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Publication Detail
A maximum-mean-discrepancy goodness-of-fit test for censored data
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Publication Type:Conference
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Authors:Fernández T, Gretton A
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Publisher:Proceedings of Machine Learning Research
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Publication date:16/04/2019
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Published proceedings:Proceedings of the 22nd International Conference on Artificial Intelligence and Statistics
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Name of conference:22nd International Conference on Artificial Intelligence and Statistics
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Conference place:Naha, Okinawa, Japan
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Conference start date:16/04/2019
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Conference finish date:18/04/2019
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Keywords:stat.ME, stat.ME
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Author URL:
Abstract
We introduce a kernel-based goodness-of-fit test for censored data, where
observations may be missing in random time intervals: a common occurrence in
clinical trials and industrial life-testing. The test statistic is
straightforward to compute, as is the test threshold, and we establish
consistency under the null. Unlike earlier approaches such as the Log-rank
test, we make no assumptions as to how the data distribution might differ from
the null, and our test has power against a very rich class of alternatives. In
experiments, our test outperforms competing approaches for periodic and Weibull
hazard functions (where risks are time dependent), and does not show the
failure modes of tests that rely on user-defined features. Moreover, in cases
where classical tests are provably most powerful, our test performs almost as
well, while being more general.
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