Codice22/2007
TitoloLatent diffusion models for event history analysis
Data2007-11-20
Autore/i Roberts, Gareth O.; Sangalli, Laura M.
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PubblicatoGareth O. Roberts and Laura M. Sangalli (2010), Latent diffusion models for survival analysis, Bernoulli, Vol. 16, pp. 435-458.
AbstractWe consider Bayesian hierarchical models for event history analysis, where the event 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.