Bayesian inference for discretely observed continuous time multi-state models
From MaRDI portal
Cites work
- A Markov Model for Analysing Cancer Markers and Disease States in Survival Studies
- An Exact Gibbs Sampler for the Markov-Modulated Poisson Process
- An extended likelihood framework for modelling discretely observed credit rating transitions
- Approximate Bayesian inference for discretely observed continuous‐time multi‐state models
- Bayesian latent multi‐state modeling for nonequidistant longitudinal electronic health records
- Estimating parametric semi-Markov models from panel data using phase-type approximations
- Flexible nonhomogeneous Markov models for panel observed data
- Modeling Nonhomogeneous Markov Processes via Time Transformation
- Non-Homogeneous Markov Models in the Analysis of Survival After Breast Cancer
- Penalised maximum likelihood estimation in multi-state models for interval-censored data
- Semi-Markov Models with Phase-Type Sojourn Distributions
- Simulation from endpoint-conditioned, continuous-time Markov chains on a finite state space, with applications to molecular evolution
- Statistical Inference for Discretely Observed Markov Jump Processes
- Statistical methods for panel data from a semi-Markov process, with application to HPV
- Statistical Models
- The Analysis of Panel Data Under a Markov Assumption
Cited in
(3)
This page was built for publication: Bayesian inference for discretely observed continuous time multi-state models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6628504)