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Efficient Bayesian Inference for Dynamic Survival Models with Shrinkage

Peter Knaus, Daniel Winkler

Last update: 15 November 2022

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 0.2.0

Cites work

• Achieving shrinkage in a time-varying parameter model framework
• Triple the Gamma—A Unifying Shrinkage Prior for Variance and Variable Selection in Sparse State Space and TVP Models
• Bayesian estimation and stochastic model specification search for dynamic survival models

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