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Background  We adapted Bayesian statistical learning strategies to the prognosis field to investigate if genome-wide common SNP improve the prediction ability of clinico-pathological prognosticators and applied it to non-muscle invasive bladder cancer (NMIBC) patients.    Methods  Adapted Bayesian sequential threshold models in combination with LASSO were applied to consider the time-to-event and the censoring nature of data. We studied 822 NMIBC patients followed-up >10 years. The study outcomes were time-to-first-recurrence and time-to-progression. The predictive ability of the models including up to 171,304 SNP and/or 6 clinico-pathological prognosticators was evaluated using AUC-ROC and determination coefficient.    Results  Clinico-pathological prognosticators explained a larger proportion of the time-to-first-recurrence (3.1 %) and time-to-progression (5.4 %) phenotypic variances than SNPs (1 and 0.01 %, respectively). Adding SNPs to the clinico-pathological-parameters model slightly improved the prediction of time-to-first-recurrence (up to 4 %). The prediction of time-to-progression using both clinico-pathological prognosticators and SNP did not improve. Heritability ( ĥ  2 ) of both outcomes was <1 % in NMIBC.    Conclusions  We adapted a Bayesian statistical learning method to deal with a large number of parameters in prognostic studies. Common SNPs showed a limited role in predicting NMIBC outcomes yielding a very low heritability for both outcomes. We report for the first time a heritability estimate for a disease outcome. Our method can be extended to other disease models.    Electronic supplementary material  The online version of this article (doi:10.1186/s12885-016-2361-7) contains supplementary material, which is available to authorized users.

Prediction of non-muscle invasive bladder cancer outcomes assessed by innovative multimarker prognostic models