Multiscale Bayesian survival analysis

@article{Castillo2021MultiscaleBS,
  title={Multiscale Bayesian survival analysis},
  author={Ismael Castillo and St{\'e}phanie van der Pas},
  journal={The Annals of Statistics},
  year={2021}
}
We consider Bayesian nonparametric inference in the right-censoring survival model, where modeling is made at the level of the hazard rate. We derive posterior limiting distributions for linear functionals of the hazard, and then for 'many' functionals simultaneously in appropriate multiscale spaces. As an application, we derive Bernstein-von Mises theorems for the cumulative hazard and survival functions, which lead to asymptotically efficient confidence bands for these quantities. Further, we… 

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