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Evaluating the performance of a prediction model is a common task in medical statistics. Standard accuracy metrics require the observation of the true outcomes. This is typically not possible in the setting with time-to-event outcomes due…

Methodology · Statistics 2025-07-18 Zhenwei Yang , Dimitris Rizopoulos , Lisa F. Newcomb , Nicole S. Erler

This paper focuses on quantifying and estimating the predictive accuracy of prognostic models for time-to-event outcomes with competing events. We consider the time-dependent discrimination and calibration metrics, including the receiver…

Methodology · Statistics 2017-07-14 Cai Wu , Liang Li

Recent years have seen the development of many novel scoring tools for disease prognosis and prediction. To become accepted for use in clinical applications, these tools have to be validated on external data. In practice, validation is…

Methodology · Statistics 2022-12-06 Matthias Schmid , Tim Friede , Nadja Klein , Leonie Weinhold

Predicting the timing and occurrence of events is a major focus of data science applications, especially in the context of biomedical research. Performance for models estimating these outcomes, often referred to as time-to-event or survival…

Methodology · Statistics 2024-06-07 Ying Jin , Andrew Leroux

This paper studies prediction summary measures for a prediction function under a general setting in which the model is allowed to be misspecified and the prediction function is not required to be the conditional mean response. We show that…

Statistics Theory · Mathematics 2016-11-10 Gang Li , Xiaoyan Wang

Interval-censored competing risks data arise when each study subject may experience an event or failure from one of several causes and the failure time is not observed exactly but rather known to lie in an interval between two successive…

Methodology · Statistics 2016-03-02 Lu Mao , D. Y. Lin , Donglin Zeng

Prediction performance of a risk scoring system needs to be carefully assessed before its adoption in clinical practice. Clinical preventive care often uses risk scores to screen asymptomatic population. The primary clinical interest is to…

Methodology · Statistics 2018-06-22 Yan Yuan , Qian M. Zhou , Bingying Li , Hengrui Cai , Eric J. Chow , Gregory T. Armstrong

Competing risks data with discrete lifetime comes up in practice. However, only limited literature exists for such data. In this paper, we propose a non-parametric test based on U-statistics for testing independence of time to failure and…

Methodology · Statistics 2021-05-27 Sreedevi E. P. , Sudheesh K. K. , Isha Dewan

An emerging challenge for time-to-event data is studying semi-competing risks, namely when two event times are of interest: a non-terminal event time (e.g. age at disease diagnosis), and a terminal event time (e.g. age at death). The…

Methodology · Statistics 2020-10-12 Daniel Nevo , Malka Gorfine

Many studies employ the analysis of time-to-event data that incorporates competing risks and right censoring. Most methods and software packages are geared towards analyzing data that comes from a continuous failure time distribution.…

Methodology · Statistics 2025-06-06 Tomer Meir , Malka Gorfine

The ROC curve and the corresponding AUC are popular tools for the evaluation of diagnostic tests. They have been recently extended to assess prognostic markers and predictive models. However, due to the many particularities of time-to-event…

Methodology · Statistics 2012-10-26 Paul Blanche , Aurélien Latouche , Vivian Viallon

This research proposes a new (old) metric for evaluating goodness of fit in topic models, the coefficient of determination, or $R^2$. Within the context of topic modeling, $R^2$ has the same interpretation that it does when used in a…

Information Retrieval · Computer Science 2019-11-27 Tommy Jones

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

In causal inference, estimating the average treatment effect is a central objective, and in the context of competing risks data, this effect can be quantified by the cause-specific cumulative incidence function (CIF) difference. While…

Methodology · Statistics 2026-03-27 Yifei Tian , Ying Wu

Single-index models or time-to-event models are frequently applied in empirical research. These models are non-identifiable in presence of unknown (dependent) censoring or competing risks and do not give informative results in empirical…

Methodology · Statistics 2026-03-25 Jia-Han Shih , Simon M. S. Lo , Ralf A. Wilke

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

Uncertainty quantification of prediction models through prediction sets is increasingly popular and successful, but most existing methods rely on directly observing the outcome and do not appropriately handle censored outcomes, such as…

Methodology · Statistics 2025-05-06 Wenwen Si , Hongxiang Qiu

Time-to-event analysis is a branch of statistics that has increased in popularity during the last decades due to its many application fields, such as predictive maintenance, customer churn prediction and population lifetime estimation. In…

Machine Learning · Computer Science 2024-03-13 Camila Fernandez , Chung Shue Chen , Chen Pierre Gaillard , Alonso Silva

Existing metrics in competing risks survival analysis such as concordance and accuracy do not evaluate a model's ability to jointly predict the event type and the event time. To address these limitations, we propose a new metric, which we…

Methodology · Statistics 2019-08-20 Kartik Ahuja , Mihaela van der Schaar

Time-dependent Receiver Operating Characteristics (ROC) analysis is a standard method to evaluate the discriminative performance of biomarkers or risk scores for time-to-event outcomes. Extensions of this useful method to left-truncated…

Methodology · Statistics 2025-09-09 Kendrick Li , Mithun Kumar Acharjee
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