Posterior concentration rates for counting processes with Aalen multiplicative intensities

COUV_CAHIER_EGND_A32by Sophie Donnet, Vincent Rivoirard, Judith Rousseau and Catia Scricciolo

We provide general conditions to derive posterior concentration rates for Aalen counting processes. The conditions are designed to resemble those pro- posed in the literature for the problem of density estimation, for instance in Ghosal et al. (2000), so that existing results on density estimation can be adapted to the present setting. We apply the general theorem to some prior models including Dirichlet process mixtures of uniform densities to estimate monotone non- increasing intensities and log-splines.

Download the paper