Latent diffusion models for survival analysis

Details Latent diffusion models for survival analysis Latent diffusion models for survival analysis

2010-10-08

arxiv.org/abs/1010.1688v1

Bernoulli 2010, Vol. 16, No. 2, 435-458

Mathematics

Statistics Theory

Published in at http://dx.doi.org/10.3150/09-BEJ217 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statisti

Scientific paper

10.3150/09-BEJ217

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.

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