In biomedical studies, prognosis refers to the expected course of a disease or patients’ chance of recovery. For example, base on the analysis of SEER data (http://seer.cancer.gov), 89% of patients with breast cancer will survive at least 5 years. A comprehensive prognosis may include expected time, function, and a description of the disease course such as progressive decline, intermittent crisis, or sudden, unpredictable crisis. For various diseases, prognostic scoring systems have been developed and applied in clinical practice. For example, with Non-Hodgkin lymphoma, the International Prognostic Index (IPI) has been used to predict patients’ outcomes. With small cell lung cancer, the Manchester score has been used as an indicator of prognosis. The existing scoring systems have been mainly built on parametric or semiparametric survival models. For a large population, prognosis estimates can be very accurate, whereas for...