Thinned completely random measures with applications in competing risks models

IF 1.5 2区数学 Q2 STATISTICS & PROBABILITY

Bernoulli Pub Date : 2022-02-01 DOI:10.3150/21-bej1361

J. Lau, E. Cripps

引用次数: 4

Abstract

We present a posterior analysis of kernel mixtures of thinned completely random measures 6 (CRMs) for multivariate intensities, in the context of competing risks models. The construction 7 of the thinned CRMs is derived from a common Poisson random measure that includes the thin8 ning probabilities in its intensity and is transferable to existing Poisson partition calculus results 9 for the posterior analysis (James 2002, 2005). We derive the posterior thinned CRMs, provide 10 generalizations of both the Blackwell and MacQueen Pólya urn formula and the (weighted) Chi11 nese restaurant process for the variates and partitions generated from the thinned CRMs, and 12 we outline strategies for the further development of Monte Carlo simulation for estimation. 13

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稀疏完全随机测度及其在竞争风险模型中的应用

在竞争风险模型的背景下，我们对多变量强度的稀疏完全随机测度6（CRM）的核混合物进行了后验分析。稀疏CRM的构造7是从常见的泊松随机测度导出的，该泊松随机测度在其强度中包括稀疏概率，并且可转移到用于后验分析的现有泊松分配演算结果9（James 20022005）。我们推导了后验稀疏CRM，为稀疏CRM生成的变量和分区提供了Blackwell和MacQueen Pólya urn公式以及（加权）Chi11 nese-restaurant过程的10个推广，12我们概述了进一步发展蒙特卡罗模拟进行估计的策略。13

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Bernoulli 数学-统计学与概率论

CiteScore

3.40

自引率

0.00%

发文量

116

审稿时长

6-12 weeks

期刊介绍： BERNOULLI is the journal of the Bernoulli Society for Mathematical Statistics and Probability, issued four times per year. The journal provides a comprehensive account of important developments in the fields of statistics and probability, offering an international forum for both theoretical and applied work. BERNOULLI will publish: Papers containing original and significant research contributions: with background, mathematical derivation and discussion of the results in suitable detail and, where appropriate, with discussion of interesting applications in relation to the methodology proposed. Papers of the following two types will also be considered for publication, provided they are judged to enhance the dissemination of research: Review papers which provide an integrated critical survey of some area of probability and statistics and discuss important recent developments. Scholarly written papers on some historical significant aspect of statistics and probability.