Bayesian nonparametric estimation of continuous monotone functions with applications to dose-response analysis |
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Authors: | Bornkamp Björn Ickstadt Katja |
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Institution: | Fakultät Statistik, Technische Universität Dortmund, 44221 Dortmund, Germany |
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Abstract: | Summary . In this article, we consider monotone nonparametric regression in a Bayesian framework. The monotone function is modeled as a mixture of shifted and scaled parametric probability distribution functions, and a general random probability measure is assumed as the prior for the mixing distribution. We investigate the choice of the underlying parametric distribution function and find that the two-sided power distribution function is well suited both from a computational and mathematical point of view. The model is motivated by traditional nonlinear models for dose–response analysis, and provides possibilities to elicitate informative prior distributions on different aspects of the curve. The method is compared with other recent approaches to monotone nonparametric regression in a simulation study and is illustrated on a data set from dose–response analysis. |
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Keywords: | Bayesian nonparametric regression Dose estimation Dose–response studies Monotone regression Reversible jump MCMC |
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