Variational inference for multiplicative intensity models

DOI10.1016/j.spl.2020.108720zbMath1440.62109OpenAlexW3005291747MaRDI QIDQ2307400

Wendy Hui, Edward Cripps, John W. Lau

Publication date: 27 March 2020

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2020.108720

zbMATH Keywords

Bayesian nonparametricsvariational inferencemultiplicative intensity

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric estimation (62G05) Estimation in survival analysis and censored data (62N02)

Related Items

Measuring dependence in the Wasserstein distance for Bayesian nonparametric models

Uses Software

• PMTK
• PRMLT

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On a class of Bayesian nonparametric estimates. II: Hazard rate estimates
• A Bayesian nonparametric approach to reliability
• Combinatorial stochastic processes. Ecole d'Eté de Probabilités de Saint-Flour XXXII -- 2002.
• Bayesian semi-parametric modeling for mixed proportional hazard models with right censoring
• A Bayesian analysis of some nonparametric problems
• Variational Inference for Large-Scale Models of Discrete Choice
• Computational Methods for Multiplicative Intensity Models Using Weighted Gamma Processes
• Statistical models based on counting processes