Kim, Yongdai; James, Lancelot; Weissbach, Rafael - In: Biometrika 99 (2012) 1, pp. 127-140
Bayesian analysis of a finite state Markov process, which is popularly used to model multistate event history data, is considered. A new prior process, called a beta-Dirichlet process, is introduced for the cumulative intensity functions and is proved to be conjugate. In addition, the...