mlsanityData to 7 Oct 2026

Proper Scoring Rules for Survival Analysis

arXiv 2305.00621 ↗First posted 1 May 2023stat.ME cs.LGcited by 9

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Abstract (arXiv)

Survival analysis is the problem of estimating probability distributions for future event times, which can be seen as a problem in uncertainty quantification. Although there are fundamental theories on strictly proper scoring rules for uncertainty quantification, little is known about those for survival analysis. In this paper, we investigate extensions of four major strictly proper scoring rules for survival analysis and we prove that these extensions are proper under certain conditions, which arise from the discretization of the estimation of probability distributions. We also compare the estimation performances of these extended scoring rules by using real datasets, and the extensions of the logarithmic score and the Brier score performed the best.

Key facts. Cited by 9 papers in the map (data through 7 Oct 2026). Builds on 14 of its 45 references that are in the map. First posted on arXiv 1 May 2023.

Builds on

14 of 45 references.

References · 14

  1. 2014Adam: A Method for Stochastic Optimizationcited by 36,960
  2. 2019Time-to-Event Prediction with Neural Networks and Cox Regressioncited by 173
  3. 2017Machine Learning for Survival Analysis: A Surveycited by 112
  4. 2019Continuous and Discrete-Time Survival Prediction with Neural Networkscited by 68
  5. 2022Pitfalls of Epistemic Uncertainty Quantification through Loss Minimisationcited by 65
  6. 2018Effective Ways to Build and Evaluate Individual Survival Distributionscited by 64
  7. 2018Deep Recurrent Survival Analysiscited by 61
  8. 2021Survival Regression with Proper Scoring Rules and Monotonic Neural Networkscited by 42
  9. 2018Countdown Regression: Sharp and Calibrated Survival Predictionscited by 30
  10. 2021X-CAL: Explicit Calibration for Survival Analysiscited by 30
  11. 2021Inverse-Weighted Survival Gamescited by 8
  12. 2018SAFE: A Neural Survival Analysis Model for Fraud Early Detectioncited by 7
2 more
  1. 2021Avoiding C-hacking when evaluating survival distribution predictions with discrimination measurescited by 7
  2. 2022Censored Quantile Regression Neural Networks for Distribution-Free Survival Analysiscited by 2

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Cited by year (2026 to 7 Oct)

Citing papers per year: 2024: 2; 2025: 5; 2026: 2.

9 papers.