Posterior Concentration Rates for Counting Processes with Aalen Multiplicative Intensities

Abstract

We provide sufficient conditions to derive posterior concentration rates for Aalen counting processes on a finite time horizon. The conditions are designed to resemble those proposed in the literature for the problem of density estimation, for instance, in Ghosal et al. (2000), so that existing results on density estimation can be adapted to the present setting. We apply the general theorem to some prior models including Dirichlet process mixtures of uniform densities to estimate monotone nondecreasing intensities and log-splines.