Pólya tree distributions for statistical modeling of censored data
type: Item
instance of: scholarly article
title: Pólya tree distributions for statistical modeling of censored data
zbMATH Open document ID: 1046.62009
DOI: 10.1155/S1173912603000166
author: A. A. Neath
published in: Journal of Applied Mathematics and Decision Sciences
publication date: 2004-05-27T00:00:00Z
full work available at URL: https://eudml.org/doc/123790
review text: Summary: Polya tree distributions extend the idea of the Dirichlet process as a prior for Bayesian nonparametric problems. Finite dimensional distributions are defined through conditional probabilities in \(P\). This allows for a specification of prior information which carries greater weight where it is deemed appropriate according to the choice of a partition of the sample space. \textit{P. Muliere} and \textit{S. Walker} [Scand. J. Stat. 24, 331--340 (1997; Zbl 0888.62031)] construct a partition so that the posterior from right censored data is also a Polya tree. A point of contention is that the specification of the prior is partially dependent on the data. In general, the posterior from censored data will be a mixture of Polya trees. This paper will present a straightforward method for determining the mixing distribution.
Mathematics Subject Classification ID: 62E10
Mathematics Subject Classification ID: 62N01
Mathematics Subject Classification ID: 62G99
zbMATH DE Number: 2069811
zbMATH Keywords: Bayesian nonparametric problems
zbMATH Keywords: finite dimensional distributions
zbMATH Keywords: mixture distributions
zbMATH Keywords: survival data
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 2069811