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- W3202069324 abstract "This article proposes an efficient Bayesian inference for piecewise exponential hazard (PEH) models, which allow the effect of a covariate on the survival time to vary over time. The proposed inference methodology is based on a particle smoothing algorithm that depends on three particle filters. Efficient proposal (importance) distributions for the particle filters tailored to the nature of survival data and PEH models are developed using the Laplace approximation of the posterior distribution and linear Bayes theory. The algorithm is applied to both simulated and real data, and the results show that it is faster and more efficient than a state-of-the-art MCMC sampler, and scales well in high-dimensional and relatively large data." @default.
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- W3202069324 date "2021-10-03" @default.
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- W3202069324 title "Efficient particle smoothing for Bayesian inference in dynamic survival models" @default.
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- W3202069324 doi "https://doi.org/10.1007/s00180-021-01155-7" @default.
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