Survival analysis is crucial for modeling time-to-event data in various fields like healthcare, engineering, and finance, facing challenges due to censored observations.
Traditional methods such as the Beran estimator struggle with complex data structures and heavy censoring.
This paper introduces three new survival models - iSurvM, iSurvQ, and iSurvJ - combining imprecise probability theory and attention mechanisms to handle censored data without parametric assumptions.
These models represent censored observations using interval-valued probability distributions for each instance over time intervals between events moments.
They utilize kernel-based Nadaraya-Watson regression with trainable attention weights to compute the imprecise probability distribution over time intervals for the dataset.
Three decision strategies are considered for training, corresponding to the three proposed models.
Experiments on synthetic and real datasets show that the proposed models, particularly iSurvJ, outperform the Beran estimator in terms of accuracy and computational complexity.
Codes for implementing the models are available for public use.