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arXiv · 1811.12304

Reinforced urns and the subdistribution beta-Stacy process prior for competing risks analysis

Andrea Arfé·Stefano Peluso·Pietro Muliere
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Abstract

In this paper we introduce the subdistribution beta-Stacy process, a novel Bayesian nonparametric process prior for subdistribution functions useful for the analysis of competing risks data. In particular, we i) characterize this process from a predictive perspective by means of an urn model with reinforcement, ii) show that it is conjugate with respect to right-censored data, and iii) highlight its relations with other prior processes for competing risks data. Additionally, we consider the subdistribution beta-Stacy process prior in a nonparametric regression model for competing risks data which, contrary to most others available in the literature, is not based on the proportional hazards assumption.

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Andrea Arfé, Stefano Peluso, Pietro Muliere. 2018-11-29. Reinforced urns and the subdistribution beta-Stacy process prior for competing risks analysis. https://arxiv.org/abs/1811.12304

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