The paper introduces a high‑dimensional censored MIDAS logistic regression for forecasting corporate distress, addressing right censoring, high‑dimensional mixed‑frequency predictors, and mixed‑frequency data. It uses inverse probability weighting for censoring, a sparse‑group penalty for estimation, and develops a de‑sparsified estimator with asymptotic theory that accounts for censoring and heavy tails. The method is validated via Monte Carlo simulations and applied to Chinese‑listed firms, with implementation available in the R package Survivalml.
arXiv:2606. 06393v1 Announce Type: new Abstract: Proper scoring rules provide a rigorous theoretical basis for the training and evaluation of probabilistic forecasts.
Proper scoring rules provide a rigorous theoretical basis for the training and evaluation of probabilistic forecasts. However, in the presence of right censoring, the event time is only partially observed, rendering conventional scoring rules inapplicable in their standard form.
arXiv:2502. 19460v4 Announce Type: replace-cross Abstract: Dependent censoring occurs when the event time and censoring time are not conditionally independent given the observed covariates.
arXiv:2606. 03689v1 Announce Type: cross Abstract: Survival Analysis (SA) is a statistical framework that models the time span until some event of interest occurs.
arXiv:2512.10570v3 Announce Type: replace-cross Abstract: Flexible survival prediction does not by itself ensure valid inference for covariate effects or subject-specific survival probabilities. We d...
The paper investigates efficient learning of survival analysis models when data are subject to outcome‑dependent truncation and right‑censoring. It shows that Cox regression can be trained with first‑order methods when the baseline hazard is known, but joint estimation of the baseline hazard introduces non‑convexity and local minima. Experiments on four datasets demonstrate that accounting for truncation reduces bias, works with neural networks, and yields orders‑of‑magnitude speedups over expectation‑maximization.
arXiv:2212. 05260v4 Announce Type: replace-cross Abstract: Proper scoring rules encourage probabilistic predictions that match the true underlying distribution and are central to model evaluation, with increasing relevance in automated workflows such as AutoML.
The paper investigates efficient learning of survival analysis models when data are subject to outcome-dependent truncation and right-censoring. It demonstrates that Cox regression can be trained with first‑order optimization when the baseline hazard is known, but joint learning of the baseline hazard introduces strict suboptimal local minima. Experiments on four datasets show that accounting for truncation reduces prediction bias and yields orders‑of‑magnitude speedups over expectation maximization.
arXiv:2510. 04421v3 Announce Type: replace-cross Abstract: Survival analysis provides statistical methods to model the time until an event occurs.
arXiv:2606. 04564v1 Announce Type: new Abstract: Tabular foundation models (TFMs) have made rapid progress in standard classification and regression, but time-to-event survival prediction tasks have remained largely untouched.
arXiv:2608. 16864v1 Announce Type: cross Abstract: In survival analysis the way covariates act on the risk of an event often differs between early and late failure times, yet hazard- and mean-based summaries collapse this variation into a single number.
The paper introduces Proximal Survival Bridge learning (PSB), a flexible doubly robust framework for estimating causal effects on right‑censored time‑to‑event outcomes under unmeasured confounding. PSB builds on proximal causal inference to produce outcome‑bridge, treatment‑bridge, and doubly robust estimators, and offers two flexible bridge learners: PSB‑K, a kernel estimator with low‑rank time decomposition, and PSB‑N, a neural estimator trained with a projected maximum‑moment‑restriction loss. Experiments on a standard SEM benchmark, a proximal semi‑synthetic ACTG study, and the real‑world Framingham study show PSB‑K excels on SEM and ACTG data, while PSB‑N provides greater stability on Framingham, with additional analyses demonstrating robustness to proxy quality and censoring levels.