CONFIDE: CONformal Free Inference for Distribution-Free Estimation in Causal Competing Risks

Accurate prediction of individual treatment effects in survival analysis is often complicated by the presence of competing risks and the inherent unobservability of counterfactual outcomes. While machine learning models offer improved discriminative power, they typically lack rigorous guarantees for uncertainty quantification, which are essential for safety-critical clinical decision-making. In this paper, we introduce CONFIDE (CONFormal Inference for Distribution-free Estimation), a novel framework that bridges causal inference and conformal prediction to construct valid prediction sets for cause-specific cumulative incidence functions. Unlike traditional confidence intervals for population-level parameters, CONFIDE provides individual-level prediction sets for time-to-event outcomes, which are more clinically actionable for personalized treatment decisions by directly quantifying uncertainty in future patient outcomes rather than uncertainty in population averages. By integrating semi-parametric hazard estimation with targeted bias correction strategies, CONFIDE generates calibrated prediction sets that cover the true potential outcome with a user-specified probability, irrespective of the underlying data distribution. We empirically validate our approach on four diverse medical datasets, demonstrating that CONFIDE achieves competitive discrimination (C-index up to 0.83) while providing robust finite-sample marginal coverage guarantees (e.g., 85.7% coverage on the Bone Marrow Transplant dataset). We note two key limitations: (1) coverage may degrade under heavy censoring (>40%) unless inverse probability of censoring weighted (IPCW) conformal quantiles are used, as demonstrated in our sensitivity analysis; (2) while the method guarantees marginal coverage averaged over the covariate distribution, conditional coverage for specific covariate values is theoretically impossible without structural assumptions, though practical approximations via locally-adaptive calibration can improve conditional performance. Our framework effectively enables trustworthy personalized risk assessment in complex survival settings.

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Publication Details

Journal
Mathematics
Published
2026-01-22
DOI
https://doi.org/10.3390/math14020383
Primary Topic
Advanced Causal Inference Techniques
Type
article
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article

CONFIDE: CONformal Free Inference for Distribution-Free Estimation in Causal Competing Risks

Ngoc-Son-An Nguyen, Quang-Vinh Dang, Thi-Bich-Diem Vo
Mathematics
Advanced Causal Inference Techniques
article

CONFIDE: CONformal Free Inference for Distribution-Free Estimation in Causal Competing Risks

Ngoc-Son-An Nguyen, Quang-Vinh Dang, Thi-Bich-Diem Vo
article en

Abstract

Accurate prediction of individual treatment effects in survival analysis is often complicated by the presence of competing risks and the inherent unobservability of counterfactual outcomes. While machine learning models offer improved discriminative power, they typically lack rigorous guarantees for uncertainty quantification, which are essential for safety-critical clinical decision-making. In this paper, we introduce CONFIDE (CONFormal Inference for Distribution-free Estimation), a novel framework that bridges causal inference and conformal prediction to construct valid prediction sets for cause-specific cumulative incidence functions. Unlike traditional confidence intervals for population-level parameters, CONFIDE provides individual-level prediction sets for time-to-event outcomes, which are more clinically actionable for personalized treatment decisions by directly quantifying uncertainty in future patient outcomes rather than uncertainty in population averages. By integrating semi-parametric hazard estimation with targeted bias correction strategies, CONFIDE generates calibrated prediction sets that cover the true potential outcome with a user-specified probability, irrespective of the underlying data distribution. We empirically validate our approach on four diverse medical datasets, demonstrating that CONFIDE achieves competitive discrimination (C-index up to 0.83) while providing robust finite-sample marginal coverage guarantees (e.g., 85.7% coverage on the Bone Marrow Transplant dataset). We note two key limitations: (1) coverage may degrade under heavy censoring (>40%) unless inverse probability of censoring weighted (IPCW) conformal quantiles are used, as demonstrated in our sensitivity analysis; (2) while the method guarantees marginal coverage averaged over the covariate distribution, conditional coverage for specific covariate values is theoretically impossible without structural assumptions, though practical approximations via locally-adaptive calibration can improve conditional performance. Our framework effectively enables trustworthy personalized risk assessment in complex survival settings.

MathematicsVol. 14(2)
Hung Yen University of Technology and Education (VN), Industrial University of Ho Chi Minh City (VN), Ho Chi Minh City University of Science (VN), British University Vietnam (VN)
Reduced inequalities
Openalex Percentile: Top 80%
Advanced Causal Inference Techniques
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