{"title":"Bayesian Optimal Experimental Design for Inferring Causal Structure","authors":"M. Zemplenyi, Jeffrey W. Miller","doi":"10.1214/22-ba1335","DOIUrl":"https://doi.org/10.1214/22-ba1335","url":null,"abstract":"Inferring the causal structure of a system typically requires interventional data, rather than just observational data. Since interventional experiments can be costly, it is preferable to select interventions that yield the maximum amount of information about a system. We propose a novel Bayesian method for optimal experimental design by sequentially selecting interventions that minimize the expected posterior entropy as rapidly as possible. A key feature is that the method can be implemented by computing simple summaries of the current posterior, avoiding the computationally burdensome task of repeatedly performing posterior inference on hypothetical future datasets drawn from the posterior predictive. After deriving the method in a general setting, we apply it to the problem of inferring causal networks. We present a series of simulation studies in which we find that the proposed method performs favorably compared to existing alternative methods. Finally, we apply the method to real and simulated data from a protein-signaling network.","PeriodicalId":55398,"journal":{"name":"Bayesian Analysis","volume":" ","pages":""},"PeriodicalIF":4.4,"publicationDate":"2021-03-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47434528","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}
Sally Paganin, Amy H Herring, Andrew F Olshan, David B Dunson
{"title":"Centered Partition Processes: Informative Priors for Clustering (with Discussion).","authors":"Sally Paganin, Amy H Herring, Andrew F Olshan, David B Dunson","doi":"10.1214/20-BA1197","DOIUrl":"https://doi.org/10.1214/20-BA1197","url":null,"abstract":"<p><p>There is a very rich literature proposing Bayesian approaches for clustering starting with a prior probability distribution on partitions. Most approaches assume exchangeability, leading to simple representations in terms of Exchangeable Partition Probability Functions (EPPF). Gibbs-type priors encompass a broad class of such cases, including Dirichlet and Pitman-Yor processes. Even though there have been some proposals to relax the exchangeability assumption, allowing covariate-dependence and partial exchangeability, limited consideration has been given on how to include concrete prior knowledge on the partition. For example, we are motivated by an epidemiological application, in which we wish to cluster birth defects into groups and we have prior knowledge of an initial clustering provided by experts. As a general approach for including such prior knowledge, we propose a Centered Partition (CP) process that modifies the EPPF to favor partitions close to an initial one. Some properties of the CP prior are described, a general algorithm for posterior computation is developed, and we illustrate the methodology through simulation examples and an application to the motivating epidemiology study of birth defects.</p>","PeriodicalId":55398,"journal":{"name":"Bayesian Analysis","volume":"16 1","pages":"301-370"},"PeriodicalIF":4.4,"publicationDate":"2021-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9364237/pdf/nihms-1815470.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"10689706","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}
Bayesian AnalysisPub Date : 2021-03-01Epub Date: 2020-03-28DOI: 10.1214/20-ba1205
Ruitao Lin, Peter F Thall, Ying Yuan
{"title":"A Phase I-II Basket Trial Design to Optimize Dose-Schedule Regimes Based on Delayed Outcomes.","authors":"Ruitao Lin, Peter F Thall, Ying Yuan","doi":"10.1214/20-ba1205","DOIUrl":"https://doi.org/10.1214/20-ba1205","url":null,"abstract":"<p><p>This paper proposes a Bayesian adaptive basket trial design to optimize the dose-schedule regimes of an experimental agent within disease subtypes, called \"baskets\", for phase I-II clinical trials based on late-onset efficacy and toxicity. To characterize the association among the baskets and regimes, a Bayesian hierarchical model is assumed that includes a heterogeneity parameter, adaptively updated during the trial, that quantifies information shared across baskets. To account for late-onset outcomes when doing sequential decision making, unobserved outcomes are treated as missing values and imputed by exploiting early biomarker and low-grade toxicity information. Elicited joint utilities of efficacy and toxicity are used for decision making. Patients are randomized adaptively to regimes while accounting for baskets, with randomization probabilities proportional to the posterior probability of achieving maximum utility. Simulations are presented to assess the design's robustness and ability to identify optimal dose-schedule regimes within disease subtypes, and to compare it to a simplified design that treats the subtypes independently.</p>","PeriodicalId":55398,"journal":{"name":"Bayesian Analysis","volume":" ","pages":"179-202"},"PeriodicalIF":4.4,"publicationDate":"2021-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8277108/pdf/nihms-1714036.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"39191577","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}
Bayesian AnalysisPub Date : 2021-03-01Epub Date: 2020-01-07DOI: 10.1214/19-ba1194
Amir Nikooienejad, Valen E Johnson
{"title":"On the Existence of Uniformly Most Powerful Bayesian Tests With Application to Non-Central Chi-Squared Tests.","authors":"Amir Nikooienejad, Valen E Johnson","doi":"10.1214/19-ba1194","DOIUrl":"https://doi.org/10.1214/19-ba1194","url":null,"abstract":"<p><p>Uniformly most powerful Bayesian tests (UMPBT's) are an objective class of Bayesian hypothesis tests that can be considered the Bayesian counterpart of classical uniformly most powerful tests. Because the rejection regions of UMPBT's can be matched to the rejection regions of classical uniformly most powerful tests (UMPTs), UMPBT's provide a mechanism for calibrating Bayesian evidence thresholds, Bayes factors, classical significance levels and p-values. The purpose of this article is to expand the application of UMPBT's outside the class of exponential family models. Specifically, we introduce sufficient conditions for the existence of UMPBT's and propose a unified approach for their derivation. An important application of our methodology is the extension of UMPBT's to testing whether the non-centrality parameter of a chi-squared distribution is zero. The resulting tests have broad applicability, providing default alternative hypotheses to compute Bayes factors in, for example, Pearson's chi-squared test for goodness-of-fit, tests of independence in contingency tables, and likelihood ratio, score and Wald tests.</p>","PeriodicalId":55398,"journal":{"name":"Bayesian Analysis","volume":" ","pages":"93-109"},"PeriodicalIF":4.4,"publicationDate":"2021-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8189570/pdf/nihms-1595140.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"39014996","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}
Jonathan Boss, J. Datta, Xin Wang, S. Park, Jian Kang, B. Mukherjee
{"title":"Group Inverse-Gamma Gamma Shrinkage for Sparse Linear Models with Block-Correlated Regressors","authors":"Jonathan Boss, J. Datta, Xin Wang, S. Park, Jian Kang, B. Mukherjee","doi":"10.1214/23-BA1371","DOIUrl":"https://doi.org/10.1214/23-BA1371","url":null,"abstract":"Heavy-tailed continuous shrinkage priors, such as the horseshoe prior, are widely used for sparse estimation problems. However, there is limited work extending these priors to predictors with grouping structures. Of particular interest in this article, is regression coefficient estimation where pockets of high collinearity in the covariate space are contained within known covariate groupings. To assuage variance inflation due to multicollinearity we propose the group inverse-gamma gamma (GIGG) prior, a heavy-tailed prior that can trade-off between local and group shrinkage in a data adaptive fashion. A special case of the GIGG prior is the group horseshoe prior, whose shrinkage profile is correlated within-group such that the regression coefficients marginally have exact horseshoe regularization. We show posterior consistency for regression coefficients in linear regression models and posterior concentration results for mean parameters in sparse normal means models. The full conditional distributions corresponding to GIGG regression can be derived in closed form, leading to straightforward posterior computation. We show that GIGG regression results in low mean-squared error across a wide range of correlation structures and within-group signal densities via simulation. We apply GIGG regression to data from the National Health and Nutrition Examination Survey for associating environmental exposures with liver functionality.","PeriodicalId":55398,"journal":{"name":"Bayesian Analysis","volume":" ","pages":""},"PeriodicalIF":4.4,"publicationDate":"2021-02-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47707520","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}
{"title":"Changepoint Detection on a Graph of Time Series","authors":"K. L. Hallgren, N. Heard, Melissa J. M. Turcotte","doi":"10.1214/23-BA1365","DOIUrl":"https://doi.org/10.1214/23-BA1365","url":null,"abstract":"When analysing multiple time series that may be subject to changepoints, it is sometimes possible to specify a priori, by means of a graph, which pairs of time series are likely to be impacted by simultaneous changepoints. This article proposes an informative prior for changepoints which encodes the information contained in the graph, inducing a changepoint model for multiple time series that borrows strength across clusters of connected time series to detect weak signals for synchronous changepoints. The graphical model for changepoints is further extended to allow dependence between nearby but not necessarily synchronous changepoints across neighbouring time series in the graph. A novel reversible jump Markov chain Monte Carlo (MCMC) algorithm making use of auxiliary variables is proposed to sample from the graphical changepoint model. The merit of the proposed approach is demonstrated through a changepoint analysis of computer network authentication logs from Los Alamos National Laboratory (LANL), demonstrating an improvement at detecting weak signals for network intrusions across users linked by network connectivity, whilst limiting the number of false alerts.","PeriodicalId":55398,"journal":{"name":"Bayesian Analysis","volume":" ","pages":""},"PeriodicalIF":4.4,"publicationDate":"2021-02-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47888025","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}
{"title":"Bayesian Uncertainty Quantification for Low-Rank Matrix Completion","authors":"H. Yuchi, Simon Mak, Yao Xie","doi":"10.1214/22-ba1317","DOIUrl":"https://doi.org/10.1214/22-ba1317","url":null,"abstract":". We consider the problem of uncertainty quantification for an unknown low-rank matrix X , given a partial and noisy observation of its entries. This quantification of uncertainty is essential for many real-world problems, including image processing, satellite imaging, and seismology, providing a principled framework for validating scientific conclusions and guiding decision-making. However, existing literature has mainly focused on the completion (i.e., point estimation) of the matrix X , with little work on investigating its uncertainty. To this end, we propose in this work a new Bayesian modeling framework, called BayeSMG, which parametrizes the unknown X via its underlying row and column subspaces. This Bayesian subspace parametrization enables efficient posterior inference on matrix subspaces, which represents interpretable phenomena in many applications. This can then be leveraged for improved matrix recovery. We demonstrate the effective-ness of BayeSMG over existing Bayesian matrix recovery methods in numerical experiments, image inpainting, and a seismic sensor network application. This shows the proposed method can indeed provide better uncertainty quantification of X via a fully-Bayesian model specification on matrix subspaces.","PeriodicalId":55398,"journal":{"name":"Bayesian Analysis","volume":" ","pages":""},"PeriodicalIF":4.4,"publicationDate":"2021-01-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46060925","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}
{"title":"Posterior Consistency of Factor Dimensionality in High-Dimensional Sparse Factor Models","authors":"Ilsang Ohn, Yongdai Kim","doi":"10.1214/21-BA1261","DOIUrl":"https://doi.org/10.1214/21-BA1261","url":null,"abstract":". Factor models aim to describe a dependence structure among high-dimensional random variables in terms of a low-dimensional unobserved random vector called a factor. One of the major practical issues of applying the factor model is to determine the factor dimensionality. In this paper, we propose a computationally feasible nonparametric prior distribution which achieves the posterior consistency of the factor dimensionality. We also derive the posterior contraction rate of the covariance matrix which is optimal when the factor dimensionality of the true covariance matrix is bounded. We conduct numerical studies that illustrate our theoretical results.","PeriodicalId":55398,"journal":{"name":"Bayesian Analysis","volume":" ","pages":""},"PeriodicalIF":4.4,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43602999","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}
{"title":"Bayesian Concentration Ratio and Dissonance","authors":"Wei Shi, Ming-Hui Chen, L. Kuo, P. Lewis","doi":"10.1214/21-ba1277","DOIUrl":"https://doi.org/10.1214/21-ba1277","url":null,"abstract":"We propose two new classes of Bayesian measure to investigate conflict among data sets from multiple studies. The first (“concentration ratio”) is used to quantify the amount of information provided by a single data set through the comparison of the prior and its posterior distribution, or two data sets according to their corresponding posterior distributions. The second class (“dissonance”) quantifies the extent of contradiction between two data sets. Both classes are based on volumes of highest density regions. They are well calibrated, supported by simulation, and computational algorithms are provided for their calculation. We illustrate these two classes in three real data applications: a benchmark dose toxicology study, a missing data study related to health effects of pollution, and a pediatric cancer study leveraging adult data.","PeriodicalId":55398,"journal":{"name":"Bayesian Analysis","volume":" ","pages":""},"PeriodicalIF":4.4,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47674809","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}
{"title":"Bayesian Survival Tree Ensembles with Submodel Shrinkage","authors":"A. Linero, Piyali Basak, Yinpu Li, D. Sinha","doi":"10.1214/21-ba1285","DOIUrl":"https://doi.org/10.1214/21-ba1285","url":null,"abstract":"We consider Bayesian nonparametric estimation of a survival time subject to right-censoring in the presence of potentially high-dimensional predictors. We argue that several approaches, such as random survival forests and existing Bayesian nonparametric approaches, possess several drawbacks, including: computational difficulties; lack of known theoretical properties; and ineffectiveness at filtering out irrelevant predictors. We propose two models based on the Bayesian additive regression trees (BART) framework. The first, Modulated BART (MBART), is fully-nonparametric and models the failure time as the first occurrence of a non-homogeneous Poisson process. The second, CoxBART, uses a Bayesian implementation of Cox’s partial likelihood. These models are adapted to high-dimensional predictors, have default prior specifications, and require simple modifications of existing BART methods to implement. We show the effectiveness of these methods on simulated and benchmark datasets. We also establish that, for a simplified variant of MBART, the posterior distribution contracts at a near-minimax optimal rate in a high-dimensional sparse asymptotic regime.","PeriodicalId":55398,"journal":{"name":"Bayesian Analysis","volume":"1 1","pages":""},"PeriodicalIF":4.4,"publicationDate":"2021-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"66086174","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}