Bayesian Analysis of Failure Time Data Using P-Splines

von Matthias Kaeding

110 Seiten, Taschenbuch

Kurzbeschreibung des Verlags

Matthias Kaeding discusses Bayesian methods for analyzing discrete and continuous failure times where the effect of time and/or covariates is modeled via P-splines and additional basic function expansions, allowing the replacement of linear effects by more general functions. The MCMC methodology for these models is presented in a unified framework and applied on data sets. Among others, existing algorithms for the grouped Cox and the piecewise exponential model under interval censoring are combined with a data augmentation step for the applications. The author shows that the resulting Gibbs sampler works well for the grouped Cox and is merely adequate for the piecewise exponential model.

• Reihe: BestMasters
• ISBN: 9783658083922
• Sprache: Englisch
• Erscheinungsdatum: 12.01.2015
• Genre: Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik
• Verlag: Springer Fachmedien Wiesbaden GmbH