Bayesian nonparametric mean residual life regression
Valerie Poynor, Athanasios Kottas

TL;DR
This paper introduces a flexible Bayesian nonparametric approach for mean residual life regression using Dirichlet process mixtures, enabling detailed modeling of survival data and group dependencies.
Contribution
It develops a novel Dirichlet process mixture model for mean residual life regression that captures complex covariate effects and extends to multiple groups with dependence.
Findings
Flexible modeling of mean residual life functions.
Effective handling of censored survival data.
Extension to group-dependent survival analysis.
Abstract
The mean residual life function is a key functional for a survival distribution. It has a practically useful interpretation as the expected remaining lifetime given survival up to a particular time point, and it also characterizes the survival distribution. However, it has received limited attention in terms of inference methods under a probabilistic modeling framework. We seek to provide general inference methodology for mean residual life regression. We employ Dirichlet process mixture modeling for the joint stochastic mechanism of the covariates and the survival response. This density regression approach implies a flexible model structure for the mean residual life of the conditional response distribution, allowing general shapes for mean residual life as a function of covariates given a specific time point, as well as a function of time given particular values of the covariates. We…
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Taxonomy
TopicsBayesian Methods and Mixture Models · Statistical Distribution Estimation and Applications · Statistical Methods and Bayesian Inference
