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arXiv · 1903.03867

Variational Inference of Joint Models using Multivariate Gaussian Convolution Processes

Xubo Yue·Raed Kontar
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Abstract

We present a non-parametric prognostic framework for individualized event prediction based on joint modeling of both longitudinal and time-to-event data. Our approach exploits a multivariate Gaussian convolution process (MGCP) to model the evolution of longitudinal signals and a Cox model to map time-to-event data with longitudinal data modeled through the MGCP. Taking advantage of the unique structure imposed by convolved processes, we provide a variational inference framework to simultaneously estimate parameters in the joint MGCP-Cox model. This significantly reduces computational complexity and safeguards against model overfitting. Experiments on synthetic and real world data show that the proposed framework outperforms state-of-the art approaches built on two-stage inference and strong parametric assumptions.

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Xubo Yue, Raed Kontar. 2019-03-09. Variational Inference of Joint Models using Multivariate Gaussian Convolution Processes. https://doi.org/10.1080/00401706.2020.1832582

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