Latent Ornstein‐Uhlenbeck models for Bayesian analysis of multivariate longitudinal categorical responses

We propose a Bayesian latent Ornstein-Uhlenbeck (OU) model to analyze unbalanced longitudinal data of binary and ordinal variables, which are manifestations of fewer continuous latent variables. We focus on the evolution of such latent variables when they continuously change over time. Existing approaches are limited to data collected at regular time intervals. Our proposal makes use of an OU process for the latent variables to overcome this...