no code implementations • 27 Jul 2021 • Guillaume Ausset, Tom Ciffreo, Francois Portier, Stephan Clémençon, Timothée Papin
Survival analysis, or time-to-event modelling, is a classical statistical problem that has garnered a lot of interest for its practical use in epidemiology, demographics or actuarial sciences.
no code implementations • 26 Jun 2020 • Guillaume Ausset, Stephan Clémençon, François Portier
Motivated by a wide variety of applications, ranging from stochastic optimization to dimension reduction through variable selection, the problem of estimating gradients accurately is of crucial importance in statistics and learning theory.
no code implementations • 5 Jun 2019 • Guillaume Ausset, Stéphan Clémençon, François Portier
As ignoring censorship in the risk computation may clearly lead to a severe underestimation of the target duration and jeopardize prediction, we propose to consider a plug-in estimate of the true risk based on a Kaplan-Meier estimator of the conditional survival function of the censorship $C$ given $X$, referred to as Kaplan-Meier risk, in order to perform empirical risk minimization.