• Bernoulli
  • Volume 16, Number 2 (2010), 435-458.

Latent diffusion models for survival analysis

Gareth O. Roberts and Laura M. Sangalli

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We consider Bayesian hierarchical models for survival analysis, where the survival times are modeled through an underlying diffusion process which determines the hazard rate. We show how these models can be efficiently treated by means of Markov chain Monte Carlo techniques.

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Bernoulli, Volume 16, Number 2 (2010), 435-458.

First available in Project Euclid: 25 May 2010

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diffusion processes parametrization of hierarchical models survival analysis


Roberts, Gareth O.; Sangalli, Laura M. Latent diffusion models for survival analysis. Bernoulli 16 (2010), no. 2, 435--458. doi:10.3150/09-BEJ217.

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