Model-free Methods for Event History Analysis and Efficient Adjustment (PhD Thesis)

TL;DR

This thesis develops model-free statistical methods for event history analysis, including tests for local independence, covariate adjustment techniques, and measures of association, leveraging machine learning for flexible and robust inference.

Contribution

It introduces novel model-free frameworks and estimators for local independence, covariate adjustment, and association measures, with implementations using neural networks and theoretical guarantees.

Findings

Proposed a test for local independence with controlled size and power.

Developed the DOPE estimator for efficient treatment effect estimation.

Introduced a doubly robust estimator for conditional association in survival analysis.

Abstract

This thesis contains a series of independent contributions to statistics, unified by a model-free perspective. The first chapter elaborates on how a model-free perspective can be used to formulate flexible methods that leverage prediction techniques from machine learning. Mathematical insights are obtained from concrete examples, and these insights are generalized to principles that permeate the rest of the thesis. The second chapter studies the concept of local independence, which describes whether the evolution of one stochastic process is directly influenced by another. To test local independence, we define a model-free parameter called the Local Covariance Measure (LCM). We formulate an estimator for the LCM, from which a test of local independence is proposed. We discuss how the size and power of the proposed test can be controlled uniformly and investigate the test in a simulation study. The third chapter focuses on covariate adjustment, a method used to estimate the effect of a treatment by accounting for observed confounding. We formulate a general framework that facilitates adjustment for any subset of covariate information. We identify the optimal covariate information for adjustment and, based on this, introduce the Debiased Outcome-adapted Propensity Estimator (DOPE) for efficient estimation of treatment effects. An instance of DOPE is implemented using neural networks, and we demonstrate its performance on simulated and real data. The fourth and final chapter introduces a model-free measure of the conditional association between an exposure and a time-to-event, which we call the Aalen Covariance Measure (ACM). We develop a model-free estimation method and show that it is doubly robust, ensuring $\sqrt{n}$-consistency provided that the nuisance functions can be estimated with modest rates. A simulation study demonstrates the use of our estimator in several settings.