Random survival forests for dynamic predictions of a time-to-event outcome using a longitudinal biomarker

KL Pickett, K Suresh, KR Campbell, S Davis… - BMC medical research …, 2021 - Springer
Background Risk prediction models for time-to-event outcomes play a vital role in
personalized decision-making. A patient's biomarker values, such as medical lab results, are …

Ensemble methods for survival function estimation with time-varying covariates

W Yao, H Frydman, D Larocque… - Statistical Methods in …, 2022 - journals.sagepub.com
Survival data with time-varying covariates are common in practice. If relevant, they can
improve on the estimation of a survival function. However, the traditional survival forests …

JointLIME: An interpretation method for machine learning survival models with endogenous time‐varying covariates in credit scoring

Y Chen, R Calabrese, B Martin‐Barragan - Risk Analysis, 2024 - Wiley Online Library
In this work, we introduce JointLIME, a novel interpretation method for explaining black‐box
survival (BBS) models with endogenous time‐varying covariates (TVCs). Existing …

Time-penalised trees (TpT): introducing a new tree-based data mining algorithm for time-varying covariates

M Valla - Annals of Mathematics and Artificial Intelligence, 2024 - Springer
This article introduces a new decision tree algorithm that accounts for time-varying
covariates in the decision-making process. Traditional decision tree algorithms assume that …

[HTML][HTML] A Longitudinal Tree-Based Framework for Lapse Management in Life Insurance

M Valla - Analytics, 2024 - mdpi.com
Developing an informed lapse management strategy (LMS) is critical for life insurers to
improve profitability and gain insight into the risk of their global portfolio. Prior research in …

Modeling Postoperative Mortality in Older Patients by Boosting Discrete-Time Competing Risks Models

M Berger, A Kowark, R Rossaint, M Coburn… - Journal of the …, 2023 - Taylor & Francis
Elderly patients are at a high risk of suffering from postoperative death. Personalized
strategies to improve their recovery after intervention are therefore urgently needed. A …

A longitudinal framework for lapse management in life insurance

M Valla - 2023 - hal.science
Developing an informed lapse management strategy (LMS) is critical for life insurers to
improve their profitability, and gain insight into the risk of their global portfolio. When …

Flexible tree-structured regression models for discrete event times

N Spuck, M Schmid, N Heim, U Klarmann-Schulz… - Statistics and …, 2023 - Springer
Discrete hazard models are widely applied for the analysis of time-to-event outcomes that
are intrinsically discrete or grouped versions of continuous event times. Commonly, one …

Model-based recursive partitioning for discrete event times

C Huber, M Schmid, T Friede - arXiv preprint arXiv:2209.06592, 2022 - arxiv.org
Model-based recursive partitioning (MOB) is a semi-parametric statistical approach allowing
the identification of subgroups that can be combined with a broad range of outcome …

Random survival forests for the analysis of recurrent events for right-censored data, with or without a terminal event

J Murris, O Bouaziz, M Jakubczak, S Katsahian… - 2024 - hal.science
Random survival forests (RSF) have emerged as valuable tools in medical research. They
have shown their utility in modelling complex relationships between predictors and survival …