This study advances Early Event Prediction (EEP) in healthcare through Dynamic Survival Analysis (DSA), offering a novel approach by integrating risk localization into alarm policies to enhance clinical event metrics. By adapting and evaluating DSA models against traditional EEP benchmarks, our research demonstrates their ability to match EEP models on a time-step level and significantly improve event-level metrics through a new alarm prioritization scheme (up to 11% AuPRC difference). This approach represents a significant step forward in predictive healthcare, providing a more nuanced and actionable framework for early event prediction and management.

We consider the task of learning individual-specific intensities of counting processes from a set of static variables and irregularly sampled time series. We introduce a novel modelization approach in which the intensity is the solution to a controlled differential equation. We first design a neural estimator by building on neural controlled differential equations. In a second time, we show that our model can be linearized in the signature space under sufficient regularity conditions, yielding a signature-based estimator which we call CoxSig. We provide theoretical learning guarantees for both estimators, before showcasing the performance of our models on a vast array of simulated and real-world datasets from finance, predictive maintenance and food supply chain management.