In the field of population health research, understanding the similarities between geographical areas and quantifying their shared effects on health outcomes is crucial. In this paper, we synthesise a number of existing methods to create a new approach that specifically addresses this goal. The approach is called a Bayesian spatial Dirichlet process clustered heterogeneous regression model. This non-parametric framework allows for inference on the number of clusters and the clustering configurations, while simultaneously estimating the parameters for each cluster. We demonstrate the efficacy of the proposed algorithm using simulated data and further apply it to analyse influential factors affecting children's health development domains in Queensland. The study provides valuable insights into the contributions of regional similarities in education and demographics to health outcomes, aiding targeted interventions and policy design.
Popular parametric and semiparametric hazards regression models for clustered survival data are inappropriate and inadequate when the unknown effects of different covariates and clustering are complex. This calls for a flexible modeling framework to yield efficient survival prediction. Moreover, for some survival studies involving time to occurrence of some asymptomatic events, survival times are typically interval censored between consecutive clinical inspections. In this article, we propose a robust semiparametric model for clustered interval-censored survival data under a paradigm of Bayesi…
Due to the rapid development of high-throughput experimental techniques and fast-dropping prices, many transcriptomic datasets have been generated and accumulated in the public domain. Meta-analysis combining multiple transcriptomic studies can increase the statistical power to detect disease-related biomarkers. In this paper, we introduce a Bayesian latent hierarchical model to perform transcriptomic meta-analysis. This method is capable of detecting genes that are differentially expressed (DE) in only a subset of the combined studies, and the latent variables help quantify homogeneous and he…
In regional economics research, a problem of interest is to detect similarities between regions, and estimate their shared coefficients in economics models. In this article, we propose a mixture of finite mixtures (MFM) clustered regression model with auxiliary covariates that account for similarities in demographic or economic characteristics over a spatial domain. Our Bayesian construction provides both inference for number of clusters and clustering configurations, and estimation for parameters for each cluster. Empirical performance of the proposed model is illustrated through simulation e…
This paper is motivated by the panel surveys, called Statistics on Income and Living Conditions (SILC), conducted annually on (randomly selected) country-representative households to monitor EU 2020 aims on poverty reduction. We particularly consider the surveys conducted in Turkey, within the scope of integration to the EU, between 2010 and 2013. Our main interests are on health aspects of economic and living conditions. The outcome is {\it self-reported health} that is clustered longitudinal ordinal, since repeated measures of it are nested within individuals and individuals are nested withi…
This study is concerned with the analysis of three-level ordinal outcome data with polytomous logistic regression in the presence of random-effects. It is assumed that the random-effects follow a Bridge distribution for the logit link, which allows one to obtain marginal interpretations of the regression coefficients. The data are obtained from the Turkish Income and Living Conditions Study, where the outcome variable is self-rated health (SRH), which is ordinal in nature. The analysis of these data is to compare covariate sub-groups and draw region- and family-level inferences in terms of SRH…
The parametric bootstrap can be used for the efficient computation of Bayes posterior distributions. Importance sampling formulas take on an easy form relating to the deviance in exponential families and are particularly simple starting from Jeffreys invariant prior. Because of the i.i.d. nature of bootstrap sampling, familiar formulas describe the computational accuracy of the Bayes estimates. Besides computational methods, the theory provides a connection between Bayesian and frequentist analysis. Efficient algorithms for the frequentist accuracy of Bayesian inferences are developed and demo…
Pathogen deep-sequencing is an increasingly routinely used technology in infectious disease surveillance. We present a semi-parametric Bayesian Poisson model to exploit these emerging data for inferring infectious disease transmission flows and the sources of infection at the population level. The framework is computationally scalable in high dimensional flow spaces thanks to Hilbert Space Gaussian process approximations, allows for sampling bias adjustments, and estimation of gender- and age-specific transmission flows at finer resolution than previously possible. We apply the approach to den…
The evaluation of a match between the DNA profile of a stain found on a crime scene and that of a suspect (previously identified) involves the use of the unknown parameter $p=(p_1, p_2, ...)$, (the ordered vector which represents the proportions of the different DNA profiles in the population of potential donors) and the names of the different DNA types. We propose a Bayesian non parametric method which considers $P$ as a random variable distributed according to the two-parameter Poisson Dirichlet distribution, and discard information about names of DNA types. The ultimate goal of this model i…
Detection heterogeneity is inherent to ecological data, arising from factors such as varied terrain or weather conditions, inconsistent sampling effort, or heterogeneity of individuals themselves. Incorporating additional covariates into a statistical model is one approach for addressing heterogeneity, but is no guarantee that any set of measurable covariates will adequately address the heterogeneity, and the presence of unmodelled heterogeneity has been shown to produce biases in the resulting inferences. Other approaches for addressing heterogeneity include the use of random effects, or fini…
We introduce a Bayesian nonparametric regression model for data with multiway (tensor) structure, motivated by an application to periodontal disease (PD) data. Our outcome is the number of diseased sites measured over four different tooth types for each subject, with subject-specific covariates available as predictors. The outcomes are not well-characterized by simple parametric models, so we use a nonparametric approach with a binomial likelihood wherein the latent probabilities are drawn from a mixture with an arbitrary number of components, analogous to a Dirichlet Process (DP). We use a fl…
To better understand effects of exposure to food allergens, food challenge studies are designed to slowly increase the dose of an allergen delivered to allergic individuals until an objective reaction occurs. These dose-to-failure studies are used to determine acceptable intake levels and are analyzed using parametric failure time models. Though these models can provide estimates of the survival curve, their parametric form may misrepresent the survival function for doses of interest, and different models that describe the data similarly may produce different dose-to-failure estimates. Motivat…
We present a novel approach to estimating the effect of control parameters on tool wear rates and related changes in the three force components in turning of medical grade Co-Cr-Mo (ASTM F75) alloy. Co-Cr-Mo is known to be a difficult to cut material which, due to a combination of mechanical and physical properties, is used for the critical structural components of implantable medical prosthetics. We run a designed experiment which enables us to estimate tool wear from feed rate and cutting speed, and constrain them using a Bayesian hierarchical Gaussian Process model which enables prediction …
Periodontal probing depth is a measure of periodontitis severity. We develop a Bayesian hierarchical model linking true pocket depth to both observed and recorded values of periodontal probing depth, while permitting correlation among measures obtained from the same mouth and between duplicate examiners' measures obtained at the same periodontal site. Periodontal site-specific examiner effects are modeled as arising from a Dirichlet process mixture, facilitating identification of classes of sites that are measured with similar bias. Using simulated data, we demonstrate the model's ability to r…
Recurrent event data are common in clinical studies when participants are followed longitudinally, and are often subject to a terminal event. With the increasing popularity of large pragmatic trials with a heterogeneous source population, participants are often nested in clinics and can be either susceptible or structurally unsusceptible to the recurrent process. These complications require new modeling strategies to accommodate potential zero-event inflation as well as hierarchical data structures in both the terminal and non-terminal event processes. In this paper, we develop a Bayesian semi…
We propose a framework for Bayesian non-parametric estimation of the rate at which new infections occur assuming that the epidemic is partially observed. The developed methodology relies on modelling the rate at which new infections occur as a function which only depends on time. Two different types of prior distributions are proposed namely using step-functions and B-splines. The methodology is illustrated using both simulated and real datasets and we show that certain aspects of the epidemic such as seasonality and super-spreading events are picked up without having to explicitly incorporate…
We develop quantile regression models in order to derive risk margin and to evaluate capital in non-life insurance applications. By utilizing the entire range of conditional quantile functions, especially higher quantile levels, we detail how quantile regression is capable of providing an accurate estimation of risk margin and an overview of implied capital based on the historical volatility of a general insurers loss portfolio. Two modelling frameworks are considered based around parametric and nonparametric quantile regression models which we develop specifically in this insurance setting. I…
Two data-dependent information metrics are developed to quantify the information of the prior and likelihood functions within a parametric Bayesian model, one of which is closely related to the reference priors from Berger, Bernardo, and Sun, and information measure introduced by Lindley. A combination of theoretical, empirical, and computational support provides evidence that these information-theoretic metrics may be useful diagnostic tools when performing a Bayesian analysis.
Generalized additive models (GAMs) are flexible non-linear regression models, which can be fitted efficiently using the approximate Bayesian methods provided by the mgcv R package. While the GAM methods provided by mgcv are based on the assumption that the response distribution is modelled parametrically, here we discuss more flexible methods that do not entail any parametric assumption. In particular, this article introduces the qgam package, which is an extension of mgcv providing fast calibrated Bayesian methods for fitting quantile GAMs (QGAMs) in R. QGAMs are based on a smooth version of …
In public health management there is a need to produce subnational estimates of health outcomes. Often, however, funds are not available to collect samples large enough to produce traditional survey sample estimates for each subnational area. Although parametric hierarchical methods have been successfully used to derive estimates from small samples, there is a concern that the geographic diversity of the U.S. population may be oversimplified in these models. In this paper, a semi-parametric model is used to describe the geographic variability component of the model. Specifically, we assume Dir…
We derive the posteror contraction rate for non-parametric Bayesian estimation of a deterministic dispersion coefficient of a linear stochastic differential equation.
This paper introduces a hierarchical framework to incorporate Hellinger distance methods into Bayesian analysis. We propose to modify a prior over non-parametric densities with the exponential of twice the Hellinger distance between a candidate and a parametric density. By incorporating a prior over the parameters of the second density, we arrive at a hierarchical model in which a non-parametric model is placed between parameters and the data. The parameters of the family can then be estimated as hyperparameters in the model. In frequentist estimation, minimizing the Hellinger distance between…
Modeling structure in complex networks using Bayesian non-parametrics makes it possible to specify flexible model structures and infer the adequate model complexity from the observed data. This paper provides a gentle introduction to non-parametric Bayesian modeling of complex networks: Using an infinite mixture model as running example we go through the steps of deriving the model as an infinite limit of a finite parametric model, inferring the model parameters by Markov chain Monte Carlo, and checking the model's fit and predictive performance. We explain how advanced non-parametric models f…
Environmental health researchers may aim to identify exposure patterns that represent sources, product use, or behaviors that give rise to mixtures of potentially harmful environmental chemical exposures. We present Bayesian non-parametric non-negative matrix factorization (BN^2MF) as a novel method to identify patterns of chemical exposures when the number of patterns is not known a priori. We placed non-negative continuous priors on pattern loadings and individual scores to enhance interpretability and used a clever non-parametric sparse prior to estimate the pattern number. We further deriv…
Studies of memory trajectories using longitudinal data often result in highly non-representative samples due to selective study enrollment and attrition. An additional bias comes from practice effects that result in improved or maintained performance due to familiarity with test content or context. These challenges may bias study findings and severely distort the ability to generalize to the target population. In this study we propose an approach for estimating the finite population mean of a longitudinal outcome conditioning on being alive at a specific time point. We develop a flexible Bayes…
We propose a Bayesian non-parametric approach for modeling the distribution of multiple returns. In particular, we use an asymmetric dynamic conditional correlation (ADCC) model to estimate the time-varying correlations of financial returns where the individual volatilities are driven by GJR-GARCH models. The ADCC-GJR-GARCH model takes into consideration the asymmetries in individual assets' volatilities, as well as in the correlations. The errors are modeled using a Dirichlet location-scale mixture of multivariate Gaussian distributions allowing for a great flexibility in the return distribut…
Population pharmacokinetic (PK) modeling methods can be statistically classified as either parametric or nonparametric (NP). Each classification can be divided into maximum likelihood (ML) or Bayesian (B) approaches. In this paper we discuss the nonparametric case using both maximum likelihood and Bayesian approaches. We present two nonparametric methods for estimating the unknown joint population distribution of model parameter values in a pharmacokinetic/pharmacodynamic (PK/PD) dataset. The first method is the NP Adaptive Grid (NPAG). The second is the NP Bayesian (NPB) algorithm with a stic…
This survey reviews the existing literature on the most relevant Bayesian inference methods for univariate and multivariate GARCH models. The advantages and drawbacks of each procedure are outlined as well as the advantages of the Bayesian approach versus classical procedures. The paper makes emphasis on recent Bayesian non-parametric approaches for GARCH models that avoid imposing arbitrary parametric distributional assumptions. These novel approaches implicitly assume infinite mixture of Gaussian distributions on the standardized returns which have been shown to be more flexible and describe…
In the second paper of this series we extend our Bayesian reanalysis of the evidence for a cosmic variation of the fine structure constant to the semi-parametric modelling regime. By adopting a mixture of Dirichlet processes prior for the unexplained errors in each instrumental subgroup of the benchmark quasar dataset we go some way towards freeing our model selection procedure from the apparent subjectivity of a fixed distributional form. Despite the infinite-dimensional domain of the error hierarchy so constructed we are able to demonstrate a recursive scheme for marginal likelihood estimati…
We consider non-parametric Bayesian estimation of the drift coefficient of a one-dimensional stochastic differential equation from discrete-time observations on the solution of this equation. Under suitable regularity conditions that are weaker than those previosly suggested in the literature, we establish posterior consistency in this context. Furthermore, we show that posterior consistency extends to the multidimensional setting as well, which, to the best of our knowledge, is a new result in this setting.
In this work, we propose a new Bayesian spatial homogeneity pursuit method for survival data under the proportional hazards model to detect spatially clustered patterns in baseline hazard and regression coefficients. Specially, regression coefficients and baseline hazard are assumed to have spatial homogeneity pattern over space. To capture such homogeneity, we develop a geographically weighted Chinese restaurant process prior to simultaneously estimate coefficients and baseline hazards and their uncertainty measures. An efficient Markov chain Monte Carlo (MCMC) algorithm is designed for our p…
The Whittle likelihood is widely used for Bayesian nonparametric estimation of the spectral density of stationary time series. However, the loss of efficiency for non-Gaussian time series can be substantial. On the other hand, parametric methods are more powerful if the model is well-specified, but may fail entirely otherwise. Therefore, we suggest a nonparametric correction of a parametric likelihood taking advantage of the efficiency of parametric models while mitigating sensitivities through a nonparametric amendment. Using a Bernstein-Dirichlet prior for the nonparametric spectral correcti…
The literature on Bayesian methods for the analysis of discrete-time semi-Markov processes is sparse. In this paper, we introduce the semi-Markov beta-Stacy process, a stochastic process useful for the Bayesian non-parametric analysis of semi-Markov processes. The semi-Markov beta-Stacy process is conjugate with respect to data generated by a semi-Markov process, a property which makes it easy to obtain probabilistic forecasts. Its predictive distributions are characterized by a reinforced random walk on a system of urns.
Observational time series data often exhibit both cyclic temporal trends and autocorrelation and may also depend on covariates. As such, there is a need for flexible regression models that are able to capture these trends and model any residual autocorrelation simultaneously. Modelling the autocorrelation in the residuals leads to more realistic forecasts than an assumption of independence. In this paper we propose a method which combines spline-based semi-parametric regression modelling with the modelling of auto-regressive errors. The method is applied to a simulated data set in order to sho…
Brown University（布朗大学）；University of Cambridge（剑桥大学）
We present a non-parametric Bayesian approach to structure learning with hidden causes. Previous Bayesian treatments of this problem define a prior over the number of hidden causes and use algorithms such as reversible jump Markov chain Monte Carlo to move between solutions. In contrast, we assume that the number of hidden causes is unbounded, but only a finite number influence observable variables. This makes it possible to use a Gibbs sampler to approximate the distribution over causal structures. We evaluate the performance of both approaches in discovering hidden causes in simulated data, …
Systems Biology Ireland（爱尔兰系统生物学）；University College Dublin（都柏林大学）
In many real life problems, objects are described by large number of binary features. For instance, documents are characterized by presence or absence of certain keywords; cancer patients are characterized by presence or absence of certain mutations etc. In such cases, grouping together similar objects/profiles based on such high dimensional binary features is desirable, but challenging. Here, I present a Bayesian non parametric algorithm for clustering high dimensional binary data. It uses a Dirichlet Process (DP) mixture model and simulated annealing to not only cluster binary data, but also…
University of Bath（巴斯大学）；University of Bristol（布里斯托尔大学）
We present a non-parametric Bayesian latent variable model capable of learning dependency structures across dimensions in a multivariate setting. Our approach is based on flexible Gaussian process priors for the generative mappings and interchangeable Dirichlet process priors to learn the structure. The introduction of the Dirichlet process as a specific structural prior allows our model to circumvent issues associated with previous Gaussian process latent variable models. Inference is performed by deriving an efficient variational bound on the marginal log-likelihood on the model.
We investigate Bayesian non-parametric inference of the $Λ$-measure of $Λ$-coalescent processes with recurrent mutation, parametrised by probability measures on the unit interval. We give verifiable criteria on the prior for posterior consistency when observations form a time series, and prove that any non-trivial prior is inconsistent when all observations are contemporaneous. We then show that the likelihood given a data set of size $n \in \mathbb{N}$ is constant across $Λ$-measures whose leading $n - 2$ moments agree, and focus on inferring truncated sequences of moments. We provide a large…
The multilevel model (MLM) is the popular approach to describe dependences of hierarchically clustered observations. A main feature is the capability to estimate (cluster-specific) random effect parameters, while their distribution describes the variation across clusters. However, the MLM can only model positive associations among clustered observations, and it is not suitable for small sample sizes. The limitation of the MLM becomes apparent when estimation methods produce negative estimates for random effect variances, which can be seen as an indication that observations are negatively corre…
Bayesian synthetic likelihood (BSL) is a popular method for performing approximate Bayesian inference when the likelihood function is intractable. In synthetic likelihood methods, the likelihood function is approximated parametrically via model simulations, and then standard likelihood-based techniques are used to perform inference. The Gaussian synthetic likelihood estimator has become ubiquitous in BSL literature, primarily for its simplicity and ease of implementation. However, it is often too restrictive and may lead to poor posterior approximations. Recently, a more flexible semi-parametr…
Graph convolutional neural networks (GCNN) have been successfully applied to many different graph based learning tasks including node and graph classification, matrix completion, and learning of node embeddings. Despite their impressive performance, the techniques have a limited capability to incorporate the uncertainty in the underlined graph structure. In order to address this issue, a Bayesian GCNN (BGCN) framework was recently proposed. In this framework, the observed graph is considered to be a random realization from a parametric random graph model and the joint Bayesian inference of the…
