{"title":"Thinned completely random measures with applications in competing risks models","authors":"J. Lau, E. Cripps","doi":"10.3150/21-bej1361","DOIUrl":null,"url":null,"abstract":"We present a posterior analysis of kernel mixtures of thinned completely random measures 6 (CRMs) for multivariate intensities, in the context of competing risks models. The construction 7 of the thinned CRMs is derived from a common Poisson random measure that includes the thin8 ning probabilities in its intensity and is transferable to existing Poisson partition calculus results 9 for the posterior analysis (James 2002, 2005). We derive the posterior thinned CRMs, provide 10 generalizations of both the Blackwell and MacQueen Pólya urn formula and the (weighted) Chi11 nese restaurant process for the variates and partitions generated from the thinned CRMs, and 12 we outline strategies for the further development of Monte Carlo simulation for estimation. 13","PeriodicalId":1,"journal":{"name":"Accounts of Chemical Research","volume":null,"pages":null},"PeriodicalIF":16.4000,"publicationDate":"2022-02-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"4","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Accounts of Chemical Research","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.3150/21-bej1361","RegionNum":1,"RegionCategory":"化学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"CHEMISTRY, MULTIDISCIPLINARY","Score":null,"Total":0}
引用次数: 4
Abstract
We present a posterior analysis of kernel mixtures of thinned completely random measures 6 (CRMs) for multivariate intensities, in the context of competing risks models. The construction 7 of the thinned CRMs is derived from a common Poisson random measure that includes the thin8 ning probabilities in its intensity and is transferable to existing Poisson partition calculus results 9 for the posterior analysis (James 2002, 2005). We derive the posterior thinned CRMs, provide 10 generalizations of both the Blackwell and MacQueen Pólya urn formula and the (weighted) Chi11 nese restaurant process for the variates and partitions generated from the thinned CRMs, and 12 we outline strategies for the further development of Monte Carlo simulation for estimation. 13
期刊介绍：
Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance.
Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.
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