Search arXiv⌕ Search

arXiv · 2609.30524

Risk prediction models for breast cancer integrating family history of breast cancer and prophylactic interventions

Abstract

Breast cancer risk assessment and prediction models are very important tools for the clinical management of healthy women carrying pathogenic variants in known cancer genes. We propose in this paper a comprehensive prediction model for the personalized clinical management of women with pathogenic variants in {\it BRCA1}. This model is able to estimate the risk of BC accounting for the full history of this cancer within the family, the personal and family history of risk-reducing salpingo-oophorectomy as well as the exact age of this intervention among family members. The effect of oophorectomy on the risk of developing breast cancer is evaluated by estimating and conducting inference about the regression coefficients in a Cox model with time-varying covariates. We model the within-family dependence in the ages at onset of cancer using a Gaussian copula whose correlation matrix accommodates the different pairwise family relationships. We develop an iterative algorithm to estimate the parameters of the considered model in the presence of a selection bias. We evaluated the performance of the proposed cancer risk estimation method from family data by simulations and illustrated its use through an application to the breast cancer family registry.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Siriac Seboka, Laurent Briollais, Yun-Hee Choi, on behalf of BCFR, Lajmi Lakhal-Chaieb. 2026-09-24. Risk prediction models for breast cancer integrating family history of breast cancer and prophylactic interventions. https://arxiv.org/abs/2609.30524

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Closed-form Covariance Functions in Space and Time from B-spline Spectral Densities

The autocovariance function (ACF) is central to the analysis of time series, spatial, and spatio-temporal data. Classical parametric models are often too restrictive for multivariate and space-time data, which motivates non-parametric descriptions of the ACF. Bochner's Theorem guarantees that any positive spectral measure yields a valid ACF via the inverse Fourier transform; however, existing non-parametric approaches in the spectral domain rarely return closed-form expressions for the ACF itself. We develop a closed-form class of non-parametric ACFs by deriving the inverse Fourier transform of B-spline spectral bases with arbitrary degree and knot placement. This yields a family of closed-form stationary covariance models with three properties: (i) it is uniformly dense for the ACF, among the ACFs of weakly stationary processes that possess a spectral density; (ii) it accommodates univariate, multivariate, and multidimensional processes; and (iii) it is non-separable in general, with separability a special case. Jackson-type approximation bounds establish convergence rates, and simulation studies show accurate recovery of known univariate and bivariate ACFs. Applied to output from a high-resolution ocean simulation, the fit space-time ACF is non-separable and demonstrates accurate process recovery.

stat.ME↗

2D Stability Selection: Design Jittering to Exclude Correlated Irrelevant Features

Stability Selection resamples the observations but leaves the design untouched, so it cannot reject an irrelevant feature that is correlated with the relevant ones in a way that violates the irrepresentable condition. Such a feature (a ``confounder'') is selected in a substantial fraction of resamples, and the exchangeability behind the false-positive bound of Stability Selection fails. We propose 2D Stability Selection (2D-SS), which aggregates selection frequencies over half-samples and over a grid of injected design noise, and reduces to Stability Selection at zero noise. Because input noise acts, in expectation, as Tikhonov regularisation, a jittered Lasso fit is a noisy elastic net whose support recovery is governed by a noise-indexed irrepresentable condition. Jittering can therefore repair designs in which confounders violate the Lasso condition, although it can also hurt. We give the noise level at which a violated feature's statistic vanishes (for uncorrelated relevant features), exact-recovery guarantees for a single fit, conditions under which aggregation over noise levels recovers the support, and a complementary-pairs bound on the expected number of false positives, carried over from Stability Selection to the noise-aggregated procedure, for a fixed threshold or a size-matched selector. The procedure takes no measurement-error covariance as input, although the guarantees assume i.i.d.\ Gaussian measurement error. In simulations 2D-SS excludes confounders that Stability Selection includes, and its size-matched version stays below the nominal closed-form false-positive bound in all 240 simulated cells, whereas Stability Selection exceeds it in 21; it does not generally improve on Stability Selection in $F_1$ and is lower at low noise. It is useful when stable but wrong selections are the concern.

stat.ME↗

CVaR anchor regression protects against rare shifts

We study prediction in new environments when the training data contains rare, large distribution shifts. Anchor regression penalizes the average of the squared mean residual across environments. It protects against shifts in an ellipsoid determined by the second moment of the training shifts. Covering rare shifts may therefore require a large penalty $γ\gg 1$, expanding the ellipsoid in every direction and reducing accuracy on common environments. We propose CVaR anchor regression, which replaces the average of the squared mean residuals with a tail average. We prove an exact worst-case risk guarantee under a linear structural model that allows for heteroscedastic noise. CVaR anchor regression protects against shifts in a union of ellipsoids determined by second moments of the shifts in the worst $α$-fraction of environments. For $α$ small enough, this is the scaled convex hull of the training shifts and their negatives. It therefore covers all training shifts when $γ\geq 1$. Unlike CVaR or GroupDRO applied directly to prediction risks, CVaR anchor regression does not give environments more weight solely because their noise levels are high. Examples show how the method can improve protection against rare shifts while retaining accuracy on common environments. We illustrate the method on the New York City taxi dataset.

stat.ME↗