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1. Inverse-Weighted Survival Games

   Han, Xintian; Goldstein, Mark; Puli, Aahlad; Wies, Thomas; Perotte, Adler; Ranganath, Rajesh (January 2021, Advances in neural information processing systems)

   Deep models trained through maximum likelihood have achieved state-of-the-art results for survival analysis. Despite this training scheme, practitioners evaluate models under other criteria, such as binary classification losses at a chosen set of time horizons, e.g. Brier score (BS) and Bernoulli log likelihood (BLL). Models trained with maximum likelihood may have poor BS or BLL since maximum likelihood does not directly optimize these criteria. Directly optimizing criteria like BS requires inverse-weighting by the censoring distribution. However, estimating the censoring model under these metrics requires inverse-weighting by the failure distribution. The objective for each model requires the other, but neither are known. To resolve this dilemma, we introduce Inverse-Weighted Survival Games. In these games, objectives for each model are built from re-weighted estimates featuring the other model, where the latter is held fixed during training. When the loss is proper, we show that the games always have the true failure and censoring distributions as a stationary point. This means models in the game do not leave the correct distributions once reached. We construct one case where this stationary point is unique. We show that these games optimize BS on simulations and then apply these principles on real world cancer and critically-ill patient data. 

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2. Inverse-Weighted Survival Games

   Han, Xintian; Goldstein, Mark; Puli, Aahlad Manas; Wies, Thomas; Perotte, Adler J.; Ranganath, Rajesh (December 2021, Thirty-Fifth Conference on Neural Information Processing Systems, NeurIPS 2021)

   Deep models trained through maximum likelihood have achieved state-of-the-art results for survival analysis. Despite this training scheme, practitioners evaluate models under other criteria, such as binary classification losses at a chosen set of time horizons, e.g. Brier score (BS) and Bernoulli log likelihood (BLL). Models trained with maximum likelihood may have poor BS or BLL since maximum likelihood does not directly optimize these criteria. Directly optimizing criteria like BS requires inverse-weighting by the censoring distribution. However, estimating the censoring model under these metrics requires inverse-weighting by the failure distribution. The objective for each model requires the other, but neither are known. To resolve this dilemma, we introduce Inverse-Weighted Survival Games. In these games, objectives for each model are built from re-weighted estimates featuring the other model, where the latter is held fixed during training. When the loss is proper, we show that the games always have the true failure and censoring distributions as a stationary point. This means models in the game do not leave the correct distributions once reached. We construct one case where this stationary point is unique. We show that these games optimize BS on simulations and then apply these principles on real world cancer and critically-ill patient data. Supplementary Material: pdf 

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3. Semiparametric regression analysis of partly interval‐censored failure time data with application to an AIDS clinical trial

   https://doi.org/10.1002/sim.9035  

   Zhou, Qingning; Sun, Yanqing; Gilbert, Peter B. (May 2021, Statistics in Medicine)

   Failure time data subject to various types of censoring commonly arise in epidemiological and biomedical studies. Motivated by an AIDS clinical trial, we consider regression analysis of failure time data that include exact and left‐, interval‐, and/or right‐censored observations, which are often referred to as partly interval‐censored failure time data. We study the effects of potentially time‐dependent covariates on partly interval‐censored failure time via a class of semiparametric transformation models that includes the widely used proportional hazards model and the proportional odds model as special cases. We propose an EM algorithm for the nonparametric maximum likelihood estimation and show that it unifies some existing approaches developed for traditional right‐censored data or purely interval‐censored data. In particular, the proposed method reduces to the partial likelihood approach in the case of right‐censored data under the proportional hazards model. We establish that the resulting estimator is consistent and asymptotically normal. In addition, we investigate the proposed method via simulation studies and apply it to the motivating AIDS clinical trial. 

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4. Two-stage pseudo maximum likelihood estimation of semiparametric copula-based regression models for semi-competing risks data

   https://doi.org/10.1007/s10985-024-09640-z  

   Arachchige, Sakie J; Chen, Xinyuan; Zhou, Qian M (January 2025, Lifetime Data Analysis)

   We propose a two-stage estimation procedure for a copula-based model with semi-competing risks data, where the non-terminal event is subject to dependent censoring by the terminal event, and both events are subject to independent censoring. With a copula-based model, the marginal survival functions of individual event times are specified by semiparametric transformation models, and the dependence between the bivariate event times is specified by a parametric copula function. For the estimation procedure, in the first stage, the parameters associated with the marginal of the terminal event are estimated using only the corresponding observed outcomes, and in the second stage, the marginal parameters for the non-terminal event time and the copula parameter are estimated together via maximizing a pseudo-likelihood function based on the joint distribution of the bivariate event times. We derived the asymptotic properties of the proposed estimator and provided an analytic variance estimator for inference. Through simulation studies, we showed that our approach leads to consistent estimates with less computational cost and more robustness than the one-stage procedure developed in Chen (2012), where all parameters were estimated simultaneously. In addition, our approach demonstrates more desirable finite-sample performances over another existing two-stage estimation method proposed in Zhu et al. (2021). An R package PMLE4SCR is developed to implement our proposed method. 

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5. Semiparametric estimation of structural failure time models in continuous-time processes

   https://doi.org/10.1093/biomet/asz057  

   Yang, S; Pieper, K; Cools, F (October 2019, Biometrika)

   Summary Structural failure time models are causal models for estimating the effect of time-varying treatments on a survival outcome. G-estimation and artificial censoring have been proposed for estimating the model parameters in the presence of time-dependent confounding and administrative censoring. However, most existing methods require manually pre-processing data into regularly spaced data, which may invalidate the subsequent causal analysis. Moreover, the computation and inference are challenging due to the nonsmoothness of artificial censoring. We propose a class of continuous-time structural failure time models that respects the continuous-time nature of the underlying data processes. Under a martingale condition of no unmeasured confounding, we show that the model parameters are identifiable from a potentially infinite number of estimating equations. Using the semiparametric efficiency theory, we derive the first semiparametric doubly robust estimators, which are consistent if the model for the treatment process or the failure time model, but not necessarily both, is correctly specified. Moreover, we propose using inverse probability of censoring weighting to deal with dependent censoring. In contrast to artificial censoring, our weighting strategy does not introduce nonsmoothness in estimation and ensures that resampling methods can be used for inference. 

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