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math.ST2018
The semi-Markov beta-Stacy process: a Bayesian non-parametric prior for semi-Markov processes
Andrea Arfè, Stefano Peluso, Pietro Muliere
The literature on Bayesian methods for the analysis of discrete-time semi-Markov processes is sparse. In this paper, we introduce the semi-Markov beta-Stacy process, a stochastic p…
math.ST2018
Reinforced urns and the subdistribution beta-Stacy process prior for competing risks analysis
Andrea Arfé, Stefano Peluso, Pietro Muliere
In this paper we introduce the subdistribution beta-Stacy process, a novel Bayesian nonparametric process prior for subdistribution functions useful for the analysis of competing r…