Bayesian Nonparametric Nonproportional Hazards Survival Modeling

We develop a dependent Dirichlet process model for survival analysis data. A major feature of the proposed approach is that there is no necessity for resulting survival curve estimates to satisfy the ubiquitous proportional hazards assumption. An illustration based on a cancer clinical trial is given, where survival probabilities for times early in the study are estimated to be lower for those on a high-dose treatment regimen than for those on the low dose treatment, while the reverse is true for later times, possibly due to the toxic effect of the high dose for those who are not as healthy at the beginning of the study.