arXiv subjects

Luc Duchateau

Publications and source records attributed to Luc Duchateau.

8 recordsLinked to original sources

arXiv2026

Proper Scoring Rules for Right-Censored Survival Data

Proper scoring rules provide a rigorous theoretical basis for the training and evaluation of probabilistic forecasts. However, in the presence of right censoring, the event time is only partially observed, rendering conventional scoring rules inapplicable in their standard form. We propose a framework for proper scoring of right-censored survival outcomes based on a simple idea: first, map the predictive distribution through the censoring mechanism, then apply the underlying proper score on the induced observed-data law. This yields localized scores for fixed censoring times and marginalized scores when the censoring time is random or only partially observed. The resulting construction recovers familiar right-censored likelihood and IPCW-type criteria within a coherent framework, while also yielding right-censored versions of the CRPS, pinball loss, Brier score, and energy score. We show that the marginalized score is proper under conditional independent censoring and strictly proper on the identifiable region. The same principle also leads to censored engression, a sample-based learning objective for multivariate right-censored survival modeling. In experiments, our scores correctly rank the oracle forecast across several censoring regimes, whereas forecast-dependent plug-in weighted scores can exhibit ranking reversals. Censored engression likewise substantially improves over naive training on censored outcomes.

cs.LG↗

arXiv2025

Reliable uncertainty quantification for 2D/3D anatomical landmark localization using multi-output conformal prediction

Automatic anatomical landmark localization in medical imaging requires not just accurate predictions but reliable uncertainty quantification for effective clinical decision support. Current uncertainty quantification approaches often fall short, particularly when combined with normality assumptions, systematically underestimating total predictive uncertainty. This paper introduces conformal prediction as a framework for reliable uncertainty quantification in anatomical landmark localization, addressing a critical gap in automatic landmark localization. We present two novel approaches guaranteeing finite-sample validity for multi-output prediction: Multi-output Regression-as-Classification Conformal Prediction (M-R2CCP) and its variant Multi-output Regression to Classification Conformal Prediction set to Region (M-R2C2R). Unlike conventional methods that produce axis-aligned hyperrectangular or ellipsoidal regions, our approaches generate flexible, non-convex prediction regions that better capture the underlying uncertainty structure of landmark predictions. Through extensive empirical evaluation across multiple 2D and 3D datasets, we demonstrate that our methods consistently outperform existing multi-output conformal prediction approaches in both validity and efficiency. This work represents a significant advancement in reliable uncertainty estimation for anatomical landmark localization, providing clinicians with trustworthy confidence measures for their diagnoses. While developed for medical imaging, these methods show promise for broader applications in multi-output regression problems.

cs.CV↗

arXiv2025

landmarker: a Toolkit for Anatomical Landmark Localization in 2D/3D Images

Anatomical landmark localization in 2D/3D images is a critical task in medical imaging. Although many general-purpose tools exist for landmark localization in classical computer vision tasks, such as pose estimation, they lack the specialized features and modularity necessary for anatomical landmark localization applications in the medical domain. Therefore, we introduce landmarker, a Python package built on PyTorch. The package provides a comprehensive, flexible toolkit for developing and evaluating landmark localization algorithms, supporting a range of methodologies, including static and adaptive heatmap regression. landmarker enhances the accuracy of landmark identification, streamlines research and development processes, and supports various image formats and preprocessing pipelines. Its modular design allows users to customize and extend the toolkit for specific datasets and applications, accelerating innovation in medical imaging. landmarker addresses a critical need for precision and customization in landmark localization tasks not adequately met by existing general-purpose pose estimation tools.

cs.CV↗

arXiv2024

Conformal Predictive Systems Under Covariate Shift

Conformal Predictive Systems (CPS) offer a versatile framework for constructing predictive distributions, allowing for calibrated inference and informative decision-making. However, their applicability has been limited to scenarios adhering to the Independent and Identically Distributed (IID) model assumption. This paper extends CPS to accommodate scenarios characterized by covariate shifts. We therefore propose Weighted CPS (WCPS), akin to Weighted Conformal Prediction (WCP), leveraging likelihood ratios between training and testing covariate distributions. This extension enables the construction of nonparametric predictive distributions capable of handling covariate shifts. We present theoretical underpinnings and conjectures regarding the validity and efficacy of WCPS and demonstrate its utility through empirical evaluations on both synthetic and real-world datasets. Our simulation experiments indicate that WCPS are probabilistically calibrated under covariate shift.

cs.LG↗

arXiv2024

Conformal Convolution and Monte Carlo Meta-learners for Predictive Inference of Individual Treatment Effects

Generating probabilistic forecasts of potential outcomes and individual treatment effects (ITE) is essential for risk-aware decision-making in domains such as healthcare, policy, marketing, and finance. We propose two novel methods: the conformal convolution T-learner (CCT) and the conformal Monte Carlo (CMC) meta-learner, that generate full predictive distributions of both potential outcomes and ITEs. Our approaches combine weighted conformal predictive systems with either analytic convolution of potential outcome distributions or Monte Carlo sampling, addressing covariate shift through propensity score weighting. In contrast to other approaches that allow the generation of potential outcome predictive distributions, our approaches are model agnostic, universal, and come with finite-sample guarantees of probabilistic calibration under knowledge of the propensity score. Regarding estimating the ITE distribution, we formally characterize how assumptions about potential outcomes' noise dependency impact distribution validity and establish universal consistency under independence noise assumptions. Experiments on synthetic and semi-synthetic datasets demonstrate that the proposed methods achieve probabilistically calibrated predictive distributions while maintaining narrow prediction intervals and having performant continuous ranked probability scores. Besides probabilistic forecasting performance, we observe significant efficiency gains for the CCT- and CMC meta-learners compared to other conformal approaches that produce prediction intervals for ITE with coverage guarantees.

cs.LG↗

arXiv2020

Modeling dependent survival data through random effects with spatial correlation at the subject level

Dynamical phenomena such as infectious diseases are often investigated by following up subjects longitudinally, thus generating time to event data. The spatial aspect of such data is also of primordial importance, as many infectious diseases are transmitted from one subject to another. In this paper, a spatially correlated frailty model is introduced that accommodates for the correlation between subjects based on the distance between them. Estimates are obtained through a stochastic approximation version of the Expectation Maximization algorithm combined with a Monte-Carlo Markov Chain, for which convergence is proven. The novelty of this model is that spatial correlation is introduced for survival data at the subject level, each subject having its own frailty. This univariate spatially correlated frailty model is used to analyze spatially dependent malaria data, and its results are compared with other standard models.

stat.ME↗

arXiv2019

Convergent stochastic algorithm for parameter estimation in frailty models using integrated partial likelihood

Frailty models are often the model of choice for heterogeneous survival data. A frailty model contains both random effects and fixed effects, with the random effects accommodating for the correlation in the data. Different estimation procedures have been proposed for the fixed effects and the variances of and covariances between the random effects. Especially with an unspecified baseline hazard, i.e., the Cox model, the few available methods deal only with a specific correlation structure. In this paper, an estimation procedure, based on the integrated partial likelihood, is introduced, which can generally deal with any kind of correlation structure. The new approach, namely the maximisation of the integrated partial likelihood, combined with a stochastic estimation procedure allows also for a wide choice of distributions for the random effects. First, we demonstrate the almost sure convergence of the stochastic algorithm towards a critical point of the integrated partial likelihood. Second, numerical convergence properties are evaluated by simulation. Third, the advantage of using an unspecified baseline hazard is demonstrated through application on cancer clinical trial data.

stat.ME↗

arXiv2014

Extending the Archimedean copula methodology to model multivariate survival data grouped in clusters of variable size

For the analysis of clustered survival data, two different types of models that take the association into account, are commonly used: frailty models and copula models. Frailty models assume that conditional on a frailty term for each cluster, the hazard functions of individuals within that cluster are independent. These unknown frailty terms with their imposed distribution are used to express the association between the different individuals in a cluster. Copula models on the other hand assume that the joint survival function of the individuals within a cluster is given by a copula function, evaluated in the marginal survival function of each individual. It is the copula function which describes the association between the lifetimes within a cluster. A major disadvantage of the present copula models over the frailty models is that the size of the different clusters must be small and equal in order to set up manageable estimation procedures for the different model parameters. We describe in this manuscript a copula model for clustered survival data where the clusters are allowed to be moderate to large and varying in size by considering the class of Archimedean copulas with completely monotone generator. We develop both one- and two-stage estimators for the different copula parameters. Furthermore we show the consistency and asymptotic normality of these estimators. Finally, we perform a simulation study to investigate the finite sample properties of the estimators. We illustrate the method on a data set containing the time to first insemination in cows, with cows clustered in herds.

stat.ME↗