## Sensitivity Assessment in Bayesian Survival Analysis

Software for dynamic visualization of changing prior and
posterior in Bayesian nonparametric analysis of censored
data. This is joint work with B. Narasimhan.
This is the software that implements the ideas in the report
"Dynamic Display of Changing Posterior in Bayesian Survival
Analysis." It consists of code in xlispstat, together with
C programs that are dynamically loaded by the xlispstat code.
Here is the abstract of the report.
We consider the problem of estimating an unknown
distribution function *F* in the presence of censoring
under the conditions that a parametric model is believed to
hold approximately. We use a Bayesian approach, in which
the prior on *F* is a mixture of Dirichlet
distributions. A hyperparameter of the prior determines the
extent to which this prior concentrates its mass around the
parametric family. A Gibbs sampling algorithm to estimate
the posterior distributions of the parameters of interest is
reviewed. An importance sampling scheme enables us to use
the output of the Gibbs sampler to very quickly recalculate
the posterior when we change the hyperparameters of the
prior. The calculations can be done sufficiently fast to
enable the dynamic display of the changing posterior as the
prior hyperparameters are varied.

If you want the software, literate program, data files, and
everything, you can get it as a tarred and gzipped file. It
contains everything so will enable you to reproduce our work.
In addition, you get a package of utilities for Lisp-Stat
programming that you can use freely. You can get it here (you should probably save the link,
since this file is big, about 25MB). If you want a glimpse of
what the program can do, here's the
README file.

The software uses routines written in C for speed. It works
without modification on Windows 95/NT and Unix, except that in
the latter case, a configure/make sequence tailors the stuff
to the particular flavor of Unix. We don't have a version for
the Mac because we don't know how to make a library for
dynamic loading on the Mac.

Last modified: Fri Jun 8 14:34:39 EDT 2001