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Deep Copula-Based Survival Analysis for Dependent Censoring with Identifiability Guarantees

AAAI 2024 · Probabilistic and scientific modeling › Molecules and proteins · approach: Survival analysis under censoring · 7 citations (OpenAlex)

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Proposes DCSurvival, a deep copula-based survival model that learns an Archimedean copula (via a neural completely-monotone generator) jointly with event and censoring marginals, avoiding the need to specify the true copula under dependent censoring.

Problem

Survival analysis under dependent censoring, where the event and censoring times are correlated; existing copula-based methods require the practitioner to specify the true copula, and misspecification causes substantial bias.

Approach

Parameterize the Archimedean copula generator with a neural network built from convex combinations of negative exponentials (guaranteeing complete monotonicity), learn it end-to-end with neural density estimator marginals by maximizing the dependent-censoring likelihood, and prove identifiability under Weibull/log-normal-type marginals and this generator class.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Learn the copula and survival marginals jointly instead of using a specified copulaDCSurvival · STEEL testSurvival-l1: 0.105\pm0.013 -> 0.092\pm0.015Helped
Learn the copula and survival marginals jointly instead of using a specified copulaDCSurvival · Airfoil testSurvival-l1: 0.215\pm0.060 -> 0.176\pm0.047Helped
Learn the copula from censored observationsDCSurvival with parametric survival marginals · Linear-Risk synthetic datacopula recoveryHelped

Surprising findings

Limitations

Experimental setup

Datasets: Linear-Risk (synthetic) Nonlinear-Risk (synthetic) STEEL Airfoil SEER GBSG2

Benchmarks: Linear-Risk Nonlinear-Risk STEEL Airfoil SEER GBSG2

Metrics: Survival-l1 calibration plots copula contour recovery

Baselines: CoxPH DeepSurv CoxCC RSF DeepHit PCHazard KnownCopula

Builds on: Archimedean copula neural density estimator (monotonic) Bernstein-Widder theorem Cox proportional hazards KnownCopula

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