生存分析中右删失数据是常态,这篇论文为概率预测的评估提供了理论严谨的评分框架。做生存建模、临床试验或可靠性分析的团队,可以直接用这些评分来训练和评估模型,避免传统方法的偏差。
该论文提出了一种针对右删失生存数据的概率预测评分框架。传统评分规则(如CRPS、Brier分数)在事件时间仅部分观测时无法直接应用。作者通过将预测分布映射到删失机制下的观测数据分布,再应用标准评分规则,得到了局部化和边缘化的删失版本评分。该框架统一了删失似然和IPCW准则,并证明了在条件独立删失下评分的适当性。实验表明,该方法能正确排序预测模型,而基于插值的加权评分可能出现排序反转。
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.