Roberts, Gareth O. and Sangalli, Laura M. (2007) Latent diffusion models for event history analysis. Working Paper. University of Warwick. Centre for Research in Statistical Methodology, Coventry.

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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
Date:	2007
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Status:	Not Peer Reviewed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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URI:	http://wrap.warwick.ac.uk/id/eprint/35559

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