Cross-validation and Peeling Strategies for Survival Bump Hunting using Recursive Peeling Methods.

ABSTRACT: We introduce a framework to build a survival/risk bump hunting model with a censored time-to-event response. Our Survival Bump Hunting (SBH) method is based on a recursive peeling procedure that uses a specific survival peeling criterion derived from non/semi-parametric statistics such as the hazards-ratio, the log-rank test or the Nelson--Aalen estimator. To optimize the tuning parameter of the model and validate it, we introduce an objective function based on survival or prediction-error statistics, such as the log-rank test and the concordance error rate. We also describe two alternative cross-validation techniques adapted to the joint task of decision-rule making by recursive peeling and survival estimation. Numerical analyses show the importance of replicated cross-validation and the

SUBMITTER: Dazard JE 

PROVIDER: S-EPMC4809437 | biostudies-literature | 2016 Feb

REPOSITORIES: biostudies-literature