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May, 2023
生存分析的适当评分规则
Proper Scoring Rules for Survival Analysis
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Hiroki Yanagisawa
TL;DR
本篇论文研究了四种主要的适用于生存分析中的严格得分规则推广,并且证明了这些扩展在离散化条件下是适当的,并通过真实数据集比较了这些扩展得分规则的估计性能,发现对数分值和布赖尔分值的扩展效果最好。
Abstract
survival analysis
is the problem of estimating probability distributions for future event times, which can be seen as a problem in uncertainty quantification. Although there are fundamental theories on strictly proper
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