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.
Gaussian Processes for Survival Analysis
T. Fernandez,Nicolás Rivera,Y. Teh
Published 2016 in Neural Information Processing Systems
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- Publication year
2016
- Venue
Neural Information Processing Systems
- Publication date
2016-11-01
- Fields of study
Mathematics, Computer Science
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