This article reviews simulation methods for the beta-Stacy process, which belongs to the family of neutral-to-the-right (NTR) processes used in Bayesian nonparametric inference on survival distributions. The definition and properties of the NTR processes are recalled, with a view to represent the continuous component of the process at the integrated hazard level via the Lévy measure. The conditional distribution of the prior process, given right-censored data, is described; this represents the key ingredient for devising sampling schemes. Four methods aiming at the generation of increments or trajectories of the hazard rate process are revised. We explain the ideas behind each of them and sketch the correspondent algorithms for the posterior beta-Stacy process.

Simulation of the Beta-Stacy process

DE BLASI, Pierpaolo
2007

Abstract

This article reviews simulation methods for the beta-Stacy process, which belongs to the family of neutral-to-the-right (NTR) processes used in Bayesian nonparametric inference on survival distributions. The definition and properties of the NTR processes are recalled, with a view to represent the continuous component of the process at the integrated hazard level via the Lévy measure. The conditional distribution of the prior process, given right-censored data, is described; this represents the key ingredient for devising sampling schemes. Four methods aiming at the generation of increments or trajectories of the hazard rate process are revised. We explain the ideas behind each of them and sketch the correspondent algorithms for the posterior beta-Stacy process.
Encyclopedia of Statistics in Quality and Reliability
John Wiley & Sons
1
6
9780470018613
Bayesian nonparametrics; beta-Stacy process; censored data; Lévy measure; neutral-to-the-right process; survival analysis
P. DE BLASI
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/2318/41681
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