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Summary of Dynamical Survival Analysis with Controlled Latent States, by Linus Bleistein et al.


Dynamical Survival Analysis with Controlled Latent States

by Linus Bleistein, Van-Tuan Nguyen, Adeline Fermanian, Agathe Guilloux

First submitted to arxiv on: 30 Jan 2024

Categories

  • Main: Machine Learning (stat.ML)
  • Secondary: Machine Learning (cs.LG)

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GrooveSquid.com Paper Summaries

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Summary difficulty Written by Summary
High Paper authors High Difficulty Summary
Read the original abstract here
Medium GrooveSquid.com (original content) Medium Difficulty Summary
This paper proposes a novel approach to learn individual-specific intensities of counting processes using static variables and irregularly sampled time series. A neural estimator is developed by building on neural controlled differential equations, which can be linearized in the signature space under sufficient regularity conditions, yielding a signature-based estimator called CoxSig. Theoretical learning guarantees are provided for both estimators, and their performance is showcased on a variety of simulated and real-world datasets from finance, predictive maintenance, and food supply chain management.
Low GrooveSquid.com (original content) Low Difficulty Summary
This paper helps us figure out how to measure the intensity of events happening at different rates in people or things. It uses a special type of math problem called a controlled differential equation. The researchers created two ways to solve this problem: one using neural networks and another that simplifies it by looking at patterns in the data. They tested these methods on lots of fake and real data from areas like finance, maintenance, and food supply chain management.

Keywords

* Artificial intelligence  * Time series