The Korean Journal of Applied Statistics (응용통계연구)

The Korean Statistical Society (한국통계학회)
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Beta Processes and Survival Analysis

베타과정과 베이지안 생존분석

  • Kim, Yongdai (Department of Statistics, Seoul National University) ;
  • Chae, Minwoo (Department of Statistics, Seoul National University)
  • Received : 2014.10.21
  • Accepted : 2014.11.19
  • Published : 2014.12.31
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Abstract

This article is concerned with one of the most important prior distributions for Bayesian analysis of survival and event history data, called Beta processes, proposed in Hjort (1990). We review the current state of the art of beta processes and their application to survival analysis. Relevant methodological and practical areas of research that we touch on relate to constructions, posterior distributions, large-sample properties, Bayesian computations, and mixtures of Beta processes.

Hjort (1990)가 제안한 베타과정은 베이지안 생존분석 또는 사건사 분석에서 널리 쓰이는 사전분포이다. 본 논문은 베타과정에 대한 최신 이론과 이를 기반으로 하는 베이지안 생존자료분석 방법을 주로 다룬다. 구체적으로는 베타과정의 생성법, 사후 분포, 대표본 이론, 베이지안 계산법, 혼합베타과정 등을 소개하기로 한다.

Keywords

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