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

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

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.

Recommendations

• The contribution of young researchers to Bayesian statistics. Proceedings of BAYSM 2013, Milan, Italy, June 5--6, 2013
• Bayesian statistics and new generations. BAYSM 2018. Selected contributions of the 4th Bayesian Young Statistician Meeting conference, Warwick, UK, July 2--3, 2018
• New Frontiers in Bayesian Statistics
• Bayesian Biostatistics 2014 -- Satellite conference of the International Biometric Conference
• Bayesian theory and applications

Cited in

(7)

• Preface
• Preface
• Bayesian Biostatistics 2014 -- Satellite conference of the International Biometric Conference
• Bayesian statistics and new generations. BAYSM 2018. Selected contributions of the 4th Bayesian Young Statistician Meeting conference, Warwick, UK, July 2--3, 2018
• scientific article; zbMATH DE number 5042778 (Why is no real title available?)
• New Frontiers in Bayesian Statistics
• The contribution of young researchers to Bayesian statistics. Proceedings of BAYSM 2013, Milan, Italy, June 5--6, 2013

This page was built for publication: Bayesian statistics from methods to models and applications. Research from BAYSM 2014. Proceedings of the 2nd conference, Vienna, Austria, September 18--19, 2014

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2345644)