GPLVM-WPHM

Dimensionality reduction tool for survival (time-to-event) data.

This is a combination of the non-linear dimensionality reduction Gaussian process latent variable model (GPLVM) and the Weibull proportional hazard model (WPHM). It is suitable for high dimensional data with time-to-event measurements. That is, survival analysis with high dimensional covariates. This work is based on the publication: http://arxiv.org/abs/1406.0812. Please don't hesitate to contact me if there are any issues.