Clustering Interval-Censored Time-Series for Disease Phenotyping

Unsupervised learning is often used to uncover clusters in data. However, different kinds of noise may impede the discovery of useful patterns from real-world time-series data. In this work, we focus on mitigating the interference of interval censoring in the task of clustering for disease phenotyping. We develop a deep generative, continuous-time model of time-series data that clusters time-series while correcting for censorship time. We provide conditions under which clusters and the amount of delayed entry may be identified from data under a noiseless model.