# Predicting Times to Event Based on Vine Copula Models

arXiv: https://arxiv.org/abs/2111.07179 · HTML: https://mlsanity.com/paper/2111.07179/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 13 Nov 2021.

## Built on by (most cited first, 1 of 1)

- [Copula Entropy based Variable Selection for Survival Analysis](https://mlsanity.com/paper/2209.01561/) (2022)

## Abstract (arXiv)

In statistics, time-to-event analysis methods traditionally focus on the estimation of hazards. In recent years, machine learning methods have been proposed to directly predict the event times. We propose a method based on vine copula models to make point and interval predictions for a right-censored response variable given mixed discrete-continuous explanatory variables. Extensive experiments on simulated and real datasets show that our proposed vine copula approach provides a decent approximation to other time-to-event analysis models including Cox proportional hazards and Accelerate Failure Time models. When the Cox proportional hazards or Accelerate Failure Time assumptions do not hold, predictions based on vine copulas can significantly outperform other models, depending on the shape of the conditional quantile functions. This shows the flexibility of our proposed vine copula approach for general time-to-event datasets.