Bayesian Survival Analysis

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Format: Hardcover
Pub. Date: 2001-08-01
Publisher(s): Springer Verlag
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Summary

Survival analysis arises in many fields of study including medicine, biology, engineering, public health, epidemiology, and economics. This book provides a comprehensive treatment of Bayesian survival analysis. Several topics are addressed, including parametric models, semiparametric models based on prior processes, proportional and non-proportional hazards models, frailty models, cure rate models, model selection and comparison, joint models for longitudinal and survival data, models with time varying covariates, missing covariate data, design and monitoring of clinical trials, accelerated failure time models, models for multivariate survival data, and special types of hierarchical survival models. Also various censoring schemes are examined including right and interval censored data. Several additional topics are discussed, including noninformative and informative prior specificiations, computing posterior qualities of interest, Bayesian hypothesis testing, variable selection, model selection with nonnested models, model checking techniques using Bayesian diagnostic methods, and Markov chain Monte Carlo (MCMC) algorithms for sampling from the posteiror and predictive distributions. The book presents a balance between theory and applications, and for each class of models discussed, detailed examples and analyses from case studies are presented whenever possible. The applications are all essentially from the health sciences, including cancer, AIDS, and the environment. The book is intended as a graduate textbook or a reference book for a one semester course at the advanced masters or Ph.D. level. This book would be most suitable for second or third year graduate students in statistics or biostatistics. It would also serve as a useful reference book for applied or theoretical researchers as well as practitioners. Joseph G. Ibrahim is Associate Professor of Biostatistics at the Harvard School of Public Health and Dana-Farber Cancer Institute; Ming-Hui Chen is Associate Professor of Mathematical Science at Worcester Polytechnic Institute; Debajyoti Sinha is Associate Professor of Biostatistics at the Medical University of South Carolina.

Table of Contents

Preface vii
Introduction
1(29)
Aims
1(1)
Outline
2(1)
Motivating Examples
3(10)
Survival Analysis
13(4)
Proportional Hazards Models
15(1)
Censoring
15(1)
Partial Likelihood
16(1)
The Bayesian Paradigm
17(1)
Sampling from the Posterior Distribution
18(4)
Informative Prior Elicitation
22(4)
Why Bayes?
26(4)
Exercises
27(3)
Parametric Models
30(17)
Exponential Model
30(5)
Weibull Model
35(2)
Extreme Value Model
37(2)
Log-Normal Model
39(1)
Gamma Model
40(7)
Exercises
42(5)
Semiparametric Models
47(53)
Piecewise Constant Hazard Model
47(3)
Models Using a Gamma Process
50(6)
Gamma Process on Cumulative Hazard
50(1)
Gamma Process with Grouped-Data Likelihood
51(2)
Relationship to Partial Likelihood
53(2)
Gamma Process on Baseline Hazard
55(1)
Prior Elicitation
56(7)
Approximation of the Prior
57(2)
Choices of Hyperparameters
59(1)
Sampling from the Joint Posterior Distribution of (β, δ, a0)
60(3)
A Generalization of the Cox Model
63(3)
Beta Process Models
66(6)
Beta Process Priors
66(5)
Interval Censored Data
71(1)
Correlated Gamma Processes
72(6)
Dirichlet Process Models
78(22)
Dirichlet Process Prior
78(3)
Dirichlet Process in Survival Analysis
81(3)
Dirichlet Process with Doubly Censored Data
84(3)
Mixtures of Dirichlet Process Models
87(2)
Conjugate MDP Models
89(1)
Nonconjugate MDP Models
90(1)
MDP Priors with Censored Data
91(3)
Inclusion of Covariates
94(1)
Exercises
94(6)
Frailty Models
100(55)
Proportional Hazards Model with Frailty
101(33)
Weibull Model with Gamma Frailties
102(2)
Gamma Process Prior for H0(t)
104(2)
Piecewise Exponential Model for h0(t)
106(6)
Positive Stable Frailties
112(6)
A Bayesian Model for Institutional Effects
118(8)
Posterior Likelihood Methods
126(5)
Methods Based on Partial Likelihood
131(3)
Multiple Event and Panel Count Data
134(2)
Multilevel Multivariate Survival Data
136(11)
Bivariate Measures of Dependence
147(8)
Exercises
148(7)
Cure Rate Models
155(53)
Introduction
155(1)
Parametric Cure Rate Model
156(15)
Models
156(4)
Prior and Posterior Distributions
160(3)
Posterior Computation
163(8)
Semiparametric Cure Rate Model
171(8)
An Alternative Semiparametric Cure Rate Model
179(6)
Prior Distributions
180(5)
Multivariate Cure Rate Models
185(23)
Models
185(3)
The Likelihood Function
188(2)
The Prior and Posterior Distributions
190(1)
Computational Implementation
191(8)
Appendix
199(6)
Exercises
205(3)
Model Comparison
208(54)
Posterior Model Probabilities
209(10)
Variable Selection in the Cox Model
210(1)
Prior Distribution on the Model Space
211(1)
Computing Prior and Posterior Model Probabilities
212(7)
Criterion-Based Methods
219(8)
The L Measure
220(3)
The Calibration Distribution
223(4)
Conditional Predictive Ordinate
227(7)
Bayesian Model Averaging
234(12)
BMA for Variable Selection in the Cox Model
236(1)
Identifying the Models in A'
237(2)
Assessment of Predictive Performance
239(7)
Bayesian Information Criterion
246(16)
Model Selection Using BIC
249(1)
Exponential Survival Model
249(1)
The Cox Proportional Hazards Model
250(4)
Exercises
254(8)
Joint Models for Longitudinal and Survival Data
262(28)
Introduction
262(3)
Joint Modeling in AIDS Studies
263(1)
Joint Modeling in Cancer Vaccine Trials
263(1)
Joint Modeling in Health-Related Quality of Life Studies
264(1)
Methods for Joint Modeling of Longitudinal and Survival Data
265(10)
Partial Likelihood Models
265(2)
Joint Likelihood Models
267(6)
Mixture Models
273(2)
Bayesian Methods for Joint Modeling of Longitudinal and Survival Data
275(15)
Exercises
287(3)
Missing Covariate Data
290(30)
Introduction
290(2)
The Cure Rate Model with Missing Covariate Data
292(1)
A General Class of Covariate Models
293(4)
The Prior and Posterior Distributions
297(4)
Model Checking
301(19)
Appendix
311(6)
Exercises
317(3)
Design and Monitoring of Randomized Clinical Trials
320(32)
Group Sequential Log-Rank Tests for Survival Data
320(2)
Bayesian Approaches
322(14)
Range of Equivalence
326(2)
Prior Elicitation
328(4)
Predictions
332(2)
Checking Prior-Data Compatibility
334(2)
Bayesian Sample Size Determination
336(4)
Alternative Approaches to Sample Size Determination
340(12)
Exercises
349(3)
Other Topics
352(84)
Proportional Hazards Models Built from Monotone Functions
352(7)
Likelihood Specification
354(2)
Prior Specification
356(1)
Time-Dependent Covariates
357(2)
Accelerated Failure Time models
359(14)
MDP Prior for θi
360(4)
Polya Tree Prior for θi
364(9)
Bayesian Survival Analysis Using MARS
373(8)
The Bayesian Model
374(5)
Survival Analysis with Frailties
379(2)
Change Point Models
381(14)
Basic Assumptions and Model
382(3)
Extra Poisson Variation
385(1)
Lag Functions
386(2)
Recurrent Tumors
388(1)
Bayesian Inference
389(6)
The Poly-Weibull Model
395(3)
Likelihood and Priors
396(1)
Sampling the Posterior Distribution
397(1)
Flexible Hierarchical Survival Models
398(15)
Three Stages of the Hierarchical Model
400(3)
Implementation
403(10)
Bayesian Model Diagnostics
413(16)
Bayesian Latent Residuals
413(4)
Prequential Methods
417(12)
Future Research Topics
429(7)
Appendix
431(2)
Exercises
433(3)
List of Distributions 436(2)
References 438(29)
Author Index 467(8)
Subject Index 475

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