We propose interval censored recursive forests (ICRF), an iterative tree ensemble method for interval censored survival data. This nonparametric regression estimator addresses the splitting bias problem of existing tree-based methods and iteratively updates survival estimates in a self-consistent manner. Consistent splitting rules are developed for interval censored data, convergence is monitored using out-of-bag samples, and kernel-smoothing is applied. The ICRF is uniformly consistent and displays high prediction accuracy in both simulations and applications to avalanche and national mortality data. An R package icrf is available on CRAN and Supplementary Materials for this article are available online.
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| http://dx.doi.org/10.1080/10618600.2021.1987253 | DOI Listing |
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