Luke Hardcastle
@lkhardcastle.bsky.social
Bayesian modelling and computation - postdoc at MRC Biostatistics Unit, University of Cambridge
I'll be talking about my recent pre-print (with Sam Livingstone and Gianluca Baio) where we use a prior based on an underlying diffusion process to guide long-term extrapolations in survival models:
arxiv.org/abs/2505.05932
Posterior sampling uses PDMPs, hence the link to the workshop!
arxiv.org/abs/2505.05932
Posterior sampling uses PDMPs, hence the link to the workshop!
Diffusion piecewise exponential models for survival extrapolation using Piecewise Deterministic Monte Carlo
The piecewise exponential model is a flexible non-parametric approach for time-to-event data, but extrapolation beyond final observation times typically relies on random walk priors and deterministic ...
arxiv.org
September 8, 2025 at 8:56 AM
I'll be talking about my recent pre-print (with Sam Livingstone and Gianluca Baio) where we use a prior based on an underlying diffusion process to guide long-term extrapolations in survival models:
arxiv.org/abs/2505.05932
Posterior sampling uses PDMPs, hence the link to the workshop!
arxiv.org/abs/2505.05932
Posterior sampling uses PDMPs, hence the link to the workshop!