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Summary This paper introduces an assumption-lean method that constructs valid and efficient lower predictive bounds for survival times with censored data. We build on recent work by Candès et al. (2023), whose approach first subsets the data to discard any data points with early censoring times and then uses a reweighting technique, namely, weighted conformal inference (Tibshirani et al., 2019), to correct for the distribution shift introduced by this subsetting procedure. For our new method, instead of constraining to a fixed threshold for the censoring time when subsetting the data, we allow for a covariate-dependent and data-adaptive subsetting step, which is better able to capture the heterogeneity of the censoring mechanism. As a result, our method can lead to lower predictive bounds that are less conservative and give more accurate information. We show that in the Type-I right-censoring setting, if either the censoring mechanism or the conditional quantile of the survival time is well estimated, our proposed procedure achieves nearly exact marginal coverage, where in the latter case we additionally have approximate conditional coverage. We evaluate the validity and efficiency of our proposed algorithm in numerical experiments, illustrating its advantage when compared with other competing methods. Finally, our method is applied to a real dataset to generate lower predictive bounds for users’ active times on a mobile app.
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Accurately estimating correlations between demographic parameters: A comment on Deane et al. (2023)
Abstract Estimating correlations among demographic parameters is an important method in population ecology. A recent paper by Deane et al. (Ecology and Evolution13:e9847, 2023) attempted to explore the effects of different priors for covariance matrices on inference when using mark‐recovery data. Unfortunately, Deane et al. (2023) made a mistake when parameterizing some of their models. Rather than exploring the effects of different priors, they examined the effects of the use of incorrect equations on inference. In this manuscript, we clearly describe the mistake in Deane et al. (2023). We then demonstrate the use of an alternative and appropriate method and reach different conclusions regarding the effects of priors on inference. Consistent with other recent literature, informative inverse Wishart priors can lead to flawed inference, while vague priors on covariance matrix components have little impact when sample sizes are adequate.
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- Award ID(s):
- 2209765
- PAR ID:
- 10609080
- Publisher / Repository:
- Wiley
- Date Published:
- Journal Name:
- Ecology and Evolution
- Volume:
- 14
- Issue:
- 9
- ISSN:
- 2045-7758
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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- Free Publicly Accessible Full Text
-
Accepted Manuscript1.0
- Journal Article:
- https://doi.org/10.1002/ece3.70286
