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Updated: Aug 23, 2025

An R-Based Landscape Validation of a Competing Risk Model
Published on: September 16, 2022
Bayesian inference for Cox proportional hazard models with partial likelihoods, nonlinear covariate effects and
Ziang Zhang1, Alex Stringer2, Patrick Brown1,3
1Department of Statistical Science, 7938University of Toronto, Toronto, Canada.
Abstract:
We propose a flexible and scalable approximate Bayesian inference methodology for the Cox Proportional Hazards model with partial likelihood. The model we consider includes nonlinear covariate effects and correlated survival times. The proposed method is based on nested approximations and adaptive quadrature, and the computational burden of working with the log-partial likelihood is mitigated through automatic differentiation and Laplace approximation. We provide two simulation studies to show the accuracy of the proposed approach, compared with the existing methods. We demonstrate the practical utility of our method and its computational advantages over Markov Chain Monte Carlo methods through the analysis of Kidney infection times, which are paired, and the analysis of Leukemia survival times with a semi-parametric covariate effect and spatial variation.
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