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Survival analysis is the problem of estimating probability distributions for future event times, which can be seen as a problem in uncertainty quantification. Although there are fundamental theories on strictly proper scoring rules for…

统计方法学 · 统计学 2023-06-13 Hiroki Yanagisawa

This study introduces novel superior scoring rules called Penalized Brier Score (PBS) and Penalized Logarithmic Loss (PLL) to improve model evaluation for probabilistic classification. Traditional scoring rules like Brier Score and…

机器学习 · 计算机科学 2025-05-05 Rouhollah Ahmadian , Mehdi Ghatee , Johan Wahlström

We consider frequently used scoring rules for right-censored survival regression models such as time-dependent concordance, survival-CRPS, integrated Brier score and integrated binomial log-likelihood, and prove that neither of them is a…

机器学习 · 统计学 2022-02-03 David Rindt , Robert Hu , David Steinsaltz , Dino Sejdinovic

Scoring rules are used to evaluate the quality of predictions that take the form of probability distributions. A scoring rule is strictly proper if its expected value is uniquely minimized by the true probability distribution. One of the…

统计方法学 · 统计学 2021-04-05 Zoe Guan

Ranked set sampling (RSS) is a cost-efficient study design that uses inexpensive baseline ranking to select a more informative subset of individuals for full measurement. While RSS is well known to improve precision over simple random…

统计方法学 · 统计学 2025-12-30 Nabil Awan , Richard J. Chappell

Objective: Survival analysis is central to medical prediction, yet large language models (LLMs) are rarely used as end-to-end survival models because censoring prevents straightforward supervised fine-tuning. Here we present LLMSurvival, a…

人工智能 · 计算机科学 2026-05-26 Yishu Wei , Hexin Dong , Yi Lin , Jiahe Qian , Yi Liu , Yifan Peng

Averages of proper scoring rules are often used to rank probabilistic forecasts. In many cases, the individual terms in these averages are based on observations and forecasts from different distributions. We show that some of the most…

统计理论 · 数学 2022-03-29 David Bolin , Jonas Wallin

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…

We introduce the implicitly constrained least squares (ICLS) classifier, a novel semi-supervised version of the least squares classifier. This classifier minimizes the squared loss on the labeled data among the set of parameters implied by…

机器学习 · 统计学 2017-01-31 Jesse H. Krijthe , Marco Loog

Proper scoring rules are methods for encouraging honest assessment of probability distributions. Just like likelihood, a proper scoring rule can be applied to supply an unbiased estimating equation for any statistical model, and the theory…

统计理论 · 数学 2020-04-28 Philip Dawid , Monica Musio , Laura Ventura

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…

机器学习 · 统计学 2025-05-20 Christian Marius Lillelund , Shi-ang Qi , Russell Greiner

Probabilistic survival predictions from models trained with Maximum Likelihood Estimation (MLE) can have high, and sometimes unacceptably high variance. The field of meteorology, where the paradigm of maximizing sharpness subject to…

机器学习 · 计算机科学 2019-06-20 Anand Avati , Tony Duan , Sharon Zhou , Kenneth Jung , Nigam H. Shah , Andrew Ng

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…

机器学习 · 计算机科学 2024-11-14 Philipp Kopper , David Rügamer , Raphael Sonabend , Bernd Bischl , Andreas Bender

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,…

机器学习 · 统计学 2023-02-24 Alex Nowak-Vila , Kevin Elgui , Genevieve Robin

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…

统计方法学 · 统计学 2026-02-03 Julie Alberge , Tristan Haugomat , Gaël Varoquaux , Judith Abécassis

The evaluation of probabilistic forecasts plays a central role both in the interpretation and in the use of forecast systems and their development. Probabilistic scores (scoring rules) provide statistical measures to assess the quality of…

统计方法学 · 统计学 2020-12-24 Hailiang Du

We introduce a novel semi-supervised version of the least squares classifier. This implicitly constrained least squares (ICLS) classifier minimizes the squared loss on the labeled data among the set of parameters implied by all possible…

机器学习 · 统计学 2015-07-27 Jesse H. Krijthe , Marco Loog

Suicide prevention remains a critical public health challenge. While online platforms such as Reddit's r/SuicideWatch have historically provided spaces for individuals to express suicidal thoughts and seek community support, the advent of…

计算与语言 · 计算机科学 2025-05-21 Avinash Patil , Siru Tao , Amardeep Gedhu

When data are right-censored, i.e. some outcomes are missing due to a limited period of observation, survival analysis can compute the "time to event". Multiple classes of outcomes lead to a classification variant: predicting the most…

人工智能 · 计算机科学 2024-06-21 Julie Alberge , Vincent Maladière , Olivier Grisel , Judith Abécassis , Gaël Varoquaux

Many proper scoring rules such as the Brier and log scoring rules implicitly reward a probability forecaster relative to a uniform baseline distribution. Recent work has motivated weighted proper scoring rules, which have an additional…

统计理论 · 数学 2013-11-06 Peter G. M. Forbes
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