From Risk Sets to Martingales: A Counting-Process Framework for Event-History Learning
从风险集到鞅:事件史学习的计数过程框架
Counting-process notation separates predictable risk-set information from observed event jumps through decompositions of the form dN(t)=Y(t)alpha(t)dt+dM(t). This article develops a unified event-history learning framework for censored, truncated, recurrent, multistate, and covariate-dependent data. Rather than cataloguing survival methods, the treatment translates each partially observed learning target into five recurring objects: risk process, jump process, compensator,…