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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. doi:10.3150/09-BEJ217 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 | ||||
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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) | ||||
Journal or Publication Title: | Bernoulli | ||||
Publisher: | Int Statistical Institute | ||||
ISSN: | 1350-7265 | ||||
Official Date: | May 2010 | ||||
Dates: |
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Volume: | Vol.16 | ||||
Number: | No.2 | ||||
Number of Pages: | 24 | ||||
Page Range: | pp. 435-458 | ||||
DOI: | 10.3150/09-BEJ217 | ||||
Status: | Peer Reviewed | ||||
Publication Status: | Published | ||||
Access rights to Published version: | Open Access (Creative Commons) | ||||
Funder: | European Commission (EC), University of Warwick. Centre for Research in Statistical Methodology |
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