Survival Exponents for Some Gaussian Processes

Gaussian Processes for Survival Analysis

We introduce a semi-parametric Bayesian model for survival analysis. The model is centred on a parametric baseline hazard, and uses a Gaussian process to model variations away from it nonparametrically, as well as dependence on covariates. As opposed to many other methods in survival analysis, our framework does not impose unnecessary constraints in the hazard rate or in the survival function. ...

Some Comparisons for Gaussian Processes

Extensions and variants are given for the well-known comparison principle of Gaussian processes based on ordering by pairwise distance.

The Rate of Entropy for Gaussian Processes

In this paper, we show that in order to obtain the Tsallis entropy rate for stochastic processes, we can use the limit of conditional entropy, as it was done for the case of Shannon and Renyi entropy rates. Using that we can obtain Tsallis entropy rate for stationary Gaussian processes. Finally, we derive the relation between Renyi, Shannon and Tsallis entropy rates for stationary Gaussian proc...

Coding exponents for ( some )

Persistence exponents and the statistics of crossings and occupation times for Gaussian stationary processes.

We consider the persistence probability, the occupation-time distribution, and the distribution of the number of zero crossings for discrete or (equivalently) discretely sampled Gaussian stationary processes (GSPs) of zero mean. We first consider the Ornstein-Uhlenbeck process, finding expressions for the mean and variance of the number of crossings and the "partial survival" probability. We th...