Component-Wise Composite Likelihood Distillation for Censored Time-to-Event Data

Accurate survival modeling in biomedical studies is often hindered by rare events, limited effective sample sizes, and settings with limited or partially observed information (e.g., covariates of interest that are difficult or expensive to collect, highly structured sampling designs, or nuisance parameters omitted by conditioning). Knowledge distillation can leverage external predictive information without sharing individual-level data, but existing approaches are largely built for fully specified likelihoods or probability-based survival models and do not extend to settings where outcome distributions are only partially specified. To address this challenge, we propose a knowledge distillation framework based on a composite-likelihood Kullback--Leibler divergence that aligns teacher and student models within components. Our key insight is that, although composite likelihoods do not define a global outcome distribution, each likelihood component induces a well-defined probability model on its restricted outcome space, enabling a principled KL divergence. Simulation studies and biomedical case studies show improved discrimination and predictive accuracy in rare-event, heterogeneous settings without requiring access to external individual-level data.