Temporally-Consistent Survival Analysis


We study survival analysis in the dynamic setting: We seek to model the time to an event of interest given sequences of states. Taking inspiration from temporal-difference learning, a central idea in reinforcement learning, we develop algorithms that estimate a discrete-time survival model by exploiting a temporal-consistency condition. Intuitively, this condition captures the fact that the survival distribution at consecutive states should be similar, accounting for the delay between states. Our method can be combined with any parametric survival model and naturally accommodates right-censored observations. We demonstrate empirically that it achieves better sample-efficiency and predictive performance compared to approaches that directly regress the observed survival outcome.


November 2022 | NeurIPS

Society of Agents: Regrets Bounds of Concurrent Thompson Sampling

Yan Chen, Perry Dong, Qinxun Bai, Maria Dimakopoulou, Wei Xu, Zhengyuan Zhou

November 2022 | NeurIPS

Disentangling Causal Effects from Sets of Interventions in the Presence of Unobserved Confounders

Olivier Jeunen, Ciarán M. Gilligan-Lee, Rishabh Mehrotra, Mounia Lalmas

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Identifying New Podcasts with High General Appeal Using a Pure Exploration Infinitely-Armed Bandit Strategy

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