Survival Analysis

Survival analysis, censoring and hacking the log_prob in TensorFlow Probability

TL;DR Survival analysis is a super useful technique for modelling time-to-event data; implementing a simple survival analysis using TFP requires hacking around the sampler log probability function; in this post we’ll see how to do this, and introduce the basic terminology of survival analysis. Survival analysis 101 Survival analysis is an incredibly useful technique for modeling time-to-something data. “something” can be the death a patient (hence the name), the failure of some part in a machine, the churn of a customer, the fall of a regime, and tons of other problems.