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11.
We propose a Bayesian approach for estimating the hazard functions under the constraint of a monotone hazard ratio. We construct
a model for the monotone hazard ratio utilizing the Cox’s proportional hazards model with a monotone time-dependent coefficient.
To reduce computational complexity, we use a signed gamma process prior for the time-dependent coefficient and the Bayesian
bootstrap prior for the baseline hazard function. We develope an efficient MCMC algorithm and illustrate the proposed method
on simulated and real data sets. 相似文献
12.
This paper considers the problem of selecting a robust threshold of wavelet shrinkage. Previous approaches reported in literature
to handle the presence of outliers mainly focus on developing a robust procedure for a given threshold; this is related to
solving a nontrivial optimization problem. The drawback of this approach is that the selection of a robust threshold, which
is crucial for the resulting fit is ignored. This paper points out that the best fit can be achieved by a robust wavelet shrinkage
with a robust threshold. We propose data-driven selection methods for a robust threshold. These approaches are based on a
coupling of classical wavelet thresholding rules with pseudo data. The concept of pseudo data has influenced the implementation
of the proposed methods, and provides a fast and efficient algorithm. Results from a simulation study and a real example demonstrate
the promising empirical properties of the proposed approaches. 相似文献
13.
Weißbach Rafael Kim Yongdai Dörre Achim Fink Anne Doblhammer Gabriele 《Lifetime data analysis》2021,27(1):38-63
Lifetime Data Analysis - We estimate the dementia incidence hazard in Germany for the birth cohorts 1900 until 1954 from a simple sample of Germany’s largest health insurance company.... 相似文献
14.
We study a Bayesian analysis of the proportional hazards model with time‐varying coefficients. We consider two priors for time‐varying coefficients – one based on B‐spline basis functions and the other based on Gamma processes – and we use a beta process prior for the baseline hazard functions. We show that the two priors provide optimal posterior convergence rates (up to the term) and that the Bayes factor is consistent for testing the assumption of the proportional hazards when the two priors are used for an alternative hypothesis. In addition, adaptive priors are considered for theoretical investigation, in which the smoothness of the true function is assumed to be unknown, and prior distributions are assigned based on B‐splines. 相似文献