论文标题

与自适应截止

Conformalized survival analysis with adaptive cutoffs

论文作者

Gui, Yu, Hore, Rohan, Ren, Zhimei, Barber, Rina Foygel

论文摘要

本文介绍了一种假设的leean方法,该方法通过审查数据构建有效有效的较低预测界(LPB),用于生存时间。我们以Candès等人的最新作品为基础。 (2021),其方法首先用数据删除任何数据点以早期审查时间丢弃任何数据点,然后使用重新加权技术(即加权保形推理(Tibshirani et al。,2019))以纠正该子集程序引入的分配变化。 对于我们的新方法,我们允许一个依赖于协变量和数据自适应的子集步骤来审查数据时的固定阈值,这可以更好地捕获审查机制的异质性。结果,我们的方法可以导致LPB不那么保守并提供更准确的信息。我们表明,在I型右审查设置中,如果估算了一个审查机制或有条件的生存时间分位数,则我们提出的程序可实现几乎确切的边际覆盖范围,在后一种情况下,我们还具有近似条件覆盖率。我们评估了我们在数值实验中提出的算法的有效性和效率,与其他竞争方法相比,它的优势说明了其优势。最后,我们的方法应用于真实数据集,以生成用于移动应用程序上用户活动时间的LPB。

This paper introduces an assumption-lean method that constructs valid and efficient lower predictive bounds (LPBs) for survival times with censored data. We build on recent work by Candès et al. (2021), whose approach first subsets the data to discard any data points with early censoring times, and then uses a reweighting technique (namely, weighted conformal inference (Tibshirani et al., 2019)) to correct for the distribution shift introduced by this subsetting procedure. For our new method, instead of constraining to a fixed threshold for the censoring time when subsetting the data, we allow for a covariate-dependent and data-adaptive subsetting step, which is better able to capture the heterogeneity of the censoring mechanism. As a result, our method can lead to LPBs that are less conservative and give more accurate information. We show that in the Type I right-censoring setting, if either of the censoring mechanism or the conditional quantile of survival time is well estimated, our proposed procedure achieves nearly exact marginal coverage, where in the latter case we additionally have approximate conditional coverage. We evaluate the validity and efficiency of our proposed algorithm in numerical experiments, illustrating its advantage when compared with other competing methods. Finally, our method is applied to a real dataset to generate LPBs for users' active times on a mobile app.

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