A comparison of nonparametric priors in hierarchical mixture modelling for AFT regression (Articolo in rivista)

Type
Label
  • A comparison of nonparametric priors in hierarchical mixture modelling for AFT regression (Articolo in rivista) (literal)
Anno
  • 2009-01-01T00:00:00+01:00 (literal)
Alternative label
  • Argiento R.; Guglielmi A.; Pievatolo A. (2009)
    A comparison of nonparametric priors in hierarchical mixture modelling for AFT regression
    in Journal of statistical planning and inference (Print)
    (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#autori
  • Argiento R.; Guglielmi A.; Pievatolo A. (literal)
Pagina inizio
  • 3989 (literal)
Pagina fine
  • 4005 (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#numeroVolume
  • 139 (literal)
Rivista
Note
  • Scopu (literal)
  • ISI Web of Science (WOS) (literal)
  • Google Scholar (literal)
  • Mathematical Reviews on the web (MathSciNet) (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#affiliazioni
  • IMATI-CNR; Dipartimento di Matematica, Politecnico di Milano; IMATI-CNR (literal)
Titolo
  • A comparison of nonparametric priors in hierarchical mixture modelling for AFT regression (literal)
Abstract
  • We will pursue a Bayesian nonparametric approach in the hierarchical mixture modelling of lifetime data in two situations: density estimation, when the distribution is a mixture of parametric densities with a nonparametric mixing measure, and accelerated failure time (AFT) regression modelling, when the same type of mixture is used for the distribution of the error term. The Dirichlet process is a popular choice for the mixing measure, yielding a Dirichlet process mixture model for the error; as an alternative, we also allow the mixing measure to be equal to a normalized inverse-Gaussian prior, built from normalized inverse-Gaussian finite dimensional distributions, as recently proposed in the literature. Markov chain Monte Carlo techniques will be used to estimate the predictive distribution of the survival time, along with the posterior distribution of the regression parameters. A comparison between the two models will be carried out on the grounds of their predictive power and their ability to identify the number of components in a given mixture density. (literal)
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