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Computational Methods for Multiplicative Intensity Models Using Weighted Gamma Processes: Proportional Hazards, Marked Point Processes, and Panel Count Data

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  • Ishwaran, Hemant
  • James, Lancelot F.

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  • Ishwaran, Hemant & James, Lancelot F., 2004. "Computational Methods for Multiplicative Intensity Models Using Weighted Gamma Processes: Proportional Hazards, Marked Point Processes, and Panel Count Data," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 175-190, January.
    • Handle: RePEc:bes:jnlasa:v:99:y:2004:p:175-190
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    Cited by:

    1. Giovanni Peccati & Igor Prünster, 2006. "Linear and Quadratic Functionals of RandomHazard rates: an Asymptotic Analysis," ICER Working Papers - Applied Mathematics Series 33-2006, ICER - International Centre for Economic Research.
    2. Nieto-Barajas, Luis E., 2014. "Bayesian semiparametric analysis of short- and long-term hazard ratios with covariates," Computational Statistics & Data Analysis, Elsevier, vol. 71(C), pages 477-490.
    3. Luca La Rocca, 2008. "Bayesian Non‐Parametric Estimation of Smooth Hazard Rates for Seismic Hazard Assessment," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 35(3), pages 524-539, September.
    4. Man-Wai Ho, 2011. "On Bayes inference for a bathtub failure rate via S-paths," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 63(4), pages 827-850, August.
    5. Lau, John W., 2006. "Bayesian semi-parametric modeling for mixed proportional hazard models with right censoring," Statistics & Probability Letters, Elsevier, vol. 76(7), pages 719-728, April.
    6. Antonio Lijoi & Igor Prunster, 2009. "Models beyond the Dirichlet process," Quaderni di Dipartimento 103, University of Pavia, Department of Economics and Quantitative Methods.
    7. Lancelot F. James, 2005. "Analysis of a Class of Likelihood Based Continuous Time Stochastic Volatility Models including Ornstein-Uhlenbeck Models in Financial Economics," Papers math/0503055, arXiv.org, revised Aug 2005.
    8. Li, Li & Hanson, Timothy E., 2014. "A Bayesian semiparametric regression model for reliability data using effective age," Computational Statistics & Data Analysis, Elsevier, vol. 73(C), pages 177-188.
    9. Antonio Lijoi & Bernardo Nipoti, 2013. "A class of hazard rate mixtures for combining survival data from different experiments," DEM Working Papers Series 059, University of Pavia, Department of Economics and Management.
    10. Xingqiu Zhao & N. Balakrishnan & Jianguo Sun, 2011. "Nonparametric inference based on panel count data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(1), pages 1-42, May.
    11. Antonio Lijoi & Igor Pruenster & Stephen G. Walker, 2008. "Posterior analysis for some classes of nonparametric models," ICER Working Papers - Applied Mathematics Series 05-2008, ICER - International Centre for Economic Research.
    12. Zeina Al Masry & Sophie Mercier & Ghislain Verdier, 2017. "Approximate Simulation Techniques and Distribution of an Extended Gamma Process," Methodology and Computing in Applied Probability, Springer, vol. 19(1), pages 213-235, March.
    13. Xingqiu Zhao & N. Balakrishnan & Jianguo Sun, 2011. "Rejoinder on: Nonparametric inference based on panel count data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(1), pages 65-71, May.
    14. Michael L. Pennell & David B. Dunson, 2006. "Bayesian Semiparametric Dynamic Frailty Models for Multiple Event Time Data," Biometrics, The International Biometric Society, vol. 62(4), pages 1044-1052, December.
    15. Arbel, Julyan & Lijoi, Antonio & Nipoti, Bernardo, 2016. "Full Bayesian inference with hazard mixture models," Computational Statistics & Data Analysis, Elsevier, vol. 93(C), pages 359-372.
    16. Lau, John W. & Cripps, Edward & Hui, Wendy, 2020. "Variational inference for multiplicative intensity models," Statistics & Probability Letters, Elsevier, vol. 161(C).
    17. Athanasios Kottas, 2018. "Discussion of paper “nonparametric Bayesian inference in applications” by Peter Müller, Fernando A. Quintana and Garritt L. Page," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 27(2), pages 219-225, June.
    18. Ryohei Shibue & Fumiyasu Komaki, 2020. "Deconvolution of calcium imaging data using marked point processes," PLOS Computational Biology, Public Library of Science, vol. 16(3), pages 1-25, March.
    19. van Noortwijk, J.M., 2009. "A survey of the application of gamma processes in maintenance," Reliability Engineering and System Safety, Elsevier, vol. 94(1), pages 2-21.
    20. Antonio Lijoi & Bernardo Nipoti, 2014. "A Class of Hazard Rate Mixtures for Combining Survival Data From Different Experiments," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(506), pages 802-814, June.
    21. Hemant Ishwaran, 2011. "Comments on: Nonparametric inference based on panel count data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(1), pages 48-53, May.

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