Facing reality: Survival modelling with missing and censored observations with numpyro. Part 3: Missing values
In the last part Conditional survival part 2: Survival probabilities very close to zero, I dealt with boundary problems of extreme survival observations, which drive the survival function toward the precision boundary of the machine and lead to underflow behavior which makes the computation of the likelihood values problematic. Using the cumulative hazard directly in the computation of the conditional probability resolves the issue and simplifies the model. Below are the functions defined in part 1 and part 2....