Bayesian Analysis最新文献

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Posterior Predictive Checking for Partially Observed Stochastic Epidemic Models 部分观测随机流行病模型的后验预测检验
IF 4.4 2区 数学
Bayesian Analysis Pub Date : 2022-01-01 DOI: 10.1214/22-ba1336
Georgios Aristotelous, T. Kypraios, P. O’Neill
{"title":"Posterior Predictive Checking for Partially Observed Stochastic Epidemic Models","authors":"Georgios Aristotelous, T. Kypraios, P. O’Neill","doi":"10.1214/22-ba1336","DOIUrl":"https://doi.org/10.1214/22-ba1336","url":null,"abstract":"","PeriodicalId":55398,"journal":{"name":"Bayesian Analysis","volume":null,"pages":null},"PeriodicalIF":4.4,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47907200","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Gaussian Variational Approximations for High-dimensional State Space Models 高维状态空间模型的高斯变分逼近
IF 4.4 2区 数学
Bayesian Analysis Pub Date : 2022-01-01 DOI: 10.1214/22-ba1332
M. Quiroz, D. Nott, R. Kohn
{"title":"Gaussian Variational Approximations for High-dimensional State Space Models","authors":"M. Quiroz, D. Nott, R. Kohn","doi":"10.1214/22-ba1332","DOIUrl":"https://doi.org/10.1214/22-ba1332","url":null,"abstract":"","PeriodicalId":55398,"journal":{"name":"Bayesian Analysis","volume":null,"pages":null},"PeriodicalIF":4.4,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47451543","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 7
Combining chains of Bayesian models with Markov melding. 用马尔科夫混合法组合贝叶斯模型链。
IF 4.4 2区 数学
Bayesian Analysis Pub Date : 2022-01-01 DOI: 10.1214/22-BA1327
Andrew A Manderson, Robert J B Goudie
{"title":"Combining chains of Bayesian models with Markov melding.","authors":"Andrew A Manderson, Robert J B Goudie","doi":"10.1214/22-BA1327","DOIUrl":"10.1214/22-BA1327","url":null,"abstract":"<p><p>A challenge for practitioners of Bayesian inference is specifying a model that incorporates multiple relevant, heterogeneous data sets. It may be easier to instead specify distinct submodels for each source of data, then join the submodels together. We consider chains of submodels, where submodels directly relate to their neighbours via common quantities which may be parameters or deterministic functions thereof. We propose <i>chained Markov melding</i>, an extension of Markov melding, a generic method to combine chains of submodels into a joint model. One challenge we address is appropriately capturing the prior dependence between common quantities within a submodel, whilst also reconciling differences in priors for the same common quantity between two adjacent submodels. Estimating the posterior of the resulting overall joint model is also challenging, so we describe a sampler that uses the chain structure to incorporate information contained in the submodels in multiple stages, possibly in parallel. We demonstrate our methodology using two examples. The first example considers an ecological integrated population model, where multiple data sets are required to accurately estimate population immigration and reproduction rates. We also consider a joint longitudinal and time-to-event model with uncertain, submodel-derived event times. Chained Markov melding is a conceptually appealing approach to integrating submodels in these settings.</p>","PeriodicalId":55398,"journal":{"name":"Bayesian Analysis","volume":null,"pages":null},"PeriodicalIF":4.4,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7614958/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"10010662","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A Multi-Armed Bayesian Ordinal Outcome Utility-Based Sequential Trial with a Pairwise Null Clustering Prior 具有成对零聚类先验的多臂贝叶斯有序结果效用序贯试验
IF 4.4 2区 数学
Bayesian Analysis Pub Date : 2022-01-01 DOI: 10.1214/22-ba1316
A. Chapple, Yussef Bennani, Meredith Clement
{"title":"A Multi-Armed Bayesian Ordinal Outcome Utility-Based Sequential Trial with a Pairwise Null Clustering Prior","authors":"A. Chapple, Yussef Bennani, Meredith Clement","doi":"10.1214/22-ba1316","DOIUrl":"https://doi.org/10.1214/22-ba1316","url":null,"abstract":". A multi-armed trial based on ordinal outcomes is proposed that lever-ages a flexible non-proportional odds cumulative logit model and numerical utility scores for each outcome to determine treatment optimality. This trial design uses a Bayesian clustering prior on the treatment effects that encourages the pairwise null hypothesis of no differences between treatments. A group sequential design is proposed to determine which treatments are clinically different with an adaptive decision boundary that becomes more aggressive as the sample size or clinical significance grows, or the number of active treatments decreases. A simulation study is conducted for 3 and 5 treatment arms, which shows that the design has superior operating characteristics (family wise error rate, generalized power, average sample size) compared to utility designs that do not allow clustering, a frequentist proportional odds model, or a permutation test based on empirical mean utilities.","PeriodicalId":55398,"journal":{"name":"Bayesian Analysis","volume":null,"pages":null},"PeriodicalIF":4.4,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42427985","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Normal Approximation for Bayesian Mixed Effects Binomial Regression Models 贝叶斯混合效应二项回归模型的正态逼近
IF 4.4 2区 数学
Bayesian Analysis Pub Date : 2022-01-01 DOI: 10.1214/22-ba1312
Brandon Berman, W. Johnson, Weining Shen
{"title":"Normal Approximation for Bayesian Mixed Effects Binomial Regression Models","authors":"Brandon Berman, W. Johnson, Weining Shen","doi":"10.1214/22-ba1312","DOIUrl":"https://doi.org/10.1214/22-ba1312","url":null,"abstract":". Bayesian inference for generalized linear mixed models implemented with Markov chain Monte Carlo (MCMC) sampling methods have been widely used. In this paper, we propose to substitute a large sample normal approximation for the intractable full conditional distribution of the latent effects (of size k ) in order to simplify the computation. In addition, we develop a second approximation involving what we term a sufficient reduction (SR). We show that the full conditional distributions for the model parameters only depend on a small, say r (cid:2) k , dimensional function of the latent effects, and also that this reduction is asymptotically normal under mild conditions. Thus we substitute the sampling of an r dimensional multivariate normal for sampling the k dimensional full conditional for the latent effects. Applications to oncology physician data, to cow abortion data and simulation studies confirm the reasonable performance of the proposed approximation method in terms of estimation accuracy and computational speed.","PeriodicalId":55398,"journal":{"name":"Bayesian Analysis","volume":null,"pages":null},"PeriodicalIF":4.4,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42285358","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Regularised B-splines Projected Gaussian Process Priors to Estimate Time-trends in Age-specific COVID-19 Deaths 正则B样条投影高斯过程先验估计特定年龄新冠肺炎死亡的时间趋势
IF 4.4 2区 数学
Bayesian Analysis Pub Date : 2022-01-01 DOI: 10.1214/22-ba1334
M. Monod, A. Blenkinsop, A. Brizzi, Yu Chen, Carlos Cardoso Correia Perello, Vidoushee Jogarah, Yuanrong Wang, S. Flaxman, S. Bhatt, O. Ratmann
{"title":"Regularised B-splines Projected Gaussian Process Priors to Estimate Time-trends in Age-specific COVID-19 Deaths","authors":"M. Monod, A. Blenkinsop, A. Brizzi, Yu Chen, Carlos Cardoso Correia Perello, Vidoushee Jogarah, Yuanrong Wang, S. Flaxman, S. Bhatt, O. Ratmann","doi":"10.1214/22-ba1334","DOIUrl":"https://doi.org/10.1214/22-ba1334","url":null,"abstract":"","PeriodicalId":55398,"journal":{"name":"Bayesian Analysis","volume":null,"pages":null},"PeriodicalIF":4.4,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49530440","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Comparing Dependent Undirected Gaussian Networks 比较相关无向高斯网络
IF 4.4 2区 数学
Bayesian Analysis Pub Date : 2022-01-01 DOI: 10.1214/22-ba1337
Hongmei Zhang, Xianzheng Huang, H. Arshad
{"title":"Comparing Dependent Undirected Gaussian Networks","authors":"Hongmei Zhang, Xianzheng Huang, H. Arshad","doi":"10.1214/22-ba1337","DOIUrl":"https://doi.org/10.1214/22-ba1337","url":null,"abstract":"","PeriodicalId":55398,"journal":{"name":"Bayesian Analysis","volume":null,"pages":null},"PeriodicalIF":4.4,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46042833","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Quantification of Empirical Determinacy: The Impact of Likelihood Weighting on Posterior Location and Spread in Bayesian Meta-Analysis Estimated with JAGS and INLA 经验确定性的量化:JAGS和INLA估计的贝叶斯元分析中似然加权对后验位置和传播的影响
IF 4.4 2区 数学
Bayesian Analysis Pub Date : 2022-01-01 DOI: 10.1214/22-ba1325
Hunanyan Sona, Rue Håvard, Plummer Martyn, Roos Małgorzata
{"title":"Quantification of Empirical Determinacy: The Impact of Likelihood Weighting on Posterior Location and Spread in Bayesian Meta-Analysis Estimated with JAGS and INLA","authors":"Hunanyan Sona, Rue Håvard, Plummer Martyn, Roos Małgorzata","doi":"10.1214/22-ba1325","DOIUrl":"https://doi.org/10.1214/22-ba1325","url":null,"abstract":"The popular Bayesian meta-analysis expressed by Bayesian normal-normal hierarchical model (NNHM) synthesizes knowledge from several studies and is highly relevant in practice. Moreover, NNHM is the simplest Bayesian hierarchical model (BHM), which illustrates problems typical in more complex BHMs. Until now, it has been unclear to what extent the data determines the marginal posterior distributions of the parameters in NNHM. To address this issue we computed the second derivative of the Bhattacharyya coefficient with respect to the weighted likelihood, defined the total empirical determinacy (TED), the proportion of the empirical determinacy of location to TED (pEDL), and the proportion of the empirical determinacy of spread to TED (pEDS). We implemented this method in the R package texttt{ed4bhm} and considered two case studies and one simulation study. We quantified TED, pEDL and pEDS under different modeling conditions such as model parametrization, the primary outcome, and the prior. This clarified to what extent the location and spread of the marginal posterior distributions of the parameters are determined by the data. Although these investigations focused on Bayesian NNHM, the method proposed is applicable more generally to complex BHMs.","PeriodicalId":55398,"journal":{"name":"Bayesian Analysis","volume":null,"pages":null},"PeriodicalIF":4.4,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49057422","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Joint Random Partition Models for Multivariate Change Point Analysis 多元变点分析的联合随机划分模型
IF 4.4 2区 数学
Bayesian Analysis Pub Date : 2022-01-01 DOI: 10.1214/22-ba1344
J. J. Quinlan, G. Page, Luis M. Castro
{"title":"Joint Random Partition Models for Multivariate Change Point Analysis","authors":"J. J. Quinlan, G. Page, Luis M. Castro","doi":"10.1214/22-ba1344","DOIUrl":"https://doi.org/10.1214/22-ba1344","url":null,"abstract":"","PeriodicalId":55398,"journal":{"name":"Bayesian Analysis","volume":null,"pages":null},"PeriodicalIF":4.4,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42246140","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Bayesian Estimation of Topological Features of Persistence Diagrams 持久性图拓扑特征的贝叶斯估计
IF 4.4 2区 数学
Bayesian Analysis Pub Date : 2022-01-01 DOI: 10.1214/22-ba1341
Asael Fabian Mart'inez
{"title":"Bayesian Estimation of Topological Features of Persistence Diagrams","authors":"Asael Fabian Mart'inez","doi":"10.1214/22-ba1341","DOIUrl":"https://doi.org/10.1214/22-ba1341","url":null,"abstract":"Persistent homology is a common technique in topological data analysis providing geometrical and topological information about the sample space. All this information, known as topological features, is summarized in persistence diagrams, and the main interest is in identifying the most persisting ones since they correspond to the Betti number values. Given the randomness inherent in the sampling process, and the complex structure of the space where persistence diagrams take values, estimation of Betti numbers is not straightforward. The approach followed in this work makes use of features’ lifetimes and provides a full Bayesian clustering model, based on random partitions, in order to estimate Betti numbers. A simulation study is also presented. An extensive simulation study was done using different synthetic cloud point data in order to understand the performance of the proposed methodology. Based on the scenarios described in Section 4, the sample size will be set to 𝑛 = 300 , 600 , and 900 , and the separation of circles ranges from 1 to 5 for the cases 𝑟 = 2, 3 . For each cloud point data, 𝑠 = 100 replications were simulated, and each estimator for 𝛽 0 was computed.","PeriodicalId":55398,"journal":{"name":"Bayesian Analysis","volume":null,"pages":null},"PeriodicalIF":4.4,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42387151","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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