Nonparametrics

This post is a brief summary of highlights from our recent working paper titled “Bayesian Semiparametric Model for Sequential Treatment Decisions with Informative Timing.” It’s part of a series of projects on developing robust Bayesian nonparametric models for sequential decision making in a variety of complex settings.

Motviation The Gamma Process Prior Independent Hazards Correlated Hazards Heads up: equations may not render on blog aggregation sites. See original post here for good formatting.