Paper and Stan code for survival analysis with shrinkage priors

[Aki Vehtari]

Our recent paper

 Peltola, Havulinna, Salomaa, Vehtari (2014). 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. http://ceur-ws.org/Vol-1218/bmaw2014_paper_8.pdf

uses Stan for computation.

Stan codes for survival analysis with shrinkage priors (Gaussian, Laplace, and horseshoe) and Weibull observation model are available at 

http://becs.aalto.fi/en/research/bayes/diabcvd/

Aki

[Bob Carpenter]

Thanks. I added it to the citations page on the Stan web
site, which will be updated soon.

Someone was just asking about the horseshoe prior, so this
should be a good source to find an implementation.

- Bob

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