On prequential model assessment in life history analysis
生命历程分析中的序贯预测模型评估
We extend the prequential approach introduced by A. P. Dawid to continuous time marked pint processes. A prequential forecasting system is expressed by means of the stochastic intensities of the point process. The exact independence and 1-exponentiality of the derived compensators are used to assess the predictive performance of the model and the inferential procedure. Some key words : Bayesian inference; Goodness of fit; Marked pint process; Markov chain Monte Carlo;…