Dynamic Survival Analysis with Individualized Truncated Parametric Distributions

Dynamic survival analysis is a variant of traditional survival analysis where time-to-event predictions are updated as new information arrives about an individual over time. In this paper we propose a new approach to dynamic survival analysis based on learning a global parametric distribution, followed by individualization via truncating and renormalizing that distribution at different locations over time. We combine this approach with a likelihood-based loss that includes predictions at every time step within an individual's history, rather than just including one term per individual. The combination of this loss and model results in an interpretable approach to dynamic survival, requiring less fine tuning than existing methods, while still achieving good predictive performance. We evaluate the approach on the problem of predicting hospital mortality for a dataset with over 6900 COVID-19 patients.