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Latent diffusion models for survival analysis

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Roberts, Gareth O. and Sangalli, Laura M.. (2010) Latent diffusion models for survival analysis. Bernoulli, Vol.16 (No.2). pp. 435-458. ISSN 1350-7265

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Official URL: http://dx.doi.org/10.3150/09-BEJ217

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.

Item Type:	Journal Article
Subjects:	Q Science > QA Mathematics
Divisions:	Faculty of Science > Statistics
Library of Congress Subject Headings (LCSH):	Diffusion processes, Survival analysis (Biometry)
Journal or Publication Title:	Bernoulli
Publisher:	Int Statistical Institute
ISSN:	1350-7265
Date:	May 2010
Volume:	Vol.16
Number:	No.2
Number of Pages:	24
Page Range:	pp. 435-458
Identification Number:	10.3150/09-BEJ217
Status:	Peer Reviewed
Publication Status:	Published
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/5692