scispace - formally typeset
Journal ArticleDOI

Bayesian semiparametric inference for the accelerated failure‐time model

TLDR
In this paper, a Markov-chain Monte Carlo (MCMC) method is developed to compute the features of the posterior distribution of a log-linear model, and a model selection method for obtaining a more parsimonious set of predictors is studied.
Abstract
Bayesian semiparametric inference is considered for a loglinear model. This model consists of a parametric component for the regression coefficients and a nonparametric component for the unknown error distribution. Bayesian analysis is studied for the case of a parametric prior on the regression coefficients and a mixture-of-Dirichlet-processes prior on the unknown error distribution. A Markov-chain Monte Carlo (MCMC) method is developed to compute the features of the posterior distribution. A model selection method for obtaining a more parsimonious set of predictors is studied. The method adds indicator variables to the regression equation. The set of indicator variables represents all the possible subsets to be considered. A MCMC method is developed to search stochastically for the best subset. These procedures are applied to two examples, one with censored data.

read more

Citations
More filters
Journal ArticleDOI

An improved collapsed Gibbs sampler for Dirichlet process mixing models

TL;DR: A new Gibbs sampler is developed that improves upon the current collapsed GibbsSampler by blocking and reducing the number of classification probabilities to be updated using the clustering configuration.
Journal ArticleDOI

Flexible extension of the accelerated failure time model to account for nonlinear and time-dependent effects of covariates on the hazard.

TL;DR: The accelerated failure time model is an alternative to the Cox proportional hazards model in survival analysis as mentioned in this paper, however, conclusions regarding the associations of prognostic factors with event timings are questionable.
Journal ArticleDOI

A Bayesian semiparametric accelerated failure time model for arbitrarily censored data with covariates subject to measurement error

TL;DR: A flexible Bayesian semiparametric accelerated failure time (AFT) model is proposed for analyzing arbitrarily censored survival data with covariates subject to measurement error, and the baseline error distribution is nonparametrically modeled as a Dirichlet process mixture of normals.
Book ChapterDOI

Mixed-effects modelling of Kevlar fibre failure times through Bayesian non-parametrics

TL;DR: In this article, a semi-parametric model for failure times of Kevlar fibres grouped by spool, subject to different stress levels, is proposed, where the error distribution is a shape-scale mixture of Weibull densities, the mixing measure being a normalised generalised gamma measure.
OtherDOI

Accelerated Life Tests: Bayesian Models†

TL;DR: This article develops Markov chain Monte Carlo methods to make Bayesian inferences from accelerated life test models where the effect of accelerated environments on failure behavior is described by time transformation functions.
References
More filters
Journal ArticleDOI

Equation of state calculations by fast computing machines

TL;DR: In this article, a modified Monte Carlo integration over configuration space is used to investigate the properties of a two-dimensional rigid-sphere system with a set of interacting individual molecules, and the results are compared to free volume equations of state and a four-term virial coefficient expansion.
Journal ArticleDOI

Inference from Iterative Simulation Using Multiple Sequences

TL;DR: The focus is on applied inference for Bayesian posterior distributions in real problems, which often tend toward normal- ity after transformations and marginalization, and the results are derived as normal-theory approximations to exact Bayesian inference, conditional on the observed simulations.

Regression models and life tables (with discussion

David Cox
TL;DR: The drum mallets disclosed in this article are adjustable, by the percussion player, as to balance, overall weight, head characteristics and tone production of the mallet, whereby the adjustment can be readily obtained.
Journal ArticleDOI

A Bayesian Analysis of Some Nonparametric Problems

TL;DR: In this article, a class of prior distributions, called Dirichlet process priors, is proposed for nonparametric problems, for which treatment of many non-parametric statistical problems may be carried out, yielding results that are comparable to the classical theory.