Latent diffusion models for survival analysis

被引：3
|
作者：
Roberts, Gareth O. [1 ]
Sangalli, Laura M. [2 ]
机构：
[1] Univ Warwick, Dept Stat, CRiSM, Coventry CV4 7AL, W Midlands, England
[2] Politecn Milan, Dipartimento Matemat, MOX, I-20133 Milan, Italy
来源：
BERNOULLI | 2010年 / 16卷 / 02期
关键词：
diffusion processes; parametrization of hierarchical models; survival analysis; PROPORTIONAL HAZARDS; DISTRIBUTIONS; INFERENCE;
D O I：
10.3150/09-BEJ217
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
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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页码：435 / 458
页数：24
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