Multiscale Bayesian survival analysis
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Abstract: We consider Bayesian nonparametric inference in the right-censoring survival model, where modeling is made at the level of the hazard rate. We derive posterior limiting distributions for linear functionals of the hazard, and then for `many' functionals simultaneously in appropriate multiscale spaces. As an application, we derive Bernstein-von Mises theorems for the cumulative hazard and survival functions, which lead to asymptotically efficient confidence bands for these quantities. Further, we show optimal posterior contraction rates for the hazard in terms of the supremum norm. In medical studies, a popular approach is to model hazards a priori as random histograms with possibly dependent heights. This and more general classes of arbitrarily smooth prior distributions are considered as applications of our theory. A sampler is provided for possibly dependent histogram posteriors. Its finite sample properties are investigated on both simulated and real data experiments.
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Cites work
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Cited in
(11)- Linear and quadratic functionals of random hazard rates: An asymptotic analysis
- Survival analysis via hierarchically dependent mixture hazards
- Full Bayesian inference with hazard mixture models
- Large Hierarchical Bayesian Analysis of Multivariate Survival Data
- Multilevel Bayesian Models for Survival Times and Longitudinal Patient-Reported Outcomes With Many Zeros
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