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Latent diffusion models for event history analysis
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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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Official URL: http://www2.warwick.ac.uk/fac/sci/statistics/crism...
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) | ||||
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Subjects: | Q Science > QA Mathematics | ||||
Divisions: | Faculty of Science, Engineering and Medicine > 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: |
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Volume: | Vol.2007 | ||||
Number: | No.27 | ||||
Number of Pages: | 17 | ||||
Status: | Not Peer Reviewed | ||||
Access rights to Published version: | Open Access (Creative Commons) | ||||
Date of first compliant deposit: | 1 August 2016 | ||||
Date of first compliant Open Access: | 1 August 2016 | ||||
Funder: | European Commission (EC), University of Warwick. Centre for Research in Statistical Methodology |
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