Bayesian Survival Analysis Using A Mars Model

Bani K. Mallick, David G. T. Denison, A. F. M. Smith · Biometrics · 1999

A Bayesian multivariate adaptive regression spline fitting approach is used to model univariate and multivariate survival data with censoring. The possible models contain the proportional hazards model as a subclass and automatically detect departures from this. A reversible jump Markov chain Monte Carlo algorithm is described to obtain the estimate of the hazard function as well as the survival curve.

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