惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

腾讯CDC
博客园 - Franky
MyScale Blog
MyScale Blog
L
LangChain Blog
Martin Fowler
Martin Fowler
Recent Announcements
Recent Announcements
Stack Overflow Blog
Stack Overflow Blog
OSCHINA 社区最新新闻
OSCHINA 社区最新新闻
奇客Solidot–传递最新科技情报
奇客Solidot–传递最新科技情报
博客园 - 司徒正美
量子位
A
About on SuperTechFans
C
Check Point Blog
大猫的无限游戏
大猫的无限游戏
Last Week in AI
Last Week in AI
小众软件
小众软件
Apple Machine Learning Research
Apple Machine Learning Research
I
InfoQ
V
Visual Studio Blog
Vercel News
Vercel News
B
Blog
爱范儿
爱范儿
aimingoo的专栏
aimingoo的专栏
U
Unit 42

stat updates on arXiv.org

Simultaneous Monitoring of Shape and Surface Color via 4D Point Clouds: A Registration-free Approach A Refined Generalization Analysis for Extreme Multi-class Supervised Contrastive Representation Learning Ensemble Distributionally Robust Bayesian Optimisation The Proxy Presumption: From Semantic Embeddings to Valid Social Measures Modulated learning for private and distributed regression with just a single sample per client device Query-efficient model evaluation using cached responses Functional-prior-based approaches to Bayesian PDE-constrained inversion using physics-informed neural networks Optimal Experiments for Partial Causal Effect Identification Order-Agnostic Autoregressive Modelling with Missing Data Grokking or Glitching? How Low-Precision Drives Slingshot Loss Spikes Tuning Derivatives for Causal Fairness in Machine Learning Spherical Flows for Sampling Categorical Data Bayesian Rain Field Reconstruction using Commercial Microwave Links and Diffusion Model Priors GRALIS: A Unified Canonical Framework for Linear Attribution Methods via Riesz Representation Sharp Capacity Thresholds in Linear Associative Memory: From Winner-Take-All to Listwise Retrieval Unified Framework of Distributional Regret in Multi-Armed Bandits and Reinforcement Learning Jacobian-Velocity Bounds for Deployment Risk Under Covariate Drift Self-Attention as Transport: Limits of Symmetric Spectral Diagnostics Perturbation is All You Need for Extrapolating Language Models Adapt or Forget: Provable Tradeoffs Between Adam and SGD in Nonstationary Optimization Realizable Bayes-Consistency for General Metric Losses Graph Convolutional Support Vector Regression for Robust Spatiotemporal Forecasting of Urban Air Pollution Segmenting Human-LLM Co-authored Text via Change Point Detection Stochastic Schrödinger Diffusion Models for Pure-State Ensemble Generation Understanding Self-Supervised Learning via Latent Distribution Matching The Geometric Mechanics of Contrastive Representation Learning: Alignment Potentials, Entropic Dispersion, and Cross-modal Divergence Imbalanced Classification under Capacity Constraints On the Spectral Structure and Objective Equivalence of Orthogonal Multilabel Fisher Discriminants Partially Observed Structural Causal Models First-Order Efficiency for Probabilistic Value Estimation via A Statistical Viewpoint
Incorporating data drift to perform survival analysis on ...
[Submitted on 28 Jan 2026 (v1), last revised 31 Jul 2026 (this v · 2026-01-28 · via stat updates on arXiv.org

Authors:Jianwei Peng (1), Stefan Lessmann (1 and 2) ((1) Humboldt-Universität zu Berlin, (2) Bucharest University of Economic Studies)

View PDF

Abstract:Survival analysis has become a standard approach for modelling time to default by time-varying covariates in credit risk. Unlike most existing methods that implicitly assume a stationary data-generating process, in practise, mortgage portfolios are exposed to various forms of data drift caused by changing borrower behaviour, macroeconomic conditions, policy regimes and so on. This study investigates the impact of data drift on survival-based credit risk models and proposes a dynamic joint modelling framework to improve robustness under non-stationary environments. The proposed model integrates a longitudinal behavioural marker derived from balance dynamics with a discrete-time hazard formulation, combined with landmark one-hot encoding and isotonic calibration. Three types of data drift (sudden, incremental and recurring) are simulated and analysed on mortgage loan datasets from Freddie Mac. Experiments and corresponding evidence show that the proposed landmark-based joint model consistently outperforms classical survival models, tree-based drift-adaptive learners and gradient boosting methods in terms of discrimination and calibration across all drift scenarios, which confirms the superiority of our model design.

Submission history

From: Jianwei Peng [view email]
[v1] Wed, 28 Jan 2026 12:22:08 UTC (25 KB)
[v2] Fri, 31 Jul 2026 15:28:15 UTC (32 KB)