Bayesian Survival Analysis: Adventures in brms (Mick Cooney)

Bayesian Survival Analysis: Adventures in brms

Abstract: Survival analysis is one of the classic fields of applied statistics but is one that has never really 'crossed over' to areas such as ML and analytics despite its usefulness. In this talk, we discuss the basics of the topic, challenges in the Bayesian approach to the standard models and some discussions around attempts to implement them using Stan and brms. In particular, we will cover the use of standard analysis techniques for modelling policy lapses in life insurance.

Bio: Mick Cooney works in insurance and the distribution of his use of Stan is extremely heavy-tailed. He lives in Dublin, his long suffering wife can just about pass as a data person from listening to his gibberish on the phone, he loves long sentences and has been statistically proven to make bad tea.