Neural Diffusion Processes for Physically Interpretable Survival Prediction

Fuente: arXiv
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Autori principali: Cristofoletto, Alessio, Rollo, Cesare, Birolo, Giovanni, Fariselli, Piero
Natura: Preprint
Pubblicazione: 2025
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author Cristofoletto, Alessio
Rollo, Cesare
Birolo, Giovanni
Fariselli, Piero
author_facet Cristofoletto, Alessio
Rollo, Cesare
Birolo, Giovanni
Fariselli, Piero
contents We introduce DeepFHT, a survival-analysis framework that couples deep neural networks with first hitting time (FHT) distributions from stochastic process theory. Time to event is represented as the first passage of a latent diffusion process to an absorbing boundary. A neural network maps input variables to physically meaningful parameters including initial condition, drift, and diffusion, within a chosen FHT process such as Brownian motion, both with drift and driftless. This yields closed- form survival and hazard functions and captures time-varying risk without assuming proportional- hazards. We compare DeepFHT with Cox regression using synthetic and real-world datasets. The method achieves predictive accuracy on par with the state-of-the-art approach, while maintaining a physics- based interpretable parameterization that elucidates the relation between input features and risk. This combination of stochastic process theory and deep learning provides a principled avenue for modeling survival phenomena in complex systems
format Preprint
id arxiv_https___arxiv_org_abs_2510_00733
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Neural Diffusion Processes for Physically Interpretable Survival Prediction
Cristofoletto, Alessio
Rollo, Cesare
Birolo, Giovanni
Fariselli, Piero
Machine Learning
Artificial Intelligence
Quantitative Methods
We introduce DeepFHT, a survival-analysis framework that couples deep neural networks with first hitting time (FHT) distributions from stochastic process theory. Time to event is represented as the first passage of a latent diffusion process to an absorbing boundary. A neural network maps input variables to physically meaningful parameters including initial condition, drift, and diffusion, within a chosen FHT process such as Brownian motion, both with drift and driftless. This yields closed- form survival and hazard functions and captures time-varying risk without assuming proportional- hazards. We compare DeepFHT with Cox regression using synthetic and real-world datasets. The method achieves predictive accuracy on par with the state-of-the-art approach, while maintaining a physics- based interpretable parameterization that elucidates the relation between input features and risk. This combination of stochastic process theory and deep learning provides a principled avenue for modeling survival phenomena in complex systems
title Neural Diffusion Processes for Physically Interpretable Survival Prediction
topic Machine Learning
Artificial Intelligence
Quantitative Methods
url https://arxiv.org/abs/2510.00733