Speaker |
Tamara Fernandez |
|---|---|
Affiliation |
UCL Gatsby |
Date |
Friday, 12 January 2018 |
Time |
13:00-14:00 |
Location |
Zoom |
Link |
Roberts Building G08 Sir David Davies LT |
Event series |
Jump Trading/ELLIS CSML Seminar Series |
Abstract |
We introduce a novel Bayesian non-parametric model for survival data. The model is based on using a positive map of a Gaussian process with stationary covariance function as prior over the so-called hazard function. This model is thoughtfully studied in terms of prior behaviour and posterior consistency. Alternatives to incorporate covariates are discussed as well as an exact and tractable inference scheme. |
Biography |