A computationally efficient nonparametric sampling (NPS) method of time to event for individual-level models

Abstract

Purpose Individual-level simulation models often require sampling times to events, however efficient parametric distributions for many processes may often not exist. For example, time to death from life tables cannot be accurately sampled from existing parametric distributions. We propose an efficient nonparametric method to sample times to events that does not require any parametric assumption on the hazards.