Seminar: A Gaussian process model for survival analysis

SpeakerTamara Fernandez
AffiliationUCL Gatsby
DateFriday, 12 Jan 2018
Time13:00 - 14:00
LocationRoberts Building G08 Sir David Davies LT
Event seriesDeepMind CSML Seminar Series

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.

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