Gaussian Processes for Survival Analysis

@inproceedings{Fernandez2016GaussianPF,
  title={Gaussian Processes for Survival Analysis},
  author={Tamara Fernandez and Nicol{\'a}s Rivera and Yee Whye Teh},
  booktitle={NIPS},
  year={2016}
}
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… CONTINUE READING

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