Towards Filling the Gaps around Recurrent Events in High-Dimensional Framework: Literature Review and Early Comparison

TL;DR

This paper reviews current methods for analyzing recurrent events in high-dimensional survival data, compares several algorithms through simulations, and highlights the strengths and limitations of each approach.

Contribution

It provides a comprehensive literature review and an early comparison of learning algorithms for recurrent event analysis in high-dimensional settings.

Findings

Standard models fail when p>n in simulations.

Penalized Andersen-Gill and frailty models outperform others.

RankDeepSurv shows lower performance in simulated data.

Abstract

Background Study individuals may face repeated events overtime. However, there is no consensus around learning approaches to use in a high-dimensional framework for survival data (when the number of variables exceeds the number of individuals, i.e., p>n). This study aimed at identifying learning algorithms for analyzing/predicting recurrent events and at comparing them to standard statistical models in various data simulation settings. Methods A literature review (LR) was conducted to provide state-of-the-art methodology. Data were then simulated including variations of the number of variables and proportion of active variables. Learning algorithms from the LR were compared to standard methods in such simulation scheme. Evaluation measures were Harrell's concordance index (C-index), Kim's C-index and error rate for active variables. Results Seven publications were identified, consisting in four methodological studies, one application paper and two review. The broken adaptive ridge penalization and the RankDeepSurv deep neural network were used for comparison. On simulated data, the standard models failed when p>n. Penalized Andersen-Gill and frailty models outperformed, whereas RankDeepSurv reported lower performances. Conclusion As no guidelines support a specific approach, this study helps to better understand mechanisms and limits of investigated methods in such context.