We introduce random survival forests, a random forests method for the analysis of right-censored survival data. New survival splitting rules for growing survival trees are introduced, as is a new missing data algorithm for imputing missing data. A conservation-of-events principle for survival forests is introduced and used to define ensemble mortality, a simple interpretable measure of mortality that can be used as a predicted outcome. Several illustrative examples are given, including a case study of the prognostic implications of body mass for individuals with coronary artery disease. Computations for all examples were implemented using the freely available R-software package, randomSurvivalForest.
Random Survival Forest (RSF) by REF is a fully non-parametric continuous-time method for right-censored survival data.
Random survival forests
Annals of Applied Statistics 2008, Vol. 2, No. 3, 841-860
Mathematics