Latent diffusion models for survival analysis
Roberts, Gareth O. ; Sangalli, Laura M.
Bernoulli, Tome 16 (2010) no. 1, p. 435-458 / Harvested from Project Euclid
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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.
Publié le : 2010-05-15
Classification:  diffusion processes,  parametrization of hierarchical models,  survival analysis 
@article{1274821078,
     author = {Roberts, Gareth O. and Sangalli, Laura M.},
     title = {Latent diffusion models for survival analysis},
     journal = {Bernoulli},
     volume = {16},
     number = {1},
     year = {2010},
     pages = { 435-458},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1274821078}
}

Roberts, Gareth O.; Sangalli, Laura M. Latent diffusion models for survival analysis. Bernoulli, Tome 16 (2010) no. 1, pp.  435-458. http://gdmltest.u-ga.fr/item/1274821078/