Faster Monte Carlo estimation of joint models for time-to-event and multivariate longitudinal data.
Pete PhilipsonGraeme L. HickeyMichael J. CrowtherRuwanthi Kolamunnage-DonaPublished in: Comput. Stat. Data Anal. (2020)
Keyphrases
- monte carlo
- monte carlo simulation
- point processes
- importance sampling
- markov chain
- monte carlo methods
- parameter estimation
- simulation study
- monte carlo tree search
- monte carlo method
- variance reduction
- optimal strategy
- markovian decision
- adaptive sampling
- search algorithm
- markov chain monte carlo
- machine learning
- parametric models
- mathematical models
- decision problems