Department of Biomedical Engineering and Computational Science

Hierarchical Bayesian Survival Analysis for CVD Risk Prediction in Diabetic Individuals

Stan codes for survival analysis with shrinkage priors (Gaussian, Laplace, and horseshoe) and Weibull observation model are available below. See the reference for the model description (note that the priors on a_c, b_c, a_s, and b_s have been changed to half-normal in the codes). The codes have been rewritten for Stan 2.4.0.



Peltola, Havulinna, Salomaa, Vehtari. Hierarchical Bayesian Survival Analysis and Projective Covariate Selection in Cardiovascular Event Risk Prediction. In Proceedings of the Eleventh UAI Bayesian Modeling Applications Workshop, CEUR Workshop Proceedings, Vol-1218, 79-88 (pdf)