Gaussian processes for survival analysis

Tamara Fernández, Nicolás Rivera, Yee Whye Teh

Research output: Contribution to journalConference articlepeer-review

35 Scopus citations

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.

Original languageEnglish
Pages (from-to)5021-5029
Number of pages9
JournalAdvances in Neural Information Processing Systems
StatePublished - 2016
Externally publishedYes
Event30th Annual Conference on Neural Information Processing Systems, NIPS 2016 - Barcelona, Spain
Duration: 5 Dec 201610 Dec 2016

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