Predictive sample reuse techniques for censored data

Summary

Predictive sample reuse methods usually applied in low structure aparametric paradigms are shown to be useful in certain high structure situations when conjoined with a Bayesian approach. Particular attention is focused on the incomplete data situation for which two alternative sample reuse approaches are devised. The first involves differential weighting and the second a recursive sample reuse algorithm. There are applied to censored exponential survival data. The algorithmic approach appears to be preferable from both a computational and modelling viewpoint.