In the first part of this thesis, we introduce the basics of survival analysis and its key concepts such as data censoring. We then introduce Bayesian statistics, comparing it to the frequentist approach through a simple example. We derive the exponential and Weibull models, expanding both into regression models. Here, we are met with the use of MCMC methods, which we explain in detail. Finally, we apply the developed theory to a real-world case by conducting a survival analysis of heart failure patients.
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