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Published on: July 3, 2020
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.
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.
Area of Science:
- Statistics
- Probability Theory
- Survival Analysis
Background:
- Modeling dependent random probabilities is crucial in various statistical applications.
- Existing methods may lack flexibility in handling unknown distributions indexed by covariates.
Purpose of the Study:
- Introduce a novel stochastic process, the multivariate beta process.
- Develop a probability model for unknown distributions using this process.
- Implement nonparametric inference for survival distributions.
Main Methods:
- Define the multivariate beta process for dependent random probabilities with beta marginals.
- Utilize a Polya tree prior for marginal distributions.
- Center the nonparametric model around parametric regression models.
Main Results:
- The multivariate beta process provides a flexible framework for probability modeling.
- The proposed prior facilitates easy centering around parametric regression models.
- The model enables nonparametric inference for survival distributions.
Conclusions:
- The multivariate beta process is a valuable tool for statistical modeling.
- This approach extends the support of prior distributions for parametric regression.
- The methodology offers enhanced flexibility in survival analysis and related fields.
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