Gaussian processes for survival analysis

Conference item

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.

Authors: Fernandez, T; Rivera, N; Teh, Y

• Publication status: Published
• Peer review status: Peer reviewed
• Publisher: Curran Associates
• Host title: Advances in Neural Information Processing Systems 29: 30th Annual Conference on Neural Information Processing Systems 2016
• Volume: 29
• Pages: 5021-5029
• Publication date: 2016-12-05
• Acceptance date: 2016-09-04
• Event location: Barcelona, Spain
• Event start date: 2016-12-05
• Event end date: 2016-12-08
• ISSN: 1049-5258
• ISBN: 9781510838819