2020
DOI: 10.1080/00949655.2020.1792907
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A non-parametric Bayesian change-point method for recurrent events

Abstract: This paper proposes a non-parametric Bayesian approach to detect the changepoints of intensity rates in the recurrent-event context and cluster subjects by the change-points. Recurrent events are commonly observed in medical and engineering research. The event counts are assumed to follow a non-homogeneous Poisson process with piecewise-constant intensity functions. We propose a Dirichlet process mixture model to accommodate heterogeneity in subject-specific change-points. The proposed approach provides an obj… Show more

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Cited by 8 publications
(6 citation statements)
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“…In addition, models fitted by aggregated data can be insufficient to capture the non-homogeneous information. Following the work of Demiroluk and Ozbay, 2015 , Li et al, 2017 , Li et al, 2020 to model non-homogeneous crash intensity, we proposed to apply the GPMRP model, which is a modulated renewal stochastic process that relaxes the i.i.d. assumptions.…”
Section: Discussionmentioning
confidence: 99%
“…In addition, models fitted by aggregated data can be insufficient to capture the non-homogeneous information. Following the work of Demiroluk and Ozbay, 2015 , Li et al, 2017 , Li et al, 2020 to model non-homogeneous crash intensity, we proposed to apply the GPMRP model, which is a modulated renewal stochastic process that relaxes the i.i.d. assumptions.…”
Section: Discussionmentioning
confidence: 99%
“…Arguably, deep learning is the state-of-the-art; however, production network traffic has no label, hence unsupervised learning is recommended [3][4][5]. Current trend on unsupervised learning over unstructured, especially in bio-technology and statistical computation, is on Bayesian model, specifically the non-parametric Bayesian model [6,7], thus it has motivated this research to explore a solution through Bayesian model.…”
Section: Introductionmentioning
confidence: 99%
“…Lin et al (2017) also used parametric piecewise intensity functions. Li, Guo, and Kim (2020) considered nonparametric Bayesian framework in recurrent event applications. In this paper, the baseline intensity functions are left unspecified.…”
Section: Introductionmentioning
confidence: 99%