Bayesian prediction via nonparametric transformation models

TL;DR

This paper introduces a Bayesian approach to nonparametric transformation models for survival analysis, leveraging weakly informative priors and novel transformations to improve prediction robustness and efficiency.

Contribution

It proposes a new Bayesian framework for NTMs using exponential transformations and weakly informative priors, avoiding complex constraints and enhancing predictive performance.

Findings

Method outperforms existing approaches in simulations

Robustness demonstrated on real datasets

Provides an effective estimator for relative risks

Abstract

This article tackles the old problem of prediction via a nonparametric transformation model (NTM) in a new Bayesian way. Estimation of NTMs is known challenging due to model unidentifiability though appealing because of its robust prediction capability in survival analysis. Inspired by the uniqueness of the posterior predictive distribution, we achieve efficient prediction via the NTM aforementioned under the Bayesian paradigm. Our strategy is to assign weakly informative priors to nonparametric components rather than identify the model by adding complicated constraints in the existing literature. The Bayesian success pays tribute to i) a subtle cast of NTMs by an exponential transformation for the purpose of compressing spaces of infinite-dimensional parameters to positive quadrants considering non-negativity of the failure time; ii) a newly constructed weakly informative quantile-knots I-splines prior for the recast transformation function together with the Dirichlet process mixture model assigned to the error distribution. In addition, we provide a convenient and precise estimator for the identified parameter component subject to the general unit-norm restriction through posterior modification, enabling effective relative risks. Simulations and applications on real datasets reveal that our method is robust and outperforms the competing methods. An R package BuLTM is available to predict survival curves, estimate relative risks, and facilitate posterior checking.