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Survival Analysis as Imprecise Classification with Trainable Kernels

Author

Listed:
  • Andrei Konstantinov

    (Higher School of Artificial Intelligence Technologies, Peter the Great St. Petersburg Polytechnic University, Polytechnicheskaya, 29, 195251 St. Petersburg, Russia)

  • Lev Utkin

    (Higher School of Artificial Intelligence Technologies, Peter the Great St. Petersburg Polytechnic University, Polytechnicheskaya, 29, 195251 St. Petersburg, Russia)

  • Vlada Efremenko

    (Higher School of Artificial Intelligence Technologies, Peter the Great St. Petersburg Polytechnic University, Polytechnicheskaya, 29, 195251 St. Petersburg, Russia)

  • Vladimir Muliukha

    (Higher School of Artificial Intelligence Technologies, Peter the Great St. Petersburg Polytechnic University, Polytechnicheskaya, 29, 195251 St. Petersburg, Russia)

  • Alexey Lukashin

    (Higher School of Artificial Intelligence Technologies, Peter the Great St. Petersburg Polytechnic University, Polytechnicheskaya, 29, 195251 St. Petersburg, Russia)

  • Natalya Verbova

    (Higher School of Artificial Intelligence Technologies, Peter the Great St. Petersburg Polytechnic University, Polytechnicheskaya, 29, 195251 St. Petersburg, Russia)

Abstract

Survival analysis is a fundamental tool for modeling time-to-event data in healthcare, engineering, and finance, where censored observations pose significant challenges. While traditional methods like the Beran estimator offer nonparametric solutions, they often struggle with the complex data structures and heavy censoring. This paper introduces three novel survival models, iSurvM ( i mprecise Surv ival model based on M ean likelihood functions), iSurvQ ( i mprecise Surv ival model based on Q uantiles of likelihood functions), and iSurvJ ( i mprecise Surv ival model based on J oint learning), that combine imprecise probability theory with attention mechanisms to handle censored data without parametric assumptions. The first idea behind the models is to represent censored observations by interval-valued probability distributions for each instance over time intervals between event moments. The second idea is to employ the kernel-based Nadaraya–Watson regression with trainable attention weights for computing the imprecise probability distribution over time intervals for the entire dataset. The third idea is to consider three decision strategies for training, which correspond to the proposed three models. Experiments on synthetic and real datasets demonstrate that the proposed models, especially iSurvJ, consistently outperform the Beran estimator from accuracy and computational complexity points of view. Codes implementing the proposed models are publicly available.

Suggested Citation

  • Andrei Konstantinov & Lev Utkin & Vlada Efremenko & Vladimir Muliukha & Alexey Lukashin & Natalya Verbova, 2025. "Survival Analysis as Imprecise Classification with Trainable Kernels," Mathematics, MDPI, vol. 13(18), pages 1-31, September.
  • Handle: RePEc:gam:jmathe:v:13:y:2025:i:18:p:3040-:d:1754314
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    References listed on IDEAS

    as
    1. Håvard Kvamme & Ørnulf Borgan, 2021. "Continuous and discrete-time survival prediction with neural networks," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 27(4), pages 710-736, October.
    2. Álvaro Arroyo & Álvaro Cartea & Fernando Moreno-Pino & Stefan Zohren, 2024. "Deep attentive survival analysis in limit order books: estimating fill probabilities with convolutional-transformers," Quantitative Finance, Taylor & Francis Journals, vol. 24(1), pages 35-57, January.
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