Latent diffusion models for survival analysis

Gareth O. Roberts; Laura M. Sangalli

doi:10.3150/09-BEJ217

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Home > Journals > Bernoulli > Volume 16 > Issue 2 > Article

May 2010 Latent diffusion models for survival analysis

Gareth O. Roberts, Laura M. Sangalli

Bernoulli 16(2): 435-458 (May 2010). DOI: 10.3150/09-BEJ217

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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.

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Gareth O. Roberts. Laura M. Sangalli. "Latent diffusion models for survival analysis." Bernoulli 16 (2) 435 - 458, May 2010. https://doi.org/10.3150/09-BEJ217