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Ggjj11
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I think you can just build binary classifiers to build your discrete-time survival model: https://bmcmedresmethodol.biomedcentral.com/articles/10.1186/s12874-022-01679-6 See especially the discussion around figure 1) to understand how you need to resample your data for a discrete-time survival model Resampling of survival data to discrete-time "packages", ready for a binary classifier. Image authors "Survival prediction models: an introduction to discrete-time modeling"
Krithika Suresh, Cameron Severn & Debashis Ghosh
BMC Medical Research Methodology volume 22,

This approach is super flexible. I miss the discussion of discrete-time survival models a lot! For a calibrated classifier the predicted score is the hazard probability in a given time interval.

Additionally proper scoring rules and the evaluation metrics of a binary classifier help you judge your model's predictive performance (on hold out test sets)

For your question A) yes: if you know your samples are not drawn according to the population distribution (but are oversampled), you could take care of this when constructing the training set for the classifier - you would then draw samples from the oversampled survival times less frequently.

Some main take-aways from the paper of Krithika Suresh, Cameron Severn & Debashis Ghosh:

  • "Note that we do not make the assumption that the event indicators within a subject are independent and have a binomial distribution. Instead, we observe that the likelihood function for the discrete-time survival model under non-informative censoring can be represented using a binomial likelihood that assumes independent event indicators"

  • "Due to the binomial structure of the likelihood function in Eq. (2) the discrete survival time formulation is general and any algorithm that can optimize a binomial log-likelihood can be used to obtain parameter estimates. Thus, within this approach we can apply any method for computing the probability of a binary event and can choose from various binary classification methods, from traditional regression methods to more complex machine learning approaches."

Ggjj11
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