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Learning Survival Models with Right-Censored Reporting Delays
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Proposes survival models with right-censored reporting delays, jointly modeling event and reporting hazards, fit by Monte Carlo EM, and a two-stage transfer-learning procedure that restores consistency under administrative censoring.
Problem
Estimating event hazards when event times are only revealed upon (delayed, right-censored) reporting, and when administrative censoring with a short observation window violates identifiability of standard survival models.
Approach
Jointly model parametric hazards for event occurrence (T1) and reporting delay (T2) with a likelihood for the observed pattern; estimate via Monte Carlo EM with rejection sampling of latent (z,w); under administrative censoring, transfer the shared baseline/later-hazard parameters from a source domain in a two-stage estimator and use an approximate estimating equation for proportional hazards mode
Key results
- On Colon at tau=0.25, Ours achieves integrated Brier score 0.272 vs 0.319 for Standard (Oracle 0.232).
- On Rotterdam at tau=0.25, Ours achieves 0.203 vs 0.247 for Standard (Oracle 0.179).
- Improvement over Standard is largest for small tau and the gap to Oracle remains across all tau values.
Limitations
- Consistency under administrative censoring requires transfer assumptions (shared baseline and later hazard) that may be misspecified.
- Approximate estimating equation accuracy relies on a small-event-probability regime (Assumption on nu_i y_i being small).
- Experiments use two public benchmark datasets adapted to the setting; no real insurance data validation.
Experimental setup
Datasets: Colon Rotterdam
Benchmarks: Colon Rotterdam
Metrics: integrated Brier score
Baselines: Standard Oracle
Builds on: Cox proportional hazards model piecewise-proportional hazards model Monte Carlo EM Jensen's inequality bound
Closest papers by meaning
- Survival Analysis via Density Estimation (ICML 2025 · similarity 0.87)
- Toward Conditional Distribution Calibration in Survival Prediction (NeurIPS 2024 · similarity 0.85)
- SurvivalPFN: Amortizing Survival Prediction via In-Context Bayesian Inference (NeurIPS 2026 · similarity 0.85)
- Deep Copula-Based Survival Analysis for Dependent Censoring with Identifiability Guarantees (AAAI 2024 · similarity 0.85)
- Assessing the robustness of heterogeneous treatment effects in survival analysis under informative censoring (NeurIPS 2026 · similarity 0.85)
- History-Aware Conformal Prediction Sets for Censored Time-to-Event Outcomes (NeurIPS 2026 · similarity 0.85)
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