# A Longitudinal Attribute-Conditioned Neural Network for Modeling Health-State Transition Probabilities in Temporally Irregular Data: The LANTERN Framework

arXiv: https://arxiv.org/abs/2606.13880 · HTML: https://mlsanity.com/paper/2606.13880/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 6 of its 45 references that are in the map.
- First posted on arXiv 11 Jun 2026.

## Builds on (most cited first, 6 of 6)

- [On Calibration of Modern Neural Networks](https://mlsanity.com/paper/1706.04599/) (2017)
- [Learning Phrase Representations using RNN Encoder-Decoder for Statistical Machine Translation](https://mlsanity.com/paper/1406.1078/) (2014)
- [Multitask learning and benchmarking with clinical time series data](https://mlsanity.com/paper/1703.07771/) (2017)
- [Scalable and accurate deep learning for electronic health records](https://mlsanity.com/paper/1801.07860/) (2018)
- [Time2Vec: Learning a Vector Representation of Time](https://mlsanity.com/paper/1907.05321/) (2019)
- [Autocalibration and Tweedie-dominance for Insurance Pricing with Machine Learning](https://mlsanity.com/paper/2103.03635/) (2021)

## Abstract (arXiv)

Accurate estimation of long-term care transition probabilities is central to disability insurance pricing, reserving, and solvency assessment. Classical actuarial multi-state models commonly rely on Markov, semi-Markov, or proportional-hazard specifications, which provide a direct connection to cohort projection but may be restrictive for irregular longitudinal health data with nonlinear aging patterns and heterogeneous covariate histories. This paper develops a well-calibrated estimator of multi-state transition probabilities for irregular longitudinal health data. The model learns from individual health history, incorporates the time elapsed between observations, and conditions transition probabilities on demographic and socioeconomic attributes. It produces a valid probability distribution over the next observed health state, with four possible states: healthy, mild disability, severe disability, and death. Individual probabilities are aggregated by age group and origin state to form transition matrices compatible with actuarial cohort projection. Using longitudinal data from the Health and Retirement Study, we compare the proposed estimator with logistic regression, gradient-boosted trees, a recurrent neural network, and a last-state persistence benchmark. The evaluation considers probabilistic accuracy, endpoint discrimination and calibration for severe disability and death, risk concentration, and transition matrix error after aggregation. The proposed estimator improves severe disability discrimination relative to logistic regression and gradient-boosted tree benchmarks, maintains strong calibration, and yields the lowest transition matrix error among the evaluated models in the held-out test analysis. Results show that a structured machine learning estimator can support long-term care transition modeling when judged by calibration and projection fidelity, beyond discrimination.