Probability Link Models with Symmetric Information Divergence

This paper introduces link functions for transforming one probability distribution to another such that the Kullback-Leibler and R\'enyi divergences between the two distributions are symmetric. Two general classes of link models are proposed. The first model links two survival functions and is applicable to models such as the proportional odds and change point, which are used in survival analysis and reliability modeling. A prototype application involving the proportional odds model demonstrates advantages of symmetric divergence measures over asymmetric measures for assessing the efficacy of features and for model averaging purposes. The advantages include providing unique ranks for models and unique information weights for model averaging with one-half as much computation requirement of asymmetric divergences. The second model links two cumulative probability distribution functions. This model produces a generalized location model which are continuous counterparts of the binary probability models such as probit and logit models. Examples include the generalized probit and logit models which have appeared in the survival analysis literature, and a generalized Laplace model and a generalized Student-$t$ model, which are survival time models corresponding to the respective binary probability models. Lastly, extensions to symmetric divergence between survival functions and conditions for copula dependence information are presented.

Variable Selection with Random Survival Forest and Bayesian Additive Regression Tree for Survival Data

In this paper we utilize a survival analysis methodology incorporating Bayesian additive regression trees to account for nonlinear and additive covariate effects. We compare the performance of Bayesian additive regression trees, Cox proportional hazards and random survival forests models for censored survival data, using simulation studies and survival analysis for breast cancer with U.S. SEER database for the year 2005. In simulation studies, we compare the three models across varying sample sizes and censoring rates on the basis of bias and prediction accuracy. In survival analysis for breast cancer, we retrospectively analyze a subset of 1500 patients having invasive ductal carcinoma that is a common form of breast cancer mostly affecting older woman. Predictive potential of the three models are then compared using some widely used performance assessment measures in survival literature.