Bayesian accelerated failure time models based on penalized mixtures of Gaussians: regularization and variable selection

Susanne Konrath, Ludwig Fahrmeir and Thomas Kneib ()

AStA Advances in Statistical Analysis, 2015, vol. 99, issue 3, 259-280

Abstract: In many biostatistical applications concerned with the analysis of duration times and especially those including high-dimensional genetic information, the following three extensions of classical accelerated failure time (AFT) models are required: (1) a flexible, nonparametric estimate of the survival time distribution, (2) a structured additive predictor including linear as well as nonlinear effects of continuous covariates and possibly further types of effects such as random or spatial effects, and (3) regularization and variable selection of high-dimensional effect vectors. Although a lot of research has dealt with these features separately, the development of AFT models combining them in a unified framework has not been considered yet. We present a Bayesian approach for modeling and inference in such flexible AFT models, incorporating a penalized Gaussian mixture error distribution, a structured additive predictor with Bayesian P-splines as a main ingredient, and Bayesian versions of ridge and LASSO as well as a spike and slab priors to enforce sparseness. Priors for regression coefficients are conditionally Gaussian, facilitating Markov chain Monte Carlo inference. The proposed model class is extensively tested in simulation studies and applied in the analysis of acute myeloid leukemia survival times considering microarray information as well as clinical covariates as prognostic factors. Copyright Springer-Verlag Berlin Heidelberg 2015

Keywords: Regularization priors; Scale mixtures of normals; Penalized splines (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1007/s10182-014-0240-6

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