Annals of Applied Statistics
- Ann. Appl. Stat.
- Volume 2, Number 3 (2008), 841-860.
Random survival forests
We introduce random survival forests, a random forests method for the analysis of right-censored survival data. New survival splitting rules for growing survival trees are introduced, as is a new missing data algorithm for imputing missing data. A conservation-of-events principle for survival forests is introduced and used to define ensemble mortality, a simple interpretable measure of mortality that can be used as a predicted outcome. Several illustrative examples are given, including a case study of the prognostic implications of body mass for individuals with coronary artery disease. Computations for all examples were implemented using the freely available R-software package, randomSurvivalForest.
Ann. Appl. Stat., Volume 2, Number 3 (2008), 841-860.
First available in Project Euclid: 13 October 2008
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Ishwaran, Hemant; Kogalur, Udaya B.; Blackstone, Eugene H.; Lauer, Michael S. Random survival forests. Ann. Appl. Stat. 2 (2008), no. 3, 841--860. doi:10.1214/08-AOAS169. https://projecteuclid.org/euclid.aoas/1223908043