\dm_csml_event_details UCL ELLIS

A Gaussian process model for survival analysis


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

DeepMind/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