Hazard-based distributional regression via ordinary differential equations
The hazard function is central to the formulation of commonly used survival regression models such as the proportional hazards and accelerated failure time models. However, these models rely on a shared baseline hazard, which, when specified parametrically, can only capture limited shapes. To overcome this limitation, we propose a general class of parametric survival regression models obtained by modelling the hazard function using autonomous systems of ordinary differential equations (ODEs). Covariate information is incorporated via transformed linear predictors on the parameters of the ODE system. Our framework capitalises on the interpretability of parameters in common ODE systems, enabling the identification of covariate values that produce qualitatively distinct hazard shapes associated with different attractors of the system of ODEs. This provides deeper insights into how covariates influence survival dynamics. We develop efficient Bayesian computational tools, including parallelised evaluation of the log-posterior, which facilitates integration with general-purpose Markov Chain Monte Carlo samplers. We also derive conditions for posterior asymptotic normality, enabling fast approximations of the posterior. A central contribution of our work lies in the case studies. We demonstrate the methodology using clinical trial data with crossing survival curves, and a study of cancer recurrence times where our approach reveals how the efficacy of interventions (treatments) on hazard and survival are influenced by patient characteristics.