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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…

统计方法学 · 统计学 2018-06-22 Yan Yuan , Qian M. Zhou , Bingying Li , Hengrui Cai , Eric J. Chow , Gregory T. Armstrong

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

The classical paradigm of scoring rules is to discriminate between two different forecasts by comparing them with observations. The probability distribution of the observed record is assumed to be perfect as a verification benchmark. In…

统计方法学 · 统计学 2021-08-06 Julie Bessac , Philippe Naveau

Ecological forecasts are model-based statements about currently unknown ecosystem states in time or space. For a model forecast to be useful to inform decision makers, model validation and verification determine adequateness. The measure of…

We propose a restricted win probability estimand for comparing treatments in a randomized trial with a time-to-event outcome. We also propose Bayesian estimators for this summary measure as well as the unrestricted win probability. Bayesian…

统计方法学 · 统计学 2024-11-06 Michelle Leeberg , Xianghua Luo , Thomas A. Murray

Typically, point forecasting methods are compared and assessed by means of an error measure or scoring function, such as the absolute error or the squared error. The individual scores are then averaged over forecast cases, to result in a…

统计理论 · 数学 2010-03-09 Tilmann Gneiting

Performative predictions are forecasts which influence the outcomes they aim to predict, undermining the existence of correct forecasts and standard methods of elicitation and estimation. We show that conditioning forecasts on covariates…

统计理论 · 数学 2025-10-27 Philip Boeken , Onno Zoeter , Joris M. Mooij

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…

Estimating risks or survival probabilities conditional on individual characteristics based on censored time-to-event data is a commonly faced task. This may be for the purpose of developing a prediction model or may be part of a wider…

统计方法学 · 统计学 2026-02-20 Ruth H. Keogh , Karla Diaz-Ordaz , Nan van Geloven , Jon Michael Gran , Kamaryn T. Tanner

Scoring rules measure the deviation between a probabilistic forecast and reality. Strictly proper scoring rules have the property that for any forecast, the mathematical expectation of the score of a forecast p by the lights of p is…

概率论 · 数学 2022-09-28 Alexander R. Pruss

The restricted mean survival time (RMST) is a widely used quantity in survival analysis due to its straightforward interpretation. For instance, predicting the time to event based on patient attributes is of great interest when analyzing…

统计理论 · 数学 2025-03-11 Ariane Cwiling , Vittorio Perduca , Olivier Bouaziz

In prevalent cohort studies with follow-up, the time-to-event outcome is subject to left truncation leading to selection bias. For estimation of the distribution of time-to-event, conventional methods adjusting for left truncation tend to…

统计方法学 · 统计学 2025-12-29 Yuyao Wang , Andrew Ying , Ronghui Xu

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…

统计方法学 · 统计学 2012-10-26 Paul Blanche , Aurélien Latouche , Vivian Viallon

Time-to-event endpoints are central to evaluate treatment efficacy across many disease areas. Many trial protocols include interim analyses within group-sequential designs that control type I error via spending functions or boundary…

统计方法学 · 统计学 2026-01-19 Edoardo Ratti , Federico L. Perlino , Stefania Galimberti , Maria G. Valsecchi

This paper describes prediction methods for the number of future events from a population of units associated with an on-going time-to-event process. Examples include the prediction of warranty returns and the prediction of the number of…

统计方法学 · 统计学 2020-08-10 Qinglong Tian , Fanqi Meng , Daniel J. Nordman , William Q. Meeker

Probability forecasts for binary events play a central role in many applications. Their quality is commonly assessed with proper scoring rules, which assign forecasts a numerical score such that a correct forecast achieves a minimal…

统计方法学 · 统计学 2022-07-04 Alexander Henzi , Johanna F. Ziegel

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…

统计方法学 · 统计学 2026-04-28 Hongxiang Qiu , Marco Carone , Alex Luedtke , Peter B. Gilbert

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…

机器学习 · 计算机科学 2025-08-08 Vincent Jeanselme , Brian Tom , Jessica Barrett

Leveraging external or historical data to improve the efficiency of randomized clinical trials without introducing bias or inflating the Type I error rate remains challenging. Recent work on externally trained prognostic scores, such as…

统计方法学 · 统计学 2026-05-28 Junyi Zhou , Qing Liu , May Mo , Amy Xia

Forecasts for uncertain future events should be probabilistic. Probabilistic forecasts are commonly issued as prediction intervals, which provide a measure of uncertainty in the unknown outcome whilst being easier to understand and…

统计方法学 · 统计学 2025-08-26 Sam Allen , Julia Burnello , Johanna Ziegel