eta_star

Calculates parameter \(\eta^*\) of \(q^*(\sigma^2_{\gamma})\) to
optimize the evidence based lower bound (ELBO) in
<code>survregVB.frailty.fit</code>.

Implements Bayesian inference in accelerated failure time (AFT) models for
right-censored survival times assuming a log-logistic distribution. Details of the
variational Bayes algorithms, with and without shared frailty, are described in
Xian et al. (2024) <doi:10.1007/s11222-023-10365-6> and
Xian et al. (2024) <doi:10.48550/arXiv.2408.00177>, respectively.

Alison Zhang

survregVB

Variational Bayesian Analysis of Survival Data

Chengqian Xian

eta_star function

<dl><dt>eta_0</dt>
<dd>The scale hyperparameter \(\eta_0\) of the prior distribution
of the frailty variance, \(\sigma_\gamma^2\).</dd>
<dt>tau</dt>
<dd>Parameter \(\tau^*\) of \(q^*(\gamma_i)\), a vector of
means.</dd>
<dt>sigma</dt>
<dd>Parameter \(\sigma^{2*}_i\) of \(q^*(\gamma_i)\), a
vector of variance.</dd></dl>

Arguments

Calculates parameter \(\eta^*\) of \(q^*(\sigma^2_{\gamma})\) to
optimize the evidence based lower bound (ELBO) in
survregVB.frailty.fit. — eta_star

<dl>

<dt>eta_0</dt>
<dd>The scale hyperparameter \(\eta_0\) of the prior distribution
of the frailty variance, \(\sigma_\gamma^2\).</dd>


<dt>tau</dt>
<dd>Parameter \(\tau^*\) of \(q^*(\gamma_i)\), a vector of
means.</dd>


<dt>sigma</dt>
<dd>Parameter \(\sigma^{2*}_i\) of \(q^*(\gamma_i)\), a
vector of variance.</dd>

</dl>

eta_star: Calculates parameter \(\eta^\) of \(q^(\sigma^2_{\gamma})\) to optimize the evidence based lower bound (ELBO) in `survregVB.frailty.fit`.

Description

Usage

Value

Arguments

See Also