Bayesian Survival Model based on Moment Characterization - Archive ouverte HAL Accéder directement au contenu
Chapitre D'ouvrage Année : 2015

Bayesian Survival Model based on Moment Characterization

Résumé

Bayesian nonparametric marginal methods are very popular since they lead to fairly easy implementation due to the formal marginalization of the infinite-dimensional parameter of the model. However, the straightforwardness of these methods also entails some limitations: they typically yield point estimates in the form of posterior expectations, but cannot be used to estimate non-linear functionals of the posterior distribution, such as median, mode or credible intervals. This is particularly relevant in survival analysis where non-linear functionals such as e.g. the median survival time, play a central role for clinicians and practitioners. The main goal of this paper is to summarize the methodology introduced in [Arbel et al., Comput. Stat. Data. An., 2015] for hazard mixture models in order to draw approximate Bayesian inference on survival functions that is not limited to the posterior mean. In addition, we propose a practical implementation of an R package called momentify designed for moment-based density approximation, and, by means of an extensive simulation study, we thoroughly compare the introduced methodology with standard marginal methods and empirical estimation.
Fichier principal
Vignette du fichier
baysm.pdf (419.79 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-01203321 , version 1 (22-09-2015)

Identifiants

Citer

Julyan Arbel, Antonio Lijoi, Bernardo Nipoti. Bayesian Survival Model based on Moment Characterization. Sylvia Frühwirth-Schnatter, Angela Bitto, Gregor Kastner, Alexandra Posekany. Bayesian Statistics from Methods to Models and Applications, 126, , pp.3-14, 2015, Springer Proceedings in Mathematics & Statistics, 978-3-319-16238-6. ⟨10.1007/978-3-319-16238-6_1⟩. ⟨hal-01203321⟩
70 Consultations
84 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More