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UID:391@isdm.umontpellier.fr
DTSTART;TZID=Europe/Paris:20250224T140000
DTEND;TZID=Europe/Paris:20250224T140000
DTSTAMP:20260828T114412Z
URL:https://isdm.umontpellier.fr/events/doubly-robust-and-efficient-calibr
 ation-of-prediction-sets-for-censored-time-to-event-outcomes-3/
SUMMARY:Doubly Robust and Efficient Calibration of Prediction Sets for Cens
 ored Time-to-Event Outcomes
DESCRIPTION:Online\n\nMachine Learning in Montpellier\, Theory &amp\; Pract
 ice\n\nOur objective is to construct well-calibrated prediction sets for a
  time-to-event outcome subject to right-censoring with guaranteed coverage
 . Our approach is inspired by modern conformal inference literature\, in t
 hat\, unlike classical frameworks\, we obviate the need for a well-specifi
 ed parametric or semi-parametric survival model to accomplish our goal. In
  contrast to existing conformal prediction methods for survival data\, whi
 ch restrict censoring to be of Type I\, whereby potential censoring times 
 are assumed to be fully observed on all units in both training and validat
 ion samples\, we consider the more common right-censoring setting in which
  either only the censoring time or only the event time of primary interest
  is directly observed\, whichever comes first. Under a standard conditiona
 l independence assumption between the potential survival and censoring tim
 es given covariates\, we propose and analyze two methods to construct vali
 d and efficient lower predictive bounds for the survival time of a future 
 observation. The proposed methods build upon modern semiparametric efficie
 ncy theory for censored data\, in that the first approach incorporates inv
 erse-probability-of-censoring weighting (IPCW)\, while the second approach
  is based on augmented-inverse-probability-of-censoring weighting (AIPCW).
  For both methods\, we formally establish asymptotic coverage guarantees\,
  and demonstrate both via theory and empirical experiments that AIPCW subs
 tantially improves efficiency over IPCW in the sense that its coverage err
 or bound is of second-order mixed bias type\, that is doubly robust\, and 
 therefore guaranteed to be asymptotically negligible relative to the cover
 age error of IPCW.\n\nMachine Learning in Montpellier\, Theory &amp\; Prac
 tice
ATTACH;FMTTYPE=image/jpeg:https://isdm.umontpellier.fr/wp-content/uploads/
 2026/06/ml-mtp-gC78d5.png
CATEGORIES:ML MTP
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