Title
Gaussian Processes for Survival Analysis.
Abstract
We introduce a semi-parametric Bayesian model for survival analysis. The model is centred on a parametric baseline hazard, and uses a Gaussian process to model variations away from it nonparametrically, as well as dependence on covariates. As opposed to many other methods in survival analysis, our framework does not impose unnecessary constraints in the hazard rate or in the survival function. Furthermore, our model handles left, right and interval censoring mechanisms common in survival analysis. We propose a MCMC algorithm to perform inference and an approximation scheme based on random Fourier features to make computations faster. We report experimental results on synthetic and real data, showing that our model performs better than competing models such as Cox proportional hazards, ANOVA-DDP and random survival forests.
Year
Venue
Field
2016
ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 29 (NIPS 2016)
Survival function,Bayesian inference,Proportional hazards model,Markov chain Monte Carlo,Parametric statistics,Gaussian process,Statistics,Censoring (statistics),Mathematics,Hazard ratio
DocType
Volume
ISSN
Conference
29
1049-5258
Citations 
PageRank 
References 
0
0.34
0
Authors
3
Name
Order
Citations
PageRank
Fernandez, Tamara100.68
Nicolas Rivera2278.52
Yee Whye Teh36253539.26