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Optimal subsampling approach for Cox models under large-scale length-biased right-censored data
arXiv stat.CO0 views
arXiv:2610.22793v1 Announce Type: cross Abstract: With the rapid advancement of data acquisition technologies, massive survival data have become increasingly prevalent, posing substantial computational challenges for the standard Cox proportional hazards model under complex censoring and truncation mechanisms. This paper addresses the analysis of large-scale length-biased right-censored data within the Cox model framework. We propose a novel subsampling approach to enhance computational efficiency for large samples and establish theoretically that the resulting subsample estimator provides an efficient approximation to the full-data estimator, while preserving consistency and asymptotic normality. Explicit optimal subsampling probabilities are derived under A- and L-optimality criteria. To facilitate practical implementation, we develop an efficient two-step estimation algorithm. Extensive numerical simulations and an empirical analysis of U.S. airline flight operation data evaluate the estimation performance and computational gains under various censoring rates and sample sizes. The results demonstrate that the proposed method substantially reduces computational cost while preserving statistical accuracy, offering a practical and scalable solution for analyzing large-scale length-biased right-censored survival data.
Source:https://arxiv.org/abs/2610.22793PreviousQuadratic mixing for the Lee--Sidford Dikin walkNextNeural Inference Functions for Margins for Time Series Copula Models
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