Doubly Robust Conformalized Survival Analysis with Right-Censored Data

• URL: http://arxiv.org/abs/2412.09729v2
• Date: Fri, 23 May 2025 17:51:32 GMT
• Title: Doubly Robust Conformalized Survival Analysis with Right-Censored Data
• Authors: Matteo Sesia, Vladimir Svetnik,
• Abstract summary: We present a conformal inference method for constructing lower prediction bounds for survival times from right-censored data.<n>The proposed method imputes unobserved censoring times using a machine learning model, and then analyzes the imputed data via weighted conformal inference.
• Score: 7.865172920957456
• License: http://creativecommons.org/licenses/by-nc-nd/4.0/
• Abstract: We present a conformal inference method for constructing lower prediction bounds for survival times from right-censored data, extending recent approaches designed for more restrictive type-I censoring scenarios. The proposed method imputes unobserved censoring times using a machine learning model, and then analyzes the imputed data using a survival model calibrated via weighted conformal inference. This approach is theoretically supported by an asymptotic double robustness property. Empirical studies on simulated and real data demonstrate that our method leads to relatively informative predictive inferences and is especially robust in challenging settings where the survival model may be inaccurate.

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