Roberts, Gareth O. and Sangalli, Laura M. (2007) Latent diffusion models for event history analysis. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2007 (No.27).

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Abstract

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

Item Type:	Working or Discussion Paper (Working Paper)
Subjects:	Q Science > QA Mathematics
Divisions:	Faculty of Science > Statistics
Library of Congress Subject Headings (LCSH):	Diffusion processes, Survival analysis (Biometry)
Series Name:	Working papers
Publisher:	University of Warwick. Centre for Research in Statistical Methodology
Place of Publication:	Coventry
Official Date:	2007
Dates:	Date Event 2007 Published
Volume:	Vol.2007
Number:	No.27
Number of Pages:	17
Status:	Not Peer Reviewed
Access rights to Published version:	Open Access
Funder:	European Commission (EC), University of Warwick. Centre for Research in Statistical Methodology

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