Research
On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

Trend · papers per month

2795588361,115 · Jun 202019922001200920172026
48 results for Right-Censored Data

The paper proposes a neural network model for estimating conditional mixture Weibull distributions with right-censored data.

problem Survival analysis with right-censored data in predictive maintenance and health fields.
method A neural network architecture is developed to estimate two-parameter Weibull distributions conditionally to features, extending to a finite mixture of Weibull distributions.
result The model outperforms state-of-the-art methods on real-world datasets and can consider any survival time horizon.

Research uses deep learning and copulas to predict multivariate survival data.

problem Handling right-censored and correlated multivariate survival data.
method Integrates deep learning, copula functions, and survival analysis. Uses copula-based activation functions to model nonlinear dependencies.
result Enhanced prediction accuracy for multivariate survival responses.

Paper estimates spectral risk measures for insurance data with truncated and censored data.

problem Estimating spectral risk measures for insurance data with left truncation and right censoring.
method Proposes a non-parametric estimator using product limit estimator and establishes asymptotic normality.
result Proposed estimator outperforms existing methods for small k and small sample sizes.

The paper benchmarks OS with RCTs, accounting for right-censoring.

problem Benchmarking observational studies with experimental data under censoring.
method Two cases: independent and dependent censoring. Censoring-doubly-robust signal for CATE.
result Effectiveness of censoring-aware tests verified via experiments and real data.

We develop a unified approach for classification and regression support vector machines for data subject to right censoring. We provide finite sample bounds on the generalization error of the algorithm, prove risk consistency for a wide class of probability measures, and study the associated learning rates. We apply th…

2012-02-23abs ↗pdf ↗

New method estimates treatment effects over time for survival data, improving accuracy and smoothness.

problem Estimating treatment effects over time for survival data with left truncation and right censoring.
method surv-iTMLE, a targeted learning procedure for estimating conditional survival probabilities.
result surv-iTMLE outperforms existing methods in bias and smoothness of time-varying effect estimates.

Study improves risk evaluation timing with right-censored reporting delays.

problem Improving risk evaluation under short observation windows due to administrative censoring.
method Jointly models parametric hazards for event and reporting processes, uses Monte Carlo expectation-maximization algorithm, and proposes transfer-learning procedure.
result Improves accuracy of timely risk evaluation under administrative censoring.

New method for accurate uncertainty estimation in deep learning predictions.

problem Insufficient methods for assessing prediction uncertainty in deep learning.
method Valid non-parametric bootstrap method for deep neural networks.
result Accurate confidence intervals and simultaneous confidence bands for survival data.

Bayesian optimization (BO) aims to minimize a given blackbox function using a model that is updated whenever new evidence about the function becomes available. Here, we address the problem of BO under partially right-censored response data, where in some evaluations we only obtain a lower bound on the function value. T…

2013-10-07abs ↗pdf ↗

We introduce a general non-parametric independence test between right-censored survival times and covariates, which may be multivariate. Our test statistic has a dual interpretation, first in terms of the supremum of a potentially infinite collection of weight-indexed log-rank tests, with weight functions belonging to …

2019-12-08abs ↗pdf ↗

Study benchmarks 19 survival models on 34 datasets, finding Cox model still best.

problem Quantitative comparison of survival models on low-dimensional data.
method Comprehensive benchmarking of 19 models on 34 datasets, tuning and evaluating using 6 metrics.
result Cox Proportional Hazards model remains best overall for low-dimensional, right-censored data.

New method for discrete-time survival analysis with competing risks.

problem Discrete failure time data in survival analysis.
method Proposes a new estimation procedure for discrete-time survival analysis with competing events.
result Offers advantages over existing procedures and integrates regularized regression methods.

A new method prices time-to-event cash flows using survival analysis.

problem Pricing insurance investment portfolios with time-to-event cash flows.
method Discrete-time survival analysis framework, hazard rate estimators, asymptotic multivariate normality.
result Pricing model yields estimates closer to actual cash flows than non-random models.

Develops a neural model to predict event occurrence and timing.

problem Standard event time models ignore the distinction between event occurrence probability and predicted time.
method Introduces a conditional event time model using a neural network with a binary stochastic layer.
result Shows superior event occurrence and timing predictions on various datasets.

New method estimates optimal personalized treatment rules from mixed data sources.

problem Combining RCT and observational data for personalized treatment rules.
method Doubly robust estimator for value function, maximizing within pre-specified ITR class.
result Consistent and asymptotically normal optimal value estimator with N1/3N^{-1/3} rate of convergence.

Develops adaptive framework for estimating survival effects with censoring.

problem Estimating causal effects in survival data with censoring.
method Derives semiparametric efficiency bound, proposes efficiency-optimal allocation policy, and develops Adaptive Survival Estimator (ASE).
result ASE achieves asymptotic normality via martingale central limit theorem and demonstrates efficiency gains over uniform randomization.

Enhances survival analysis by separating population behavior from individual dynamics.

problem Improving the training and inference of survival analysis models for sparsely occurring events.
method Decouples survival analysis into an aggregated baseline hazard and independent survival scores.
result Achieves competitive performance and robust results without fine-tuning.

Develops a TL framework for estimating RMST difference in clinical trials.

problem Estimating RMST difference in clinical trials with time-to-event outcomes.
method Targeted learning (TL) framework using pseudo-observations and copy reference (CR) approach for sensitivity analysis.
result Demonstrated the effectiveness of the TL framework using real data.

Efficient oblique RSF method improves prediction and interpretability.

problem Limited computational efficiency and difficulty in interpreting oblique RSF ensembles.
method Newton-Raphson scoring for computational efficiency and negation importance for variable importance estimation.
result The method reduces computational overhead by 450 times and improves prediction accuracy.

We consider the classic supervised learning problem, where a continuous non-negative random label YY (i.e. a random duration) is to be predicted based upon observing a random vector XX valued in Rd\mathbb{R}^d with d1d\geq 1 by means of a regression rule with minimum least square error. In various applications, rangi…

2019-06-05abs ↗pdf ↗

DSL estimates heterogeneous treatment effects over time in survival settings.

problem Complicated by right censoring and time-varying treatment effects.
method Deep survival learner (DSL) for estimating CATEs over a clinically relevant time spectrum.
result DSL reveals heterogeneity in perioperative chemotherapy effects over time.

New estimator for survival function with missing not at random censoring indicators.

problem Estimating survival function with missing not at random censoring indicators.
method Proposes a new estimator based on a conditional copula model for the missingness mechanism.
result Provides a new method for estimating conditional survival function with MNAR censoring indicators.

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 calibration is popular, has addressed this problem by using scoring rules beyond MLE, s…

2018-06-21abs ↗pdf ↗

Application of discrete-time survival methods for continuous-time survival prediction is considered. For this purpose, a scheme for discretization of continuous-time data is proposed by considering the quantiles of the estimated event-time distribution, and, for smaller data sets, it is found to be preferable over the …

2019-10-15abs ↗pdf ↗

Paper proposes a new metric to evaluate survival models, especially for censored data.

problem Challenges in evaluating survival prediction models due to censored data.
method Developed a novel approach to estimate Mean Absolute Error (MAE) for survival datasets with censored data.
result The proposed MAE metric using pseudo-observations accurately ranks model performance and closely matches true MAE.

The Brier score is commonly used for evaluating probability predictions. In survival analysis, with right-censored observations of the event times, this score can be weighted by the inverse probability of censoring (IPCW) to retain its original interpretation. It is common practice to estimate the censoring distributio…

2019-12-18abs ↗pdf ↗