Codice | 22/2007 |
Titolo | Latent diffusion models for event history analysis |
Data | 2007-11-20 |
Autore/i | Roberts, Gareth O.; Sangalli, Laura M. |
Link | Download full text | Pubblicato | Gareth O. Roberts and Laura M. Sangalli (2010),
Latent diffusion models for survival analysis,
Bernoulli, Vol. 16, pp. 435-458.
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Abstract | We 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. |
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