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BDNNSurv: Bayesian Deep Neural Networks for Survival Analysis Using Pseudo Values
Volume 19, Issue 4 (2021), pp. 542–554
Dai Feng   Lili Zhao  

Authors

 
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https://doi.org/10.6339/21-JDS1018
Pub. online: 13 August 2021      Type: Statistical Data Science     

Received
2 March 2021
Accepted
15 July 2021
Published
13 August 2021

Abstract

There has been increasing interest in modeling survival data using deep learning methods in medical research. In this paper, we proposed a Bayesian hierarchical deep neural networks model for modeling and prediction of survival data. Compared with previously studied methods, the new proposal can provide not only point estimate of survival probability but also quantification of the corresponding uncertainty, which can be of crucial importance in predictive modeling and subsequent decision making. The favorable statistical properties of point and uncertainty estimates were demonstrated by simulation studies and real data analysis. The Python code implementing the proposed approach was provided.

Supplementary material

 Supplementary Material
The code used for simulation, including R code to simulate data and summarize results, python code to generate initial values for BDNNSurv, python code to run BDNNSurv, and R code to run BART and ANOVA DDP.

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Keywords
automatic differentiation variational inference Bayesian deep learning neural networks pseudo probability survival outcome

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