in the competing-risks setting where multiple events are possible. While recent work has…

Methodology · Statistics 2026-02-03 Julie Alberge , Tristan Haugomat , Gaël Varoquaux , Judith Abécassis
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