A review on statistical and machine learning competing risks methods

Author:

Monterrubio‐Gómez Karla1ORCID,Constantine‐Cooke Nathan12ORCID,Vallejos Catalina A.13ORCID

Affiliation:

1. MRC Human Genetics Unit University of Edinburgh Edinburgh UK

2. Centre for Genomic and Experimental Medicine Institute of Genetics and Cancer University of Edinburgh Edinburgh UK

3. The Alan Turing Institute London UK

Abstract

AbstractWhen modeling competing risks (CR) survival data, several techniques have been proposed in both the statistical and machine learning literature. State‐of‐the‐art methods have extended classical approaches with more flexible assumptions that can improve predictive performance, allow high‐dimensional data and missing values, among others. Despite this, modern approaches have not been widely employed in applied settings. This article aims to aid the uptake of such methods by providing a condensed compendium of CR survival methods with a unified notation and interpretation across approaches. We highlight available software and, when possible, demonstrate their usage via reproducible R vignettes. Moreover, we discuss two major concerns that can affect benchmark studies in this context: the choice of performance metrics and reproducibility.

Funder

British Heart Foundation

Medical Research Council

University Of Edinburgh

Publisher

Wiley

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