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Posterior Consistency of Bayesian Inference of Poisson Processes
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 Title & Authors
Posterior Consistency of Bayesian Inference of Poisson Processes
Kim, Yongdai;
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 Abstract
Poisson processes are widely used in reliability and survival analysis. In particular, multiple event time data in survival analysis are routinely analyzed by use of Poisson processes. In this paper, we consider large sample properties of nonparametric Bayesian models for Poisson processes. We prove that the posterior distribution of the cumulative intensity function of Poisson processes is consistent under regularity conditions on priors which are Levy processes.
 Keywords
Poisson process;Levy process;posterior consistency;
 Language
English
 Cited by
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