Posterior concentration rates for counting processes with Aalen multiplicative intensities

DOI10.1214/15-BA986zbMath1384.62083arXiv1407.6033MaRDI QIDQ1699639

Sophie Donnet, Vincent Rivoirard, Catia Scricciolo, Judith Rousseau

Publication date: 23 February 2018

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.6033

zbMATH Keywords

counting processesDirichlet process mixturesAalen modelposterior concentration rates

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Bayesian inference (62F15) Estimation in survival analysis and censored data (62N02) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (3)

Nonparametric Bayesian inference for multidimensional compound Poisson processes ⋮ Multiscale Bayesian Survival Analysis ⋮ Survival analysis via hierarchically dependent mixture hazards

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