An exact predictive recursion for Bayesian nonparametric analysis of incomplete data

作者：Garibaldi Ubaldo^*; Viarengo Paolo

来源：Electronic Journal of Statistics, 2012, 6: 2563-2573.

DOI：10.1214/12-EJS755

• Censored data
• predictive inference

This paper presents a new derivation of nonparametric distribution estimation with right-censored data. It is based on an extension of the predictive inferences to compound evidence. The estimate is recursive and exact, and no stochastic approximation is needed: it simply requires that the censored data are processed in decreasing order. Only in this case the recursion provides exact posterior predictive distributions for subsequent samples under a Dirichlet process prior. The resulting estimate is equivalent to the Susarla-VanRyzin estimator and to the beta-Stacy process.

• 出版日期2012