报告题目： Phase-Type Distributions for Survival Data with Two-Layer Censoring

报告时间：2025年3月16日  （周日）10：00  

报告地点：综合楼644会议室

报告人：叶志盛

报告人简介：

Dr Ye received double bachelor's degrees in Materials Science and Engineering, and Economics from Tsinghua University in 2008 and he obtained his Ph.D. from the National University of Singapore (NUS). He is currently an Associate Professor and Dean’s Chair in the Department of Industrial Systems Engineering and Management, NUS. His research focuses on resilience and reliability engineering, industrial statistics, and data-driven operations management. He has published more than 100 papers in leading journals in reliability, statistics, and operations management.

报告摘要：

Survival data, such as warranty claims and disease registry data, are usually subject to two layers of right censoring. The first layer, which is called lifetime censoring, applies to the lifetime due to a fixed warranty limit or a competing risk. The second layer, which is called end-of-study censoring, applies to the sum of the sales lag (or reporting delay) and the lifetime due to the end-of-study date for the data collection. An unreported subject would either have a lifetime longer than the lifetime censoring limit or the sum of the sales lag (or reporting delay) and the lifetime longer than the end-of-study date. The two-layer censoring in the lifetime data renders traditional nonparametric methods for right-censored data inapplicable. This study develops a generic method for the two-layer censored data using acyclic phase-type distributions (APHDs) in the canonical form. The APHD estimators can be regarded as nonparametric sieve estimators since the family of APHDs is dense in the field of all positive-valued distributions. Based on the property that the class of APHDs is closed under convolution, a dedicated expectation-maximization algorithm is proposed for parameter estimation. Comprehensive simulations are conducted to evaluate the performance and compare with the inverse probability of censoring weighted approach, which is applicable in the absence of lifetime censoring. Two real examples are used to illustrate the proposed method.