| Autor: |
Xian, Chengqian, de Souza, Camila P. E., He, Wenqing, Rodrigues, Felipe F., Tian, Renfang |
| Rok vydání: |
2023 |
| Předmět: |
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| Druh dokumentu: |
Working Paper |
| Popis: |
The log-logistic regression model is one of the most commonly used accelerated failure time (AFT) models in survival analysis, for which statistical inference methods are mainly established under the frequentist framework. Recently, Bayesian inference for log-logistic AFT models using Markov chain Monte Carlo (MCMC) techniques has also been widely developed. In this work, we develop an alternative approach to MCMC methods and infer the parameters of the log-logistic AFT model via a mean-field variational Bayes (VB) algorithm. A piecewise approximation technique is embedded in deriving the VB algorithm to achieve conjugacy. The proposed VB algorithm is evaluated and compared with typical frequentist inferences and MCMC inference using simulated data under various scenarios. A publicly available dataset is employed for illustration. We demonstrate that the proposed VB algorithm can achieve good estimation accuracy and has a lower computational cost compared with MCMC methods. |
| Databáze: |
arXiv |
| Externí odkaz: |
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