stat.MLMay 15, 2026

Isotonic Survival Regression: Calibrated Survival Distributions from Deep Cox Models

Authors: Anchit JainKevin ZhangStephen Bates

Organizations: EECS, MIT, Cambridge MA, USA.

Abstract

Time-to-event data is widespread across the life sciences and engineering, but it is typically encountered together with censoring, which complicates the application of standard machine learning methods. Deep Cox models have emerged as a popular method for analyzing time-to-event data because they gracefully handle censoring and can be used with unstructured data such as clinical text reports, genomic sequences, and pathology images. However, their predicted survival probabilities are often poorly calibrated, thus limiting their practical utility. In this paper, we propose a novel post hoc calibration method for Deep Cox models that uses isotonic regression to refine predicted survival probabilities without affecting discriminative power. We establish favorable theoretical guarantees, including a double-robustness property and asymptotic calibration. Experiments on synthetic and real-world clinical data demonstrate the empirical effectiveness of our method.

Explore similar work

Jun 3, 2026cs.LG

SurvPFN: Towards Foundation Models for Survival Predictions

Tabular foundation models (TFMs) have made rapid progress in standard classification and regression, but time-to-event survival prediction tasks have remained largely untouched. Unlike in standard regression tasks, survival prediction models must account for censored data. Standard TFMs cannot handle natively censored data, leading to biased and inaccurate predictions, making them unsuitable for real-world applications. To overcome this fundamental limitation, we propose \texttt{SurvPFN}, a prior-data fitted network (PFN), for survival prediction tasks. We pretrain \texttt{SurvPFN} on millions of synthetic survival prediction tasks to learn survival via distributional regression that accounts for censored data. \texttt{SurvPFN} works by (1) generating data with Weibull event times and a non-informative censoring mechanism; (2) integrating a censored event indicator; and (3) minimizing a censored negative log-likelihood. On SurvSet, a collection of real-world survival tasks, \texttt{SurvPFN} is highly competitive with classical and deep survival baselines without per-dataset fitting, a survival-specific architecture, or feature engineering. We show that survival can be treated as a continuous-time distributional regression problem with censored loss, unlocking the power of PFNs for time-to-event predictions.
Samuel Böhm, Lennart Purucker, Frank Hutter +1
Jun 8, 2026cs.LG

From Hazard Functions to Language Space: Cox-Supervised Distillation of Survival Risk into a Large Language Model

We investigate whether information about time-to-event risk estimated by a Cox proportional hazards model can be transferred into a generative large language model. We propose a text-based survival modelling pipeline in which structured clinical covariates are converted into text prompts and a Qwen-based large language model is fine-tuned to generate patient-specific survival risk using Cox model predictions as a training target. Across GBSG2, ACTG320, and WHAS500, the model achieves competitive held-out discrimination and calibration despite being trained as a text-generation task rather than with a conventional survival-analysis loss. We further analyse the geometry of the model's hidden states, where t-SNE visualisations reveal smooth risk gradients in latent space, suggesting that the model represents survival risk as a continuous structure rather than isolated risk categories. Together, these findings suggest that large language models can internalise survival-risk structure while supporting calibrated prediction, providing a route towards time-to-event reasoning in language models.
Nicholas I-Hsien Kuo, Blanca Gallego, Louisa Jorm
May 21, 2026cs.LG

SDPM: Survival Diffusion Probabilistic Model for Continuous-Time Survival Analysis

Survival analysis aims to estimate a time-to-event distribution from data with censored observations. Many existing methods either impose structural assumptions on the hazard function or discretize the time axis, which may limit flexibility and introduce approximation errors. We propose the Survival Diffusion Probabilistic Model (SDPM), a generative approach to continuous-time survival analysis. SDPM models the conditional distribution of the survival outcome, represented by the pair of observed time and censoring indicator, P(T,δx)\mathbb{P}(T,δ\mid \mathbf{x}), using a denoising diffusion model. Under the assumption of conditionally independent censoring, conditional samples generated by the model can be transformed into survival function estimates using the Kaplan-Meier estimator. This formulation avoids parametric assumptions on the event-time distribution and does not require a discretization of the output time space. The model operates in a transformed target space, using standardized log-times and a continuous Gaussian-mixture representation of the censoring indicator. We evaluate SDPM on ten real survival datasets and compare it with five strong baselines, including tree-based, boosting-based, and neural survival models. Results show that SDPM achieves competitive predictive performance across C-index, integrated time-dependent AUC, and integrated Brier score. A study on synthetic Cox-Weibull data demonstrates that SDPM can recover the shape of an underlying continuous survival distribution more accurately than a strong nonparametric baseline when sufficiently many samples are generated. An ablation study confirms the importance of the proposed target-space transformations, which improve event-rate calibration, reduce invalid generated times, and provide consistent gains in predictive discrimination. Codes implementing the proposed model are publicly available.
Stanislav R. Kirpichenko, Andrei V. Konstantinov, Lev V. Utkin