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Nonparametric Bayesian Lomax delegate racing for survival analysis with competing risks
Quan Zhang · Mingyuan Zhou

Thu Dec 06 07:45 AM -- 09:45 AM (PST) @ Room 210 #22

We propose Lomax delegate racing (LDR) to explicitly model the mechanism of survival under competing risks and to interpret how the covariates accelerate or decelerate the time to event. LDR explains non-monotonic covariate effects by racing a potentially infinite number of sub-risks, and consequently relaxes the ubiquitous proportional-hazards assumption which may be too restrictive. Moreover, LDR is naturally able to model not only censoring, but also missing event times or event types. For inference, we develop a Gibbs sampler under data augmentation for moderately sized data, along with a stochastic gradient descent maximum a posteriori inference algorithm for big data applications. Illustrative experiments are provided on both synthetic and real datasets, and comparison with various benchmark algorithms for survival analysis with competing risks demonstrates distinguished performance of LDR.

Author Information

Quan Zhang (McCombs School of Business, University of Texas at Austin)
Mingyuan Zhou (University of Texas at Austin)

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