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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'…

统计理论 · 数学 2021-06-01 Ismaël Castillo , Stéphanie van der Pas

We study a nonparametric Bayesian approach to estimation of the volatility function of a stochastic differential equation driven by a gamma process. The volatility function is modelled a priori as piecewise constant, and we specify a gamma…

统计理论 · 数学 2023-10-18 Denis Belomestny , Shota Gugushvili , Moritz Schauer , Peter Spreij

A new lifetime model, named the Modi linear failure rate distribution, is suggested. This flexible model is capable of accommodating a wide range of hazard rate shapes, including decreasing, increasing, bathtub, upside-down bathtub, and…

统计方法学 · 统计学 2026-02-26 Lazhar Benkhelifa

Fully Bayesian methods for Cox models specify a model for the baseline hazard function. Parametric approaches generally provide monotone estimations. Semi-parametric choices allow for more flexible patterns but they can suffer from…

统计方法学 · 统计学 2024-02-01 Elena Lázaro , Carmen Armero , Danilo Alvares

A nonparametric procedure to estimate the conditional probability that a nonstationary geostatistical process exceeds a certain threshold value is proposed. The method consists of a bootstrap algorithm that combines conditional simulation…

统计方法学 · 统计学 2024-04-01 Rubén Fernández-Casal , Sergio Castillo-Páez , Mario Francisco-Fernández

Competing risks models for a repairable system subject to several failure modes are discussed. Under minimal repair, it is assumed that each failure mode has a power law intensity. An orthogonal reparametrization is used to obtain an…

A Bayesian non-parametric framework for studying time-to-event data is proposed, where the prior distribution is allowed to depend on an additional random source, and may update with the sample size. Such scenarios are natural, for…

统计方法学 · 统计学 2025-05-06 Martin Bladt , Jorge González Cázares

This paper deals with a nonparametric shape respecting estimation method for U-shaped or unimodal functions. A general upper bound for the nonasymptotic L_1-risk of the estimator is given. The method is applied to the shape respecting…

统计理论 · 数学 2007-06-13 L. Reboul

We present a general principle for estimating a regression function nonparametrically, allowing for a wide variety of data filtering, for example, repeated left truncation and right censoring. Both the mean and the median regression cases…

统计理论 · 数学 2011-02-10 Oliver Linton , Enno Mammen , Jens Perch Nielsen , Ingrid Van Keilegom

An important issue in survival analysis is the investigation and the modeling of hazard rates. Within a Bayesian nonparametric framework, a natural and popular approach is to model hazard rates as kernel mixtures with respect to a…

统计理论 · 数学 2009-08-14 Pierpaolo De Blasi , Giovanni Peccati , Igor Prünster

There is increasing interest in flexible parametric models for the analysis of time-to-event data, yet Bayesian approaches that offer incorporation of prior knowledge remain underused. A flexible Bayesian parametric model has recently been…

Given discrete time observations over a growing time interval, we consider a nonparametric Bayesian approach to estimation of the L\'evy density of a L\'evy process belonging to a flexible class of infinite activity subordinators. Posterior…

统计理论 · 数学 2019-09-10 Denis Belomestny , Shota Gugushvili , Moritz Schauer , Peter Spreij

Estimation of response functions is an important task in dynamic medical imaging. This task arises for example in dynamic renal scintigraphy, where impulse response or retention functions are estimated, or in functional magnetic resonance…

机器学习 · 统计学 2017-06-22 Ondřej Tichý , Václav Šmídl

How should researchers conduct causal inference when the outcome of interest is latent and measured imperfectly by multiple indicators? We develop a general nonparametric framework for identifying and estimating average treatment effects on…

统计方法学 · 统计学 2026-04-22 Jiawei Fu , Donald P. Green

A survival model is derived from the exponential function using the concept of fractional differentiation. The hazard function of the proposed model generates various shapes of curves including increasing, increasing-constant-increasing,…

统计理论 · 数学 2007-06-13 Cheng K. Lee , Jenq-Daw Lee

We present a non-parametric Bayesian approach to structure learning with hidden causes. Previous Bayesian treatments of this problem define a prior over the number of hidden causes and use algorithms such as reversible jump Markov chain…

机器学习 · 计算机科学 2012-07-02 Frank Wood , Thomas Griffiths , Zoubin Ghahramani

Given functional data from a survival process with time-dependent covariates, we derive a smooth convex representation for its nonparametric log-likelihood functional and obtain its functional gradient. From this, we devise a generic…

机器学习 · 统计学 2021-10-07 Donald K. K. Lee , Ningyuan Chen , Hemant Ishwaran

In this paper, we prove almost surely consistency of a Survival Analysis model, which puts a Gaussian process, mapped to the unit interval, as a prior on the so-called hazard function. We assume our data is given by survival lifetimes $T$…

统计理论 · 数学 2016-11-09 Tamara Fernández , Yee Whye Teh

We introduce a semi-parametric Bayesian model for survival analysis. The model is centred on a parametric baseline hazard, and uses a Gaussian process to model variations away from it nonparametrically, as well as dependence on covariates.…

机器学习 · 统计学 2016-11-04 Tamara Fernández , Nicolás Rivera , Yee Whye Teh

In observational studies, unmeasured confounders present a crucial challenge in accurately estimating desired causal effects. To calculate the hazard ratio (HR) in Cox proportional hazard models for time-to-event outcomes, two-stage…