Variational Bayes survival analysis for unemployment modelling
作者:
Highlights:
• Variational Bayes approach for parameters estimation of survival models.
• Survival analysis is used for evaluating the probability of exit from unemployment.
• Profiling can be performed based on survival probability over selected time interval.
• Computationally efficient estimation of parameters’ posterior distribution.
• Hazard function is modelled using a deep neural network.
摘要
•Variational Bayes approach for parameters estimation of survival models.•Survival analysis is used for evaluating the probability of exit from unemployment.•Profiling can be performed based on survival probability over selected time interval.•Computationally efficient estimation of parameters’ posterior distribution.•Hazard function is modelled using a deep neural network.
论文关键词:Variational Bayes,Survival analysis,Dimension embedding,Unemployment modelling
论文评审过程:Received 12 January 2021, Revised 20 July 2021, Accepted 21 July 2021, Available online 24 July 2021, Version of Record 29 July 2021.
论文官网地址:https://doi.org/10.1016/j.knosys.2021.107335