Multiscale Bayesian Survival Analysis
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Publication:128917
DOI10.1214/21-AOS2097zbMATH Open1486.62132arXiv2005.02889MaRDI QIDQ128917FDOQ128917
Ismaël Castillo, Stéphanie van der Pas, Stéphanie van der Pas, Ismaël Castillo
Publication date: 6 May 2020
Published in: The Annals of Statistics (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/2005.02889
survival analysisfrequentist analysis of Bayesian proceduresnonparametric Bernstein-von Mises theoremsupremum norm contraction rate
Asymptotic properties of nonparametric inference (62G20) Reliability and life testing (62N05) Nonparametric tolerance and confidence regions (62G15)
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Cited In (7)
- Large Hierarchical Bayesian Analysis of Multivariate Survival Data
- Adaptive Bayesian inference for current status data on a grid
- Multilevel Bayesian Models for Survival Times and Longitudinal Patient-Reported Outcomes With Many Zeros
- Bayesian multiscale analysis of the Cox model
- BayesSurvival
- A Bayesian multi‐risks survival (MRS) model in the presence of double censorings
- Bayesian analysis of multivariate survival data using Monte Carlo methods
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