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arXiv 2103.09763stat.MEstat.ML
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保形生存分析

Conformalized Survival Analysis

Emmanuel J. Candès, Lihua Lei, Zhimei Ren

AI总结:

本文提出基于保形预测的生存分析推断框架,可封装任意生存预测算法生成校准的协变量依赖生存时间下界,并在多种删失机制下证明其覆盖保证与双重稳健性。

摘要:

现有的生存分析技术严重依赖于较强的建模假设,因此容易出现模型设定错误。本文中,我们基于保形预测的思想开发了一种推断方法,该方法可以封装任意生存预测算法,以生成经过校准的、依赖于协变量的生存时间预测下界。在I型右删失情形下,当删失时间完全外生时,除了数据点独立同分布这一假设外,无需任何其他假设,预测下界即具有有限样本覆盖保证。在更一般的条件独立删失假设下,这些下界满足双重稳健性质,即:若删失机制或条件生存函数中任一项被良好估计,则边际覆盖近似得到保证。此外,我们证明了预测下界对于其他类型的删失仍然有效且具有信息量。我们在合成数据和来自UK Biobank的真实COVID-19数据上验证了该方法的有效性和效率。

英文摘要:

Existing survival analysis techniques heavily rely on strong modelling assumptions and are, therefore, prone to model misspecification errors. In this paper, we develop an inferential method based on ideas from conformal prediction, which can wrap around any survival prediction algorithm to produce calibrated, covariate-dependent lower predictive bounds on survival times. In the Type I right-censoring setting, when the censoring times are completely exogenous, the lower predictive bounds have guaranteed coverage in finite samples without any assumptions other than that of operating on independent and identically distributed data points. Under a more general conditionally independent censoring assumption, the bounds satisfy a doubly robust property which states the following: marginal coverage is approximately guaranteed if either the censoring mechanism or the conditional survival function is estimated well. Further, we demonstrate that the lower predictive bounds remain valid and informative for other types of censoring. The validity and efficiency of our procedure are demonstrated on synthetic data and real COVID-19 data from the UK Biobank.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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