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Weighted neural network and weighted least square estimators under censorship
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DOI:10.1016/j.neunet.2026.109036.png)
Abstract
En 中文
We propose in this paper a hybrid approach to regression estimation under censoring combines the practical effectiveness of neural networks and the theoretical strength of the least squares method. The censoring weights are incorporated as pre-specified weighting variables in the neural network's training loss function, enabling the model to effectively account for censored observations during the learning process. Construction on this, a least squares estimator is introduced within a well-defined neural network function space to estimate the network parameters. This combination allows the method to benefit from the empirical performance of neural networks while solidifying it with strong theoretical guarantees. In particular, the paper establishes an almost sure convergence theorem for the L2 estimation error, demonstrating the robustness of the approach. A simulation study is conducted to evaluate the performance of the estimator, and the methodology is then validated using an example on real data.
Keywords:
Survival analysis
Neural network estimator
Mean squared error
Right censored data
Regression function
Loss function
Journal
IF:
6.3
Papers:
7.7K
Citations:
3.0W
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