期刊
ANNALS OF APPLIED STATISTICS
卷 2, 期 3, 页码 841-860出版社
INST MATHEMATICAL STATISTICS-IMS
DOI: 10.1214/08-AOAS169
关键词
Conservation of events; cumulative hazard function; ensemble; out-of-bag; prediction error; survival tree
资金
- National Institutes of Health [HL-072771]
We introduce random survival forests, a random forests method for the analysis of right-censored survival data. New survival splitting rules for growing survival trees are introduced, as is a new missing data algorithm for imputing missing data. A conservation-of-events principle for survival forests is introduced and used to define ensemble mortality, a simple interpretable measure of mortality that can be used as a predicted outcome. Several illustrative examples are given, including a case study of the prognostic implications of body mass for individuals with coronary artery disease. Computations for all examples were implemented using the freely available R-software package. randomSurvivalForest.
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