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具有依赖贝叶斯非参数先验的生存回归模型

Survival Regression Models With Dependent Bayesian Nonparametric Priors

Journal of the American Statistical Association · 2020
被引 8
ABS 4

中文导读

提出一种新的贝叶斯非参数生存回归模型,通过依赖先验灵活建模协变量对风险函数的影响,允许非比例风险,并给出后验推断和MCMC方法。

Abstract

We present a novel Bayesian nonparametric model for regression in survival analysis. Our model builds on the classical neutral to the right model of Doksum and on the Cox proportional hazards model of Kim and Lee. The use of a vector of dependent Bayesian nonparametric priors allows us to efficiently model the hazard as a function of covariates while allowing nonproportionality. The model can be seen as having competing latent risks. We characterize the posterior of the underlying dependent vector of completely random measures and study the asymptotic behavior of the model. We show how an MCMC scheme can provide Bayesian inference for posterior means and credible intervals. The method is illustrated using simulated and real data. Supplementary materials for this article are available online.

生存分析贝叶斯非参数回归模型比例风险模型