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Tree-based methods are popular nonparametric tools in studying time-to-event outcomes. In this article, we introduce a novel framework for survival trees and ensembles, where the trees partition the dynamic survivor population and can handle time-dependent covariates. Using the idea of randomized tests, we develop generalized time-dependent Receiver Operating Characteristic (ROC) curves for evaluating the performance of survival trees. The tree-building algorithm is guided by decision-theoretic criteria based on ROC, targeting specifically for prediction accuracy. To address the instability issue of a single tree, we propose a novel ensemble procedure based on averaging martingale estimating equations, which is different from existing methods that average the predicted survival or cumulative hazard functions from individual trees. Extensive simulation studies are conducted to examine the performance of the proposed methods. We apply the methods to a study on AIDS for illustration.
The use of cumulative incidence functions for characterizing the risk of one type of event in the presence of others has become increasingly popular over the past decade. The problems of modeling, estimation and inference have been treated using para
Due to their accuracies, methods based on ensembles of regression trees are a popular approach for making predictions. Some common examples include Bayesian additive regression trees, boosting and random forests. This paper focuses on honest random f
In many binary classification applications such as disease diagnosis and spam detection, practitioners often face great needs to control type I errors (i.e., the conditional probability of misclassifying a class 0 observation as class 1) so that it r
In this paper, we consider a novel framework of positive-unlabeled data in which as positive data survival times are observed for subjects who have events during the observation time as positive data and as unlabeled data censoring times are observed
In this paper, we develop a family of bivariate beta distributions that encapsulate both positive and negative correlations, and which can be of general interest for Bayesian inference. We then invoke a use of these bivariate distributions in two con