arXiv:2606. 06393v1 Announce Type: new Abstract: Proper scoring rules provide a rigorous theoretical basis for the training and evaluation of probabilistic forecasts.
By Jef Jonkers, Glenn Van Wallendael, Luc Duchateau, Sofie Van Hoecke
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.
By John Zobolas, Raphael Sonabend, Riccardo De Bin, Johannes Piller, Philipp Kopper, Lukas Burk, Andreas Bender
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:2606. 03689v1 Announce Type: cross Abstract: Survival Analysis (SA) is a statistical framework that models the time span until some event of interest occurs.
By Mariana Vargas Vieyra
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.
By Wei Miao, Jad Beyhum, Jonas Striaukas, Ingrid Van Keilegom
arXiv:2509. 22352v3 Announce Type: replace Abstract: Survival analysis is a cornerstone of clinical research by modeling time-to-event outcomes such as metastasis, disease relapse, or patient death.
By Marie Brockschmidt, Maresa Schr\"oder, Stefan Feuerriegel