skip to content

Asymptotics for posterior hazards (Venue: GH seminar RM2)

Friday 10th August 2007 - 09:00 to 09:30
INI Seminar Room 2

A popular Bayesian nonparametric approach to survival analysis consists in modeling hazard rates as kernel mixtures driven by a completely random measure. A comprehensive analysis of the asymptotic behaviour of such models is provided. Consistency of the posterior distribution is investigated and central limit theorems for both linear and quadratic functionals of the posterior hazard rate are derived. The general results are then specialized to various specific kernels and mixing measures, thus yielding consistency under minimal conditions and neat central limit theorems for the distribution of functionals.

Presentation Material: 
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons