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Latent diffusion models for survival analysis. (English) Zbl 1323.60106

Summary: 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.

MSC:

60J60 Diffusion processes
60J20 Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)
60K10 Applications of renewal theory (reliability, demand theory, etc.)
62N05 Reliability and life testing
62F15 Bayesian inference

Software:

R; invGauss
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Full Text: DOI arXiv Euclid

References:

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