4.5 Article

Interval Censored Recursive Forests

Journal

JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS
Volume 31, Issue 2, Pages 390-402

Publisher

TAYLOR & FRANCIS INC
DOI: 10.1080/10618600.2021.1987253

Keywords

Interval censored data; Kernel-smoothing; Quasi-honesty; Random forest; Self-consistency; Survival analysis

Funding

  1. National Institutes of Health [R01 AI148127]
  2. National Cancer Institute [P01 CA142538]

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ICRF is an iterative tree ensemble method designed for interval censored survival data, addressing splitting bias and updating survival estimates in a self-consistent manner. The method shows high prediction accuracy and uniform consistency in simulations and applications to avalanche and national mortality data.
We propose interval censored recursive forests (ICRF), an iterative tree ensemble method for interval censored survival data. This nonparametric regression estimator addresses the splitting bias problem of existing tree-based methods and iteratively updates survival estimates in a self-consistent manner. Consistent splitting rules are developed for interval censored data, convergence is monitored using out-of-bag samples, and kernel-smoothing is applied. The ICRF is uniformly consistent and displays high prediction accuracy in both simulations and applications to avalanche and national mortality data. An R package icrf is available on CRAN. Supplementary files for this article are available online.

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