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Ishwaran, Hemant; Kogalur, Udaya B.; Blackstone, Eugene H.; Lauer, Michael S.

Random survival forests. (English) Zbl 1149.62331

Ann. Appl. Stat. 2, No. 3, 841-860 (2008).
Summary: 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.

Cited in 1 Review
Cited in 61 Documents

MSC:

62P10 Applications of statistics to biology and medical sciences; meta analysis
62N01 Censored data models

Keywords:

conservation of events; cumulative hazard function; ensemble; out-of-bag; prediction error; survival tree; breast cancer; coronary artery bypass

Software:

randomSurvivalForest; randomForest
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\textit{H. Ishwaran} et al., Ann. Appl. Stat. 2, No. 3, 841--860 (2008; Zbl 1149.62331)
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