Nonparametric Bayesian Survival Analysis

This chapter is a review of nonparametric Bayesian survival analysis and is a part of a contribution to the Encyclopedia of Biostatistics to be published by John Wiley and Sons Ltd. Most of the prior specifications proposed in the literature since Ferguson’s seminal paper are presented with a special emphasis on the class of neutral to the right processes and on its subclass introduced by Hjort under the denomination of beta processes. Berliner-Hill proposal of robust predictive distributions is also discussed. In the simple model with censored observations and without explanatory variables or heterogeneity factors, a complete description of the posterior distribution of the “predictive” hazard function is provided in the conditional model and in the joint model.