Penalized Parametric and Semiparametric Bayesian Survival Models
with Shrinkage and Grouping Priors
Description
Algorithms to implement various Bayesian penalized survival regression models including: semiparametric proportional hazards models with lasso priors (Lee et al., Int J Biostat, 2011 ) and three other shrinkage and group priors (Lee et al., Stat Anal Data Min, 2015 ); parametric accelerated failure time models with group/ordinary lasso prior (Lee et al. Comput Stat Data Anal, 2017 ).