A Bayesian Approach for the Frailty Model using Gamma Process Prior

• 발행기관: 한국자료분석학회
• 저자명: Jin Kyung Park Yongdai Kim
• 간행물 정보: 『Journal of The Korean Data Analysis Society (JKDAS)』Vol.13 No.5, 2211~2218쪽, 전체 8쪽
• 주제분류: 자연과학 > 통계학
• 파일형태: PDF
• 발행일자: 2011.10.30

영문 초록

This paper describes a Bayesian approach to the survival model with frailty. Frailty models are increasingly popular in multivariate survival analysis since they allow us to model the association between individual survival times within clusters. The method described in this paper involves the proposal of an efficient Markov chain Monte Carlo (MCMC) algorithm with a gamma process prior for the baseline hazards function. An advantage of using gamma process priors over other approaches is that the MCMC algorithm does not require the generation of sample paths of the baseline hazard functions which is computationally demanding.

목차

1. Introduction

2. The model

3. Bayesian analysis for the frailty model

4. Example

5. Discussion

References

키워드

Bayesian Gamma process prior Multilevel survival analysis Frailty