The main resource is: https://arxiv.org/abs/1802.03335/
The code is based on: https://github.com/Tom-Ryder/VIforSDEs/
The source of the dataset: http://clincancerres.aacrjournals.org/content/18/16/4385
A similar model specification: https://arxiv.org/abs/1607.02633
The model is given by the system of SDEs:
where is the number of observations for subject i, maps the ith patient to their treatment group index.The noise is assumed to be distributed according to
which may equivalently be written as
The assumed prior distributions:
where and are treatment group dependent hyperparameters, also