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RSS FeedsEntropy, Vol. 20, Pages 642: Bayesian Computational Methods for Sampling from the Posterior Distribution of a Bivariate Survival Model, Based on AMH Copula in the Presence of Right-Censored Data (Entropy)

 
 

13 september 2018 09:50:50

 
Entropy, Vol. 20, Pages 642: Bayesian Computational Methods for Sampling from the Posterior Distribution of a Bivariate Survival Model, Based on AMH Copula in the Presence of Right-Censored Data (Entropy)
 




In this paper, we study the performance of Bayesian computational methods to estimate the parameters of a bivariate survival model based on the Ali–Mikhail–Haq copula with marginal distributions given by Weibull distributions. The estimation procedure was based on Monte Carlo Markov Chain (MCMC) algorithms. We present three version of the Metropolis–Hastings algorithm: Independent Metropolis–Hastings (IMH), Random Walk Metropolis (RWM) and Metropolis–Hastings with a natural-candidate generating density (MH). Since the creation of a good candidate generating density in IMH and RWM may be difficult, we also describe how to update a parameter of interest using the slice sampling (SS) method. A simulation study was carried out to compare the performances of the IMH, RWM and SS. A comparison was made using the sample root mean square error as an indicator of performance. Results obtained from the simulations show that the SS algorithm is an effective alternative to the IMH and RWM methods when simulating values from the posterior distribution, especially for small sample sizes. We also applied these methods to a real data set.


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108 viewsCategory: Informatics, Physics
 
Entropy, Vol. 20, Pages 643: Random Spacing between Metal Tree Electrodeposits in Linear DLA Arrays (Entropy)
Entropy, Vol. 20, Pages 641: Rényi Entropy Power Inequalities via Normal Transport and Rotation (Entropy)
 
 
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