Bayesian Survival Analysis in STAN for Improved Measuring of Uncertainty in Parameter Estimates

Riko Kelter

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Bayesian Survival Analysis in STAN for Improved Measuring of Uncertainty in Parameter Estimates

机译：斯坦斯贝叶斯生存分析改善参数估算中不确定性测量

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Survival analysis is an important analytic method in the social and medical sciences. Also known under the name time-to-event analysis, this method provides parameter estimation and model fitting commonly conducted via maximum-likelihood. Bayesian survival analysis offers multiple advantages over the frequentist approach for measurement practitioners, however, computational difficulties have mitigated interest in Bayesian survival models. This paper shows that Bayesian survival models can be fitted in a straightforward manner via the probabilistic programming language Stan, which offers full Bayesian inference through Hamiltonian Monte Carlo algorithms. Illustrations show the benefits for measurement practitioners in the social and medical sciences.

机译：生存分析是社会和医学科学的重要分析方法。在名称到事件分析下也知道，该方法提供了通过最大可能性通常进行的参数估计和模型配件。贝叶斯生存分析提供了对常见的测量从业者的方法提供多种优势，然而，计算困难对贝叶斯生存模式的兴趣有所缓解。本文展示贝叶斯生存模型可以通过概率编程语言斯坦以简单的方式配备，该术语通过Hamiltonian Monte Carlo算法提供全贝叶斯推理。插图展示了社会和医学科学中的测量从业者的好处。

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来源
《Measurement》 |2020年第4期|101-109|共9页
作者
Riko Kelter;
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作者单位

Department of Mathematics University of Siegen;

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收录信息美国《科学引文索引》(SCI);
原文格式 PDF
正文语种 eng
中图分类
关键词
Software review; Bayesian survival modeling; Stan; Hamiltonian Monte Carlo;

机译：软件评论;贝叶斯生存建模;斯坦;汉密尔顿蒙特卡洛;

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1. Estimating deterministic parameters by Bayesian inference with emphasis on estimating the uncertainty of the parameters [J] . A. F. Emery Inverse Problems in Science & Engineering . 2009,第2期

机译：用贝叶斯推论估计确定性参数，重点是估计参数的不确定性
2. Estimating actual evapotranspiration from an alpine grassland on Qinghai-Tibetan plateau using a two-source model and parameter uncertainty analysis by Bayesian approach [J] . Zhu G., Su Y., Li X., Journal of Hydrology . 2013,第Null期

机译：基于两源模型和贝叶斯方法的参数不确定性分析，估算青藏高原高寒草地的实际蒸散量
3. Bayesian Survival Analysis of Topp-Leone Generalized Family with Stan [J] . Mohammed H. AbuJarad, Athar Ali Khan International Journal of Statistics and Applications . 2018,第5期

机译：Topp-Leone广义家族与Stan的Bayes生存分析
4. An improved canopy transpiration model and parameter uncertainty analysis by Bayesian approach [C] . Xianyue Li, Peiling Yang, Shumei Ren, Proceedings of joint international agricultural conference (JIAC 2009) . 2009

机译：贝叶斯方法改进冠层蒸腾模型及参数不确定性分析
5. Reduction of Uncertainty in Post-Event Seismic Loss Estimates Using Observation Data and Bayesian Updating. [D] . Torres, Maura. 2017

机译：使用观测数据和贝叶斯更新来减少事后地震损失估计的不确定性。
6. Correction: Reducing Uncertainty in Within-Host Parameter Estimates of Influenza Infection by Measuring Both Infectious and Total Viral Load [O] . Stephen M. Petrie, Teagan Guarnaccia, Karen L. Laurie, -1

机译：校正：通过测量传染性和总病毒载量减少宿主内部参数估计的流感感染的不确定性
7. A Comparison Analysis of Fuzzy and Bayesian Linear Model Parameter Estimates for Replicated Response Measures [O] . Özlem TÜRKŞEN 2020

机译：复制响应措施模糊和贝叶型线性模型参数估计的比较分析

Bayesian Survival Analysis in STAN for Improved Measuring of Uncertainty in Parameter Estimates

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