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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 publié
External document link
https://arxiv.org/abs/1407.6033v1
Date
2017
Journal name
Bayesian Analysis
Volume
12
Number
1
Publisher
International Society for Bayesian Analysis
Published in
Paris
Pages
53-87
Publication identifier
Metadata
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Author(s)
Donnet, Sophie cc
Rivoirard, Vincent
Rousseau, Judith
Scricciolo, Catia
Abstract (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 mixtures