Séminaire Linus Bleistein

Quand

11 mars 2024    
14h00 - 15h30

CRAN - FST - 4ème
Campus Sciences, Boulevard des Aiguillettes, Vandoeuvre-lès-Nancy, 54506

Type d’évènement

Speaker: Linus Bleistein (Inria Paris)
Website: https://www.linusbleistein.com/
Title: Dynamical Survival Analysis with Controlled Latent States

Abstract:
We consider the task of learning individual specific intensities of survival processes from static and longitudinal data. Modeling the intensities as solutions to non-parametric unknown differential equations allows us to provide a precise bias-variance decomposition of a signature-based estimator. This estimator yields excellent performance on a large array of both simulated and real datasets from finance, predictive maintenance and churn prediction.

Team link: https://cran-simul.github.io/seminars

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