The multivariate beta process and an extension of the Polya tree model

Lorenzo Trippa1, Peter Müller, Wesley Johnson

  • 1Department of Biostatistics and Computational Biology, Dana-Farber Cancer Institute, Boston, Massachusetts 02115, U.S.A. , ltrippa@jimmy.harvard.edu.

Biometrika
|August 20, 2013
PubMed
Summary

We introduce a novel multivariate beta process for modeling dependent probabilities with beta marginal distributions. This new stochastic process enables flexible nonparametric inference for survival distributions and extends parametric regression models.

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