On probability-based inference under data missing by design

Whether a statistician wants to complement a probability model for observed data with a prior distribution and carry out fully probabilistic inference, or base the inference only on the likelihood function, may be a fundamental question in theory, but in practice it may well be of less importance if the likelihood contains much more information than the prior. Maximum likelihood inference can be justified as a Gaussian approximation at the posterior mode, using flat priors. However, in situations where parametric assumptions in standard statistical models would be too rigid, more flexible model formulation, combined with fully probabilistic inference, can be achieved using hierarchical Bayesian parametrization. This work includes five articles, all of which apply probability modeling under various problems involving incomplete observation. Three of the papers apply maximum likelihood estimation and two of them hierarchical Bayesian modeling. Because maximum likelihood may be presented as a special case of Bayesian inference, but not the other way round, in the introductory part of this work we present a framework for probability-based inference using only Bayesian concepts. We also re-derive some results presented in the original articles using the toolbox equipped herein, to show that they are also justifiable under this more general framework. Here the assumption of exchangeability and de Finetti's representation theorem are applied repeatedly for justifying the use of standard parametric probability models with conditionally independent likelihood contributions. It is argued that this same reasoning can be applied also under sampling from a finite population. The main emphasis here is in probability-based inference under incomplete observation due to study design. This is illustrated using a generic two-phase cohort sampling design as an example. The alternative approaches presented for analysis of such a design are full likelihood, which utilizes all observed information, and conditional likelihood, which is restricted to a completely observed set, conditioning on the rule that generated that set. Conditional likelihood inference is also applied for a joint analysis of prevalence and incidence data, a situation subject to both left censoring and left truncation. Other topics covered are model uncertainty and causal inference using posterior predictive distributions. We formulate a non-parametric monotonic regression model for one or more covariates and a Bayesian estimation procedure, and apply the model in the context of optimal sequential treatment regimes, demonstrating that inference based on posterior predictive distributions is feasible also in this case.

Primordial Isocurvature Perturbation in Light of CMB and LSS Data

The increased accuracy in the cosmological observations, especially in the measurements of the comic microwave background, allow us to study the primordial perturbations in grater detail. In this thesis, we allow the possibility for a correlated isocurvature perturbations alongside the usual adiabatic perturbations. Thus far the simplest six parameter \Lambda CDM model has been able to accommodate all the observational data rather well. However, we find that the 3-year WMAP data and the 2006 Boomerang data favour a nonzero nonadiabatic contribution to the CMB angular power sprctrum. This is primordial isocurvature perturbation that is positively correlated with the primordial curvature perturbation. Compared with the adiabatic \Lambda CMD model we have four additional parameters describing the increased complexity if the primordial perturbations. Our best-fit model has a 4% nonadiabatic contribution to the CMB temperature variance and the fit is improved by \Delta\chi^2 = 9.7. We can attribute this preference for isocurvature to a feature in the peak structure of the angular power spectrum, namely, the widths of the second and third acoustic peak. Along the way, we have improved our analysis methods by identifying some issues with the parametrisation of the primordial perturbation spectra and suggesting ways to handle these. Due to the improvements, the convergence of our Markov chains is improved. The change of parametrisation has an effect on the MCMC analysis because of the change in priors. We have checked our results against this and find only marginal differences between our parametrisation.