Open Access
May 2010 Latent diffusion models for survival analysis
Gareth O. Roberts, Laura M. Sangalli
Bernoulli 16(2): 435-458 (May 2010). DOI: 10.3150/09-BEJ217


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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Gareth O. Roberts. Laura M. Sangalli. "Latent diffusion models for survival analysis." Bernoulli 16 (2) 435 - 458, May 2010.


Published: May 2010
First available in Project Euclid: 25 May 2010

zbMATH: 1323.60106
MathSciNet: MR2668909
Digital Object Identifier: 10.3150/09-BEJ217

Keywords: Diffusion processes , parametrization of hierarchical models , Survival analysis

Rights: Copyright © 2010 Bernoulli Society for Mathematical Statistics and Probability

Vol.16 • No. 2 • May 2010
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