Bernoulli

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

Latent diffusion models for survival analysis

Gareth O. Roberts and Laura M. Sangalli

Full-text: Open access

Abstract

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.

Article information

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

Dates
First available in Project Euclid: 25 May 2010

Permanent link to this document
https://projecteuclid.org/euclid.bj/1274821078

Digital Object Identifier
doi:10.3150/09-BEJ217

Mathematical Reviews number (MathSciNet)
MR2668909

Zentralblatt MATH identifier
1323.60106

Keywords
diffusion processes parametrization of hierarchical models survival analysis

Citation

Roberts, Gareth O.; Sangalli, Laura M. Latent diffusion models for survival analysis. Bernoulli 16 (2010), no. 2, 435--458. doi:10.3150/09-BEJ217. https://projecteuclid.org/euclid.bj/1274821078


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