Two-sided conformalized survival analysis

Abstract: This paper presents a conformal prediction procedure to generate two-sided or one-sided prediction intervals for survival times in the presence of right censoring. Specifically, the method provides two-sided predictive bounds for individuals deemed sufficiently similar to the uncensored population, while returning a lower predictive bound for others. The prediction intervals offer finite-sample coverage guarantees, requiring no distributional assumptions other than the sampled data points are independent and identically distributed. The performance and validity of the procedure is evaluated on both synthetic and real-world datasets.