Latent diffusion models for survival analysis
Statistics Theory
2010-10-11 v1 Statistics Theory
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.
Cite
@article{arxiv.1010.1688,
title = {Latent diffusion models for survival analysis},
author = {Gareth O. Roberts and Laura M. Sangalli},
journal= {arXiv preprint arXiv:1010.1688},
year = {2010}
}
Comments
Published in at http://dx.doi.org/10.3150/09-BEJ217 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)