Posterior Consistency for Right Censored Data

Ghosh and Ramamoorthi (1996) studied the posterior consistency for survival models and showed that the posterior was consistent, when the prior on the distribution of survival times was the Dirichlet process prior. In this paper, we study the posterior consistency of survival models with neutral to the right process priors which include Dirichlet process priors. A set of sufficient conditions for the posterior consistency with neutral to the right process priors are given. Interestingly, not all the neutral to the right process priors have consistent posteriors, but most of the popular priors such as Dirichlet processes, beta processes and gamma processes have consistent posteriors. For extended beta processes, a necessary and sufficient condition for the consistency is also established.