Rubio Alvarez, Francisco Javier;
Christen, J Andres;
(2024)
On harmonic oscillator hazard functions.
Statistics and Probability Letters
10.1016/j.spl.2024.110304.
(In press).
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Abstract
We propose a parametric hazard model obtained by enforcing positivity in the damped harmonic oscillator. The resulting model has closed-form hazard and cumulative hazard functions, facilitating likelihood and Bayesian inference on the parameters. We show that this model can capture a range of hazard shapes, such as increasing, decreasing, unimodal, bathtub, and oscillatory patterns, and characterize the tails of the corresponding survival function. We illustrate the use of this model in survival analysis using real data.
| Type: | Article |
|---|---|
| Title: | On harmonic oscillator hazard functions |
| Open access status: | An open access version is available from UCL Discovery |
| DOI: | 10.1016/j.spl.2024.110304 |
| Publisher version: | https://doi.org/10.1016/j.spl.2024.110304 |
| Language: | English |
| Additional information: | This version is the author accepted manuscript. For information on re-use, please refer to the publisher’s terms and conditions. |
| Keywords: | Harmonic Oscillator, Hazard Function, ODE, Survival Analysis |
| UCL classification: | UCL UCL > Provost and Vice Provost Offices > UCL BEAMS UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences > Dept of Statistical Science |
| URI: | https://discovery.ucl.ac.uk/id/eprint/10200053 |
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