Bayesian statistics from methods to models and applications. Research from BAYSM 2014. Proceedings of the 2nd conference, Vienna, Austria, September 18--19, 2014

DOI10.1007/978-3-319-16238-6MaRDI QIDQ2345644zbMATH OpenOpenAlexFDO

Authors

Publication date 22 May 2015

Published in Springer Proceedings in Mathematics \& Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1506.05269

Mathematics Subject Classification ID

Proceedings of conferences of miscellaneous specific interest (00B25) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Bayesian problems; characterization of Bayes procedures (62C10) Empirical decision procedures; empirical Bayes procedures (62C12) Bayesian inference (62F15) Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of statistics to economics (62P20)

Abstract: 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.

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Cited in

(7)

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• New Frontiers in Bayesian Statistics

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