We propose a general semiparametric method based on multiple imputation for Cox regression with interval-censored data. The method consists of iterating the following two steps. First, from finite-interval-censored (but not right-censored) data, exact failure times are imputed using Tanner and Wei's poor man's or asymptotic normal data augmentation scheme based on the current estimates of the r...

We connect some basic issues of survival analysis in biostatistics with estimation and convergence theories of stochastic ltering. Viewing censored data problems through a ltering perspective, we can derive estimators expressed using stochastic integral/diierential equations. We then study statistical asymptotics using convergence theory of stochastic equations. We will illustrate such a progra...