Séminaire Linus Bleistein


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

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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