arXiv subjects

Johannes Piller

Publications and source records attributed to Johannes Piller.

4 recordsLinked to original sources

arXiv2026

pammtools: Piece-wise exponential Additive Mixed Modeling tools

Piecewise exponential additive mixed models (PAMMs) provide a flexible framework for analyzing censored and truncated time-to-event data, bridging classical hazard-based modeling with modern regression techniques. They enable the estimation of complex covariate effects, including non-linear and time-varying (cumulative) effects, and naturally incorporate time-varying covariates. Moreover, PAMMs are applicable across a wide range of survival settings, including non-proportional hazards, recurrent events, competing risks, and multi-state analyses. This article introduces the pammtools package, which facilitates data transformation, estimation, and interpretation for PAMMs within a unified workflow. The package provides a comprehensive, user-friendly, and extensible interface covering the full modeling pipeline, from data transformation to estimation and visualization. In addition, simulation-based inference allows the calculation of confidence intervals for arbitrary quantities of interest such as covariate dependent hazards, survival probabilities, restricted mean survival times and transition probabilities.

stat.CO↗

arXiv2026

When Are Scoring Rules Proper? Bridging Theory and Practice in Survival Model Evaluation

Proper scoring rules encourage probabilistic predictions that match the true underlying distribution and are central to model evaluation, with increasing relevance in automated workflows such as AutoML. In survival analysis, however, their behavior under censoring is not fully understood. We study commonly used squared and logarithmic scoring rules for right-censored survival data under independent censoring, introducing a notion of marginal properness based on observable outcomes. Within this framework, we show that the SBS, evaluated at a fixed time point, along with its integrated version (ISBS) and the RCLL are strictly proper when all individuals eventually experience the event, but can become improper under finite follow-up or in the presence of cure fractions. For the SBS, we derive a closed-form expression that reveals the true mechanism: residual mass, corresponding to individuals who remain event-free at study end, systematically biases the score toward underestimating survival, with the effect increasing at later evaluation times and under heavier censoring. Through simulation experiments, we examine how these issues manifest in finite samples and under misspecification. The SBS exhibits pronounced improperness at late evaluation times and poor discrimination between models. The ISBS is more robust due to temporal integration but remains sensitive to tail regularity violations, exhibiting detectable improperness and reduced discriminatory power. The RCLL behaves consistently with strict properness and effectively separates misspecified models. Overall, our results demonstrate how theoretical improperness can translate into misleading model comparisons, underscoring the need for further methodological development in survival model evaluation under censoring and realistic data conditions.

math.ST↗

arXiv2026

Multi-state Models For Disease Histories Based On Longitudinal Data

Multi-stage disease histories derived from longitudinal data are becoming increasingly available as registry data and biobanks expand. Multi-state models are suitable to investigate transitions between different disease stages in presence of competing risks. In this context, however, their estimation is complicated by dependent left-truncation, multiple time scales, index event bias, and interval-censoring. In this work, we investigate the extension of piecewise exponential additive models (PAMs) to this setting and their applicability given the above challenges. In simulation studies we show that PAMs can handle dependent left-truncation and accommodate multiple time scales. Compared to a stratified single time scale model, a multiple time scales model is found to be less robust to the data generating process. We also quantify the extent of index event bias in multiple settings, demonstrating its dependence on the completeness of covariate adjustment. In general, PAMs recover baseline and fixed effects well in most settings, except for baseline hazards in interval-censored data. Finally, we apply our framework to estimate multi-state transition hazards and probabilities of chronic kidney disease (CKD) onset and progression in a UK Biobank dataset (n=142,667). We observe CKD progression risk to be highest for individuals with early CKD onset and to further increase over age. In addition, the well-known genetic variant rs77924615 in the UMOD locus is found to be associated with CKD onset hazards, but not with risk of further CKD progression.

stat.ME↗

arXiv2025

Reduction Techniques for Survival Analysis

In this work, we discuss what we refer to as reduction techniques for survival analysis, that is, techniques that "reduce" a survival task to a more common regression or classification task, without ignoring the specifics of survival data. Such techniques particularly facilitate machine learning-based survival analysis, as they allow for applying standard tools from machine and deep learning to many survival tasks without requiring custom learners. We provide an overview of different reduction techniques and discuss their respective strengths and weaknesses. We also provide a principled implementation of some of these reductions, such that they are directly available within standard machine learning workflows. We illustrate each reduction using dedicated examples and perform a benchmark analysis that compares their predictive performance to established machine learning methods for survival analysis.

stat.ML↗