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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

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23466992 · Jun 202019922001200920172026
48 results for survival trees

Optimal survival trees ensemble reduces tree count and improves predictive performance.

problem Improving predictive performance in survival analysis.
method Grows a forest of optimal survival trees by ranking and selecting the best trees based on out-of-bag error.
result Reduces the number of trees in the ensemble while improving predictive performance.

Paper proposes a novel SVM method for creating survival trees.

problem Creating non-linear survival trees for right-censored data.
method L2-regularized dipole splitting criteria with kernel methods.
result Non-linear splits using polynomial and Gaussian kernels show similar predictive power but often smaller tree sizes.

The paper predicts survival functions using random survival trees and concordance maximization.

problem Predicting conditional survival functions in right-censored data.
method The approach combines regression strategies with random survival trees and maximizes concordance.
result The proposed weighted predictor outperforms the usual survival cobra in terms of concordance.

Credit scoring plays a vital role in the field of consumer finance. Survival analysis provides an advanced solution to the credit-scoring problem by quantifying the probability of survival time. In order to deal with highly heterogeneous industrial data collected in Chinese market of consumer finance, we propose a nonp…

2019-08-09abs ↗pdf ↗

Enhances interpretability of functional survival models.

problem Lack of interpretability in functional survival models limits practical use.
method Introduces novel methods to enhance interpretability of FST and explainability of FRSF.
result Proposed methods yield efficient, easy-to-understand decision trees.

Bayesian tree ensemble model for estimating treatment effects in high-dimensional survival data.

problem Estimating heterogeneous treatment effects in censored survival data with many covariates.
method Developed a Bayesian tree ensemble model with a horseshoe prior for adaptive shrinkage.
result Accurately estimates treatment effects in high-dimensional covariate spaces and non-linear functions.

MISTR improves HTE estimation in survival data with heavy censoring and instrumental variables.

problem Estimating HTE in survival data with censoring and unobserved confounders.
method MISTR uses recursively imputed survival trees to handle censoring and instrumental variables.
result MISTR outperforms existing methods under heavy censoring and instrumental variable settings.

This research adapts scoring rules for training survival models, improving predictive performance.

problem Training survival models with traditional methods struggles with censoring.
method Adapting scoring rules for survival analysis, creating a flexible framework for model training.
result Scoring rules can be successfully incorporated into model training, yielding competitive performance.

A weighted random survival forest is presented in the paper. It can be regarded as a modification of the random forest improving its performance. The main idea underlying the proposed model is to replace the standard procedure of averaging used for estimation of the random survival forest hazard function by weighted av…

2019-01-01abs ↗pdf ↗

Developed a flexible Bayesian g-formula for causal survival analysis with time-dependent confounding.

problem Estimating causal survival curves in longitudinal observational studies with time-varying treatments and confounding.
method Incorporated Bayesian Additive Regression Trees (BART) into the g-formula to model time-evolving generative components and mitigate bias due to model misspecification.
result Demonstrated improved empirical performance and practical utility of the proposed method through simulations and real-world data analysis.

A novel gradient-based method optimizes decision trees for complex tasks.

problem Training decision trees with arbitrary differentiable loss functions.
method Gradient-based optimization using first and second derivatives of loss functions.
result Improves accuracy and flexibility in decision tree optimization.

New algorithm broadens BART models applicability.

problem Limited applicability of Bayesian additive regression trees (BART) models due to conditional conjugacy.
method Introduces a reversible jump Markov chain Monte Carlo algorithm for generalized BART models.
result Extends BART models to arbitrary generalized BART models without conditional conjugacy.

Survival kernets scale deep kernel survival analysis to large datasets with interpretability and theoretical guarantees.

problem Scalable and interpretable deep kernel survival analysis for large datasets.
method Survival kernets use kernel netting for training set compression and XGBoost for warm-starting neural architecture search.
result Survival kernets achieve optimal time-dependent concordance index on various survival analysis datasets.

Tree-based model averaging improves CATE estimation from diverse sites.

problem Limited sample size and privacy concerns prevent accurate personalized treatment effect estimation.
method Tree-based model averaging approach to estimate CATEs from multiple heterogeneous sites.
result Improved accuracy in estimating conditional average treatment effects (CATEs) across sites.

SDPM models survival analysis without parametric assumptions, achieving competitive performance.

problem Estimating survival distributions from censored data with flexibility and accuracy.
method Generative model using denoising diffusion, avoiding parametric assumptions and discretization.
result SDPM achieves competitive predictive performance across various metrics.

Paper proposes a method to estimate confidence bands for survival random forests.

problem No statistically valid and computationally feasible approach for estimating confidence bands for survival random forests.
method Extending recent developments in infinite-order incomplete U-statistics, the paper proposes an unbiased confidence band estimation.
result The proposed method accurately estimates the confidence band and achieves desired coverage rate.

Study improves survival analysis for credit risk by accounting for data drift.

problem Survival analysis in credit risk assumes a stationary data-generating process, but real-world data drift affects model performance.
method Proposes a dynamic joint modelling framework integrating longitudinal behavioural markers and hazard formulations, combined with drift-adaptive techniques.
result Proposed model outperforms classical survival models and drift-adaptive learners in various data drift scenarios.

This work employs some techniques in order to filter random noise from the information provided by minimum spanning trees obtained from the correlation matrices of international stock market indices prior to and during times of crisis. The first technique establishes a threshold above which connections are considered a…

2011-09-03abs ↗pdf ↗

Study improves machine learning for estimating survival treatment effects.

problem Estimating heterogeneous survival treatment effects in observational data.
method Flexible machine learning methods in the counterfactual framework, including AFT-BART-NP.
result AFT-BART-NP consistently yields best performance in terms of bias, precision, and frequentist coverage.

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.

This article analyzes the problem of estimating the time until an event occurs, also known as survival modeling. We observe through substantial experiments on large real-world datasets and use-cases that populations are largely heterogeneous. Sub-populations have different mean and variance in their survival rates requ…

2019-05-09abs ↗pdf ↗

SurvivalBoost improves prediction of event times in competing risks scenarios.

problem Predicting event times in scenarios with multiple possible outcomes.
method Developed a strictly proper censoring-adjusted scoring rule for stochastic optimization of competing risks.
result SurvivalBoost outperforms 12 state-of-the-art models across various metrics.

Survival analysis models predict loan write-off risk under IFRS 9.

problem Estimating loan write-off probabilities in credit risk modeling.
method Discrete-time hazard model and conditional inference survival tree compared to cross-sectional logistic regression.
result Discrete-time hazard model outperforms other two-stage LGD-models.

A new machine learning framework simplifies survival analysis.

problem Survival analysis challenges including censoring, truncation, and multiple events.
method Data augmentation to standard Poisson regression, using various machine learning algorithms.
result General machine learning methods can be applied to time-to-event analysis without specific assumptions.

Proposes a new Q-learning method for survival outcomes in clinical trials.

problem Incomplete follow-up data and nonlinear covariate effects in clinical trials.
method Combines Buckley-James boosting with flexible base learners for estimating optimal treatment regimes.
result Improves treatment decision accuracy and stability in longitudinal clinical trials.

Study uses machine learning and survival analysis to predict CKD progression.

problem Early detection and management of CKD to reduce ESRD risk.
method Combines machine learning and classical statistical models to identify novel CKD progression predictors.
result Deep learning models outperform other methods in predicting CKD progression.

DynForest predicts event probabilities from longitudinal data, handling endogenous predictors.

problem Predicting individual risk using longitudinal patient history.
method Random survival forests with time-fixed features from longitudinal predictors.
result DynForest provides accurate individual event probability predictions.

Gradient boosted trees outperform other models in predicting corporate bankruptcy.

problem Predicting financial distress of publicly traded U.S. firms.
method Benchmarked various machine learning models using a comprehensive sample of bankruptcies.
result Gradient boosted trees outperform other models in one-year-ahead forecasts.

Study predicts heart failure patient survival using stacked ensemble ML.

problem Predicting survival of heart failure patients.
method Collect and analyze patient data, apply SMOTE, use K-Means, Fuzzy C-Means clustering, Random Forest, XGBoost, Decision Tree, and propose a stacked ensemble model.
result Supervised ML algorithms outperform unsupervised models, achieving high accuracy and F1 score.

A new method boosts survival analysis by stratifying patients and removing noise covariates.

problem Weak detection of treatment differences in randomized clinical trials due to patient heterogeneity.
method 5-Step Stratified Testing and Amalgamation Routine (5-STAR) using elastic net Cox regression and conditional inference trees.
result The 5-STAR routine significantly improves power in detecting treatment effects compared to traditional methods.

Random forest (Leo Breiman 2001a) (RF) is a non-parametric statistical method requiring no distributional assumptions on covariate relation to the response. RF is a robust, nonlinear technique that optimizes predictive accuracy by fitting an ensemble of trees to stabilize model estimates. Random survival forests (RSF) …

2016-12-28abs ↗pdf ↗

FREEtree improves tree-based methods for correlated longitudinal data.

problem Poor performance of Random Forests in high dimensional longitudinal data with correlated features.
method FREEtree uses a piecewise random effects model and clustering with WGCNA to select features and maintain interpretability.
result FREEtree outperforms other tree-based methods in prediction and feature selection accuracy.

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.