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Chapter 3.2<br />

152<br />

For each g =0,...,G−1, model (25) is estimated using subjects from the respective<br />

prognostic group in the training dataset. That is, samples θ g,(1) ,...,θ g,(M) are<br />

obtained from the posterior distribution p � θ g � � y g � . Furthermore, each prognostic<br />

group is assigned prevalences π0,...,πG−1, � G−1<br />

g=0 πg = 1 which play the role of<br />

prior pertinence probabilities for the discrimination procedure.<br />

Let Y new =(Y ′ new,1,...,Y ′ new,R) ′ be the history of relevant markers for a new sub-<br />

ject. Without loss of generality, we assume that Y new contains only the history up<br />

to time τ

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