论文标题
对于事实数据的核心拟合优点的内核化Stein差异测试
Kernelized Stein Discrepancy Tests of Goodness-of-fit for Time-to-Event Data
论文作者
论文摘要
生存分析和可靠性理论与事件时间数据的分析有关,其中观察结果与等待时间相对应,直到感兴趣的事件,例如特定疾病死亡或机械系统中成分的失败。由于存在审查,这种类型的数据是唯一的,当我们不观察到感兴趣的事件的实际时间时,发生的一种丢失的数据是丢失的,但是,我们可以通过随机间隔访问近似值,以使观察值已知所属。大多数传统方法并非旨在处理审查,因此我们需要将其调整以审查事件时间的数据。在本文中,我们重点介绍了基于结合Stein方法和内核化差异的非参数拟合测试程序。对于未经审查的数据,有一种自然的方法可以实施核心的Stein差异测试,但对于经过审查的数据,有几个选项,每个选项都具有不同的优势和缺点。在本文中,我们提出了有关事件时间数据的二核化Stein差异测试的集合,并从理论上和经验上研究了它们。我们的实验结果表明,我们提出的方法的性能要比现有测试更好,包括基于核的最大平均差异的先前测试。
Survival Analysis and Reliability Theory are concerned with the analysis of time-to-event data, in which observations correspond to waiting times until an event of interest such as death from a particular disease or failure of a component in a mechanical system. This type of data is unique due to the presence of censoring, a type of missing data that occurs when we do not observe the actual time of the event of interest but, instead, we have access to an approximation for it given by random interval in which the observation is known to belong. Most traditional methods are not designed to deal with censoring, and thus we need to adapt them to censored time-to-event data. In this paper, we focus on non-parametric goodness-of-fit testing procedures based on combining the Stein's method and kernelized discrepancies. While for uncensored data, there is a natural way of implementing a kernelized Stein discrepancy test, for censored data there are several options, each of them with different advantages and disadvantages. In this paper, we propose a collection of kernelized Stein discrepancy tests for time-to-event data, and we study each of them theoretically and empirically; our experimental results show that our proposed methods perform better than existing tests, including previous tests based on a kernelized maximum mean discrepancy.