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