• Corpus ID: 153313156

Nearest Neighbor and Kernel Survival Analysis: Nonasymptotic Error Bounds and Strong Consistency Rates

@inproceedings{Chen2019NearestNA,
  title={Nearest Neighbor and Kernel Survival Analysis: Nonasymptotic Error Bounds and Strong Consistency Rates},
  author={George H. Chen},
  booktitle={ICML},
  year={2019}
}
  • George H. Chen
  • Published in ICML 13 May 2019
  • Computer Science, Mathematics
We establish the first nonasymptotic error bounds for Kaplan-Meier-based nearest neighbor and kernel survival probability estimators where feature vectors reside in metric spaces. Our bounds imply rates of strong consistency for these nonparametric estimators and, up to a log factor, match an existing lower bound for conditional CDF estimation. Our proof strategy also yields nonasymptotic guarantees for nearest neighbor and kernel variants of the Nelson-Aalen cumulative hazards estimator. We… 

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