Bayesian Nonparametric Gamma Mixtures For Mean Residual Life Inference
- Author(s): Poynor, Valerie Ann
- Advisor(s): Kottas, Athanasios
- et al.
In survival analysis interest lies in modeling data that describe the time to a particular event. Informative functions, namely the hazard function and mean residual life function, can be obtained from the model's distribution function. We focus on the mean residual life function which provides the expected remaining life given that the subject has survived (i.e., is event-free) up to a particular time. This function is of direct interest in reliability, medical, and actuarial fields. In addition to its practical interpretation, the mean residual life function characterizes the survival distribution. In terms of mean residual life function inference, there are two shortcomings present in the current literature. First off, the shape of the functional is often restricted, which forces the researcher to make an assumption that may not be appropriate. Secondly, in cases where the shape of the functional is not parametrically specified, full inference is not obtained. The aim of our research is to provide a modeling approach that yields full inference for the mean residual life function, and is not restrictive on the shape of the functional. In particular, we develop general Bayesian nonparametric modeling methods for inference for mean residual life functions built from a mixture model for the associated survival distribution. Although the prior model is not placed on the mean residual life function directly, our methods offer rich inference for the desired functional. We place a Dirichlet process mixture model on the survival function, and discuss the importance of careful kernel selection to ensure desirable properties for the mean residual life function. We advocate for a mixture model with a gamma kernel and dependent baseline distribution for the Dirichlet process prior. We extend our model to the regression setting by modeling the joint distribution for the survival response and random covariates. This approach provides a flexible method for obtaining inference for the regression functionals when the number of random covariates is small to moderate. We further extend our methods to the scenario where interest lies in comparison of survival between two experimental groups. Typically, we expect the range of survival in the two groups to be the same, but exhibiting different characteristics over that range. Here, we develop a dependent Dirichlet process prior for the mixing distributions having shared locations across the two groups and varying weights to incorporate dependency between populations and achieve richer inferential results. The final scenario we consider is the case in which the researcher believes two populations have ordered mean residual life functions. For such applications, a prior model that incorporates an ordering constraint on the mean residual life functions is attractive. We introduce a mixture of Erlang distributions with weights constructed using Dirichlet process priors that provides the mean residual life ordering result. We demonstrate the utility of our modeling methods through simulation and real data examples. In addition, we draw comparisons with both parametric and semiparametric models.