A Fast Nonparametric Sampling Method for Time to Event in Individual-Level Simulation Models.

The nonparametric sampling method is generic and can sample times to an event from any discrete (or discretizable) hazard without requiring any parametric assumption.The method is showcased with 5 commonly used distributions in discrete-event simulation models.The method produced very similar expected times to events, as well as their probability distribution, compared with analytical results.

A Fast Nonparametric Sampling (NPS) Method for Time-to-Event in Individual-Level Simulation Models.

Purpose: Individual-level simulation models often require sampling times to events, however efficient parametric distributions for many processes may often not exist. For example, time to death from life tables cannot be accurately sampled from existing parametric distributions. We propose an efficient nonparametric method to sample times to events that does not require any parametric assumption on the hazards.