Posterior concentration rates for counting processes with Aalen multiplicative intensities
Donnet, Sophie; Rivoirard, Vincent; Rousseau, Judith; Scricciolo, Catia (2017), Posterior concentration rates for counting processes with Aalen multiplicative intensities, Bayesian Analysis, 12, 1, p. 53-87. 10.1214/15-BA986
Type
Article accepté pour publication ou publiéExternal document link
https://arxiv.org/abs/1407.6033v1Date
2017Journal name
Bayesian AnalysisVolume
12Number
1Publisher
International Society for Bayesian Analysis
Published in
Paris
Pages
53-87
Publication identifier
Metadata
Show full item recordAbstract (EN)
We provide general conditions to derive posterior concentration rates for Aalen counting processes. The conditions are designed to resemble those proposed in the literature for the problem of density estimation, so that existing results on density estimation can be adapted to the present setting. We apply the general theorem to some prior models including Dirichlet process mixtures of uniform densities to estimate monotone non-increasing intensities and log-splines.Subjects / Keywords
posterior concentration rates; counting processes; Aalen model; Dirichlet process mixturesRelated items
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Donnet, Sophie; Rivoirard, Vincent; Rousseau, Judith; Scricciolo, Catia (2018) Article accepté pour publication ou publié
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Donnet, Sophie; Rivoirard, Vincent; Rousseau, Judith; Scricciolo, Catia (2014) Document de travail / Working paper
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Donnet, Sophie; Rousseau, Judith; Rivoirard, Vincent; Scricciolo, Catia (2014) Communication / Conférence
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Rivoirard, Vincent; Rousseau, Judith (2012) Article accepté pour publication ou publié
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Donnet, Sophie; Rousseau, Judith; Rivoirard, Vincent (2014) Communication / Conférence