Confidence Band Estimation for Survival Random Forests. (arXiv:2204.12038v1 [stat.ME])

Survival random forest is a popular machine learning tool for modeling
censored survival data. However, there is currently no statistically valid and
computationally feasible approach for estimating its confidence band. This
paper proposes an unbiased confidence band estimation by extending recent
developments in infinite-order incomplete U-statistics. The idea is to estimate
the variance-covariance matrix of the cumulative hazard function prediction on
a grid of time points. We then generate the confidence band by viewing the
cumulative hazard function estimation as …

arxiv confidence random random forests survival