On the nature of over-dispersion in motor vehicle crash prediction models

Statistical modeling of traffic crashes has been of interest to researchers for decades. Over the most recent decade many crash models have accounted for extra-variation in crash counts—variation over and above that accounted for by the Poisson density. The extra-variation – or dispersion – is theorized to capture unaccounted for variation in crashes across sites. The majority of studies have assumed fixed dispersion parameters in over-dispersed crash models—tantamount to assuming that unaccounted for variation is proportional to the expected crash count. Miaou and Lord [Miaou, S.P., Lord, D., 2003. Modeling traffic crash-flow relationships for intersections: dispersion parameter, functional form, and Bayes versus empirical Bayes methods. Transport. Res. Rec. 1840, 31–40] challenged the fixed dispersion parameter assumption, and examined various dispersion parameter relationships when modeling urban signalized intersection accidents in Toronto. They suggested that further work is needed to determine the appropriateness of the findings for rural as well as other intersection types, to corroborate their findings, and to explore alternative dispersion functions. This study builds upon the work of Miaou and Lord, with exploration of additional dispersion functions, the use of an independent data set, and presents an opportunity to corroborate their findings. Data from Georgia are used in this study. A Bayesian modeling approach with non-informative priors is adopted, using sampling-based estimation via Markov Chain Monte Carlo (MCMC) and the Gibbs sampler. A total of eight model specifications were developed; four of them employed traffic flows as explanatory factors in mean structure while the remainder of them included geometric factors in addition to major and minor road traffic flows. The models were compared and contrasted using the significance of coefficients, standard deviance, chi-square goodness-of-fit, and deviance information criteria (DIC) statistics. The findings indicate that the modeling of the dispersion parameter, which essentially explains the extra-variance structure, depends greatly on how the mean structure is modeled. In the presence of a well-defined mean function, the extra-variance structure generally becomes insignificant, i.e. the variance structure is a simple function of the mean. It appears that extra-variation is a function of covariates when the mean structure (expected crash count) is poorly specified and suffers from omitted variables. In contrast, when sufficient explanatory variables are used to model the mean (expected crash count), extra-Poisson variation is not significantly related to these variables. If these results are generalizable, they suggest that model specification may be improved by testing extra-variation functions for significance. They also suggest that known influences of expected crash counts are likely to be different than factors that might help to explain unaccounted for variation in crashes across sites

Incorporating parameter uncertainty into quantitative microbial risk assessment (QMRA)

Modern statistical models and computational methods can now incorporate uncertainty of the parameters used in Quantitative Microbial Risk Assessments (QMRA). Many QMRAs use Monte Carlo methods, but work from fixed estimates for means, variances and other parameters. We illustrate the ease of estimating all parameters contemporaneously with the risk assessment, incorporating all the parameter uncertainty arising from the experiments from which these parameters are estimated. A Bayesian approach is adopted, using Markov Chain Monte Carlo Gibbs sampling (MCMC) via the freely available software, WinBUGS. The method and its ease of implementation are illustrated by a case study that involves incorporating three disparate datasets into an MCMC framework. The probabilities of infection when the uncertainty associated with parameter estimation is incorporated into a QMRA are shown to be considerably more variable over various dose ranges than the analogous probabilities obtained when constants from the literature are simply ‘plugged’ in as is done in most QMRAs. Neglecting these sources of uncertainty may lead to erroneous decisions for public health and risk management.

Probabilistic subgroup identification using Bayesian finite mixture modelling : a case study in Parkinson’s disease phenotype identification

This article explores the use of probabilistic classification, namely finite mixture modelling, for identification of complex disease phenotypes, given cross-sectional data. In particular, if focuses on posterior probabilities of subgroup membership, a standard output of finite mixture modelling, and how the quantification of uncertainty in these probabilities can lead to more detailed analyses. Using a Bayesian approach, we describe two practical uses of this uncertainty: (i) as a means of describing a person’s membership to a single or multiple latent subgroups and (ii) as a means of describing identified subgroups by patient-centred covariates not included in model estimation. These proposed uses are demonstrated on a case study in Parkinson’s disease (PD), where latent subgroups are identified using multiple symptoms from the Unified Parkinson’s Disease Rating Scale (UPDRS).

Bayesian methodology for genetics of complex diseases

Genetic research of complex diseases is a challenging, but exciting, area of research. The early development of the research was limited, however, until the completion of the Human Genome and HapMap projects, along with the reduction in the cost of genotyping, which paves the way for understanding the genetic composition of complex diseases. In this thesis, we focus on the statistical methods for two aspects of genetic research: phenotype definition for diseases with complex etiology and methods for identifying potentially associated Single Nucleotide Polymorphisms (SNPs) and SNP-SNP interactions. With regard to phenotype definition for diseases with complex etiology, we firstly investigated the effects of different statistical phenotyping approaches on the subsequent analysis. In light of the findings, and the difficulties in validating the estimated phenotype, we proposed two different methods for reconciling phenotypes of different models using Bayesian model averaging as a coherent mechanism for accounting for model uncertainty. In the second part of the thesis, the focus is turned to the methods for identifying associated SNPs and SNP interactions. We review the use of Bayesian logistic regression with variable selection for SNP identification and extended the model for detecting the interaction effects for population based case-control studies. In this part of study, we also develop a machine learning algorithm to cope with the large scale data analysis, namely modified Logic Regression with Genetic Program (MLR-GEP), which is then compared with the Bayesian model, Random Forests and other variants of logic regression.

A Python package for Bayesian estimation using Markov Chain Monte Carlo

Markov chain Monte Carlo (MCMC) estimation provides a solution to the complex integration problems that are faced in the Bayesian analysis of statistical problems. The implementation of MCMC algorithms is, however, code intensive and time consuming. We have developed a Python package, which is called PyMCMC, that aids in the construction of MCMC samplers and helps to substantially reduce the likelihood of coding error, as well as aid in the minimisation of repetitive code. PyMCMC contains classes for Gibbs, Metropolis Hastings, independent Metropolis Hastings, random walk Metropolis Hastings, orientational bias Monte Carlo and slice samplers as well as specific modules for common models such as a module for Bayesian regression analysis. PyMCMC is straightforward to optimise, taking advantage of the Python libraries Numpy and Scipy, as well as being readily extensible with C or Fortran.

The Bayesian conditional independence model for measurement error: applications in ecology

The measurement error model is a well established statistical method for regression problems in medical sciences, although rarely used in ecological studies. While the situations in which it is appropriate may be less common in ecology, there are instances in which there may be benefits in its use for prediction and estimation of parameters of interest. We have chosen to explore this topic using a conditional independence model in a Bayesian framework using a Gibbs sampler, as this gives a great deal of flexibility, allowing us to analyse a number of different models without losing generality. Using simulations and two examples, we show how the conditional independence model can be used in ecology, and when it is appropriate.

New variational Bayesian approaches for statistical data mining : with applications to profiling and differentiating habitual consumption behaviour of customers in the wireless telecommunication industry

This thesis investigates profiling and differentiating customers through the use of statistical data mining techniques. The business application of our work centres on examining individuals’ seldomly studied yet critical consumption behaviour over an extensive time period within the context of the wireless telecommunication industry; consumption behaviour (as oppose to purchasing behaviour) is behaviour that has been performed so frequently that it become habitual and involves minimal intentions or decision making. Key variables investigated are the activity initialised timestamp and cell tower location as well as the activity type and usage quantity (e.g., voice call with duration in seconds); and the research focuses are on customers’ spatial and temporal usage behaviour. The main methodological emphasis is on the development of clustering models based on Gaussian mixture models (GMMs) which are fitted with the use of the recently developed variational Bayesian (VB) method. VB is an efficient deterministic alternative to the popular but computationally demandingMarkov chainMonte Carlo (MCMC) methods. The standard VBGMMalgorithm is extended by allowing component splitting such that it is robust to initial parameter choices and can automatically and efficiently determine the number of components. The new algorithm we propose allows more effective modelling of individuals’ highly heterogeneous and spiky spatial usage behaviour, or more generally human mobility patterns; the term spiky describes data patterns with large areas of low probability mixed with small areas of high probability. Customers are then characterised and segmented based on the fitted GMM which corresponds to how each of them uses the products/services spatially in their daily lives; this is essentially their likely lifestyle and occupational traits. Other significant research contributions include fitting GMMs using VB to circular data i.e., the temporal usage behaviour, and developing clustering algorithms suitable for high dimensional data based on the use of VB-GMM.

Bayesian models for the determination of resonant frequencies in a DI diesel engine

A time series method for the determination of combustion chamber resonant frequencies is outlined. This technique employs the use of Markov-chain Monte Carlo (MCMC) to infer parameters in a chosen model of the data. The development of the model is included and the resonant frequency is characterised as a function of time. Potential applications for cycle-by-cycle analysis are discussed and the bulk temperature of the gas and the trapped mass in the combustion chamber are evaluated as a function of time from resonant frequency information.

Using Bayesian methods for the estimation of uncertainty in complex statistical models

The research objectives of this thesis were to contribute to Bayesian statistical methodology by contributing to risk assessment statistical methodology, and to spatial and spatio-temporal methodology, by modelling error structures using complex hierarchical models. Specifically, I hoped to consider two applied areas, and use these applications as a springboard for developing new statistical methods as well as undertaking analyses which might give answers to particular applied questions. Thus, this thesis considers a series of models, firstly in the context of risk assessments for recycled water, and secondly in the context of water usage by crops. The research objective was to model error structures using hierarchical models in two problems, namely risk assessment analyses for wastewater, and secondly, in a four dimensional dataset, assessing differences between cropping systems over time and over three spatial dimensions. The aim was to use the simplicity and insight afforded by Bayesian networks to develop appropriate models for risk scenarios, and again to use Bayesian hierarchical models to explore the necessarily complex modelling of four dimensional agricultural data. The specific objectives of the research were to develop a method for the calculation of credible intervals for the point estimates of Bayesian networks; to develop a model structure to incorporate all the experimental uncertainty associated with various constants thereby allowing the calculation of more credible credible intervals for a risk assessment; to model a single day’s data from the agricultural dataset which satisfactorily captured the complexities of the data; to build a model for several days’ data, in order to consider how the full data might be modelled; and finally to build a model for the full four dimensional dataset and to consider the timevarying nature of the contrast of interest, having satisfactorily accounted for possible spatial and temporal autocorrelations. This work forms five papers, two of which have been published, with two submitted, and the final paper still in draft. The first two objectives were met by recasting the risk assessments as directed, acyclic graphs (DAGs). In the first case, we elicited uncertainty for the conditional probabilities needed by the Bayesian net, incorporated these into a corresponding DAG, and used Markov chain Monte Carlo (MCMC) to find credible intervals, for all the scenarios and outcomes of interest. In the second case, we incorporated the experimental data underlying the risk assessment constants into the DAG, and also treated some of that data as needing to be modelled as an ‘errors-invariables’ problem [Fuller, 1987]. This illustrated a simple method for the incorporation of experimental error into risk assessments. In considering one day of the three-dimensional agricultural data, it became clear that geostatistical models or conditional autoregressive (CAR) models over the three dimensions were not the best way to approach the data. Instead CAR models are used with neighbours only in the same depth layer. This gave flexibility to the model, allowing both the spatially structured and non-structured variances to differ at all depths. We call this model the CAR layered model. Given the experimental design, the fixed part of the model could have been modelled as a set of means by treatment and by depth, but doing so allows little insight into how the treatment effects vary with depth. Hence, a number of essentially non-parametric approaches were taken to see the effects of depth on treatment, with the model of choice incorporating an errors-in-variables approach for depth in addition to a non-parametric smooth. The statistical contribution here was the introduction of the CAR layered model, the applied contribution the analysis of moisture over depth and estimation of the contrast of interest together with its credible intervals. These models were fitted using WinBUGS [Lunn et al., 2000]. The work in the fifth paper deals with the fact that with large datasets, the use of WinBUGS becomes more problematic because of its highly correlated term by term updating. In this work, we introduce a Gibbs sampler with block updating for the CAR layered model. The Gibbs sampler was implemented by Chris Strickland using pyMCMC [Strickland, 2010]. This framework is then used to consider five days data, and we show that moisture in the soil for all the various treatments reaches levels particular to each treatment at a depth of 200 cm and thereafter stays constant, albeit with increasing variances with depth. In an analysis across three spatial dimensions and across time, there are many interactions of time and the spatial dimensions to be considered. Hence, we chose to use a daily model and to repeat the analysis at all time points, effectively creating an interaction model of time by the daily model. Such an approach allows great flexibility. However, this approach does not allow insight into the way in which the parameter of interest varies over time. Hence, a two-stage approach was also used, with estimates from the first-stage being analysed as a set of time series. We see this spatio-temporal interaction model as being a useful approach to data measured across three spatial dimensions and time, since it does not assume additivity of the random spatial or temporal effects.

A general method to determine sampling windows for nonlinear mixed effects models with an application to population pharmacokinetic studies

Optimal design methods have been proposed to determine the best sampling times when sparse blood sampling is required in clinical pharmacokinetic studies. However, the optimal blood sampling time points may not be feasible in clinical practice. Sampling windows, a time interval for blood sample collection, have been proposed to provide flexibility in blood sampling times while preserving efficient parameter estimation. Because of the complexity of the population pharmacokinetic models, which are generally nonlinear mixed effects models, there is no analytical solution available to determine sampling windows. We propose a method for determination of sampling windows based on MCMC sampling techniques. The proposed method attains a stationary distribution rapidly and provides time-sensitive windows around the optimal design points. The proposed method is applicable to determine sampling windows for any nonlinear mixed effects model although our work focuses on an application to population pharmacokinetic models.

Spatial modelling of population health screening : the role of accessibility in predicting expected patient flows

This paper describes a generalised linear mixed model (GLMM) approach for understanding spatial patterns of participation in population health screening, in the presence of multiple screening facilities. The models presented have dual focus, namely the prediction of expected patient flows from regions to services and relative rates of participation by region- service combination, with both outputs having meaningful implications for the monitoring of current service uptake and provision. The novelty of this paper lies with the former focus, and an approach for distributing expected participation by region based on proximity to services is proposed. The modelling of relative rates of participation is achieved through the combination of different random effects, as a means of assigning excess participation to different sources. The methodology is applied to participation data collected from a government-funded mammography program in Brisbane, Australia.

Exact and approximate Bayesian inference for low count time series models with intractable likelihoods

In this paper we present a new simulation methodology in order to obtain exact or approximate Bayesian inference for models for low-valued count time series data that have computationally demanding likelihood functions. The algorithm fits within the framework of particle Markov chain Monte Carlo (PMCMC) methods. The particle filter requires only model simulations and, in this regard, our approach has connections with approximate Bayesian computation (ABC). However, an advantage of using the PMCMC approach in this setting is that simulated data can be matched with data observed one-at-a-time, rather than attempting to match on the full dataset simultaneously or on a low-dimensional non-sufficient summary statistic, which is common practice in ABC. For low-valued count time series data we find that it is often computationally feasible to match simulated data with observed data exactly. Our particle filter maintains $N$ particles by repeating the simulation until $N+1$ exact matches are obtained. Our algorithm creates an unbiased estimate of the likelihood, resulting in exact posterior inferences when included in an MCMC algorithm. In cases where exact matching is computationally prohibitive, a tolerance is introduced as per ABC. A novel aspect of our approach is that we introduce auxiliary variables into our particle filter so that partially observed and/or non-Markovian models can be accommodated. We demonstrate that Bayesian model choice problems can be easily handled in this framework.

Characterising an ECG signal using statistical modelling : a feasibility study

For clinical use, in electrocardiogram (ECG) signal analysis it is important to detect not only the centre of the P wave, the QRS complex and the T wave, but also the time intervals, such as the ST segment. Much research focused entirely on qrs complex detection, via methods such as wavelet transforms, spline fitting and neural networks. However, drawbacks include the false classification of a severe noise spike as a QRS complex, possibly requiring manual editing, or the omission of information contained in other regions of the ECG signal. While some attempts were made to develop algorithms to detect additional signal characteristics, such as P and T waves, the reported success rates are subject to change from person-to-person and beat-to-beat. To address this variability we propose the use of Markov-chain Monte Carlo statistical modelling to extract the key features of an ECG signal and we report on a feasibility study to investigate the utility of the approach. The modelling approach is examined with reference to a realistic computer generated ECG signal, where details such as wave morphology and noise levels are variable.

Optimal Bayesian experimental design for models with intractable likelihoods using indirect inference applied to biological process models

This paper addresses the problem of determining optimal designs for biological process models with intractable likelihoods, with the goal of parameter inference. The Bayesian approach is to choose a design that maximises the mean of a utility, and the utility is a function of the posterior distribution. Therefore, its estimation requires likelihood evaluations. However, many problems in experimental design involve models with intractable likelihoods, that is, likelihoods that are neither analytic nor can be computed in a reasonable amount of time. We propose a novel solution using indirect inference (II), a well established method in the literature, and the Markov chain Monte Carlo (MCMC) algorithm of Müller et al. (2004). Indirect inference employs an auxiliary model with a tractable likelihood in conjunction with the generative model, the assumed true model of interest, which has an intractable likelihood. Our approach is to estimate a map between the parameters of the generative and auxiliary models, using simulations from the generative model. An II posterior distribution is formed to expedite utility estimation. We also present a modification to the utility that allows the Müller algorithm to sample from a substantially sharpened utility surface, with little computational effort. Unlike competing methods, the II approach can handle complex design problems for models with intractable likelihoods on a continuous design space, with possible extension to many observations. The methodology is demonstrated using two stochastic models; a simple tractable death process used to validate the approach, and a motivating stochastic model for the population evolution of macroparasites.

Assessment on the effect of pollution abatement on environmental efficiency with Markov chain Monte Carlo simulation

Both environmental economists and policy makers have shown a great deal of interest in the effect of pollution abatement on environmental efficiency. In line with the modern resources available, however, no contribution is brought to the environmental economics field with the Markov chain Monte Carlo (MCMC) application, which enables simulation from a distribution of a Markov chain and simulating from the chain until it approaches equilibrium. The probability density functions gained prominence with the advantages over classical statistical methods in its simultaneous inference and incorporation of any prior information on all model parameters. This paper concentrated on this point with the application of MCMC to the database of China, the largest developing country with rapid economic growth and serious environmental pollution in recent years. The variables cover the economic output and pollution abatement cost from the year 1992 to 2003. We test the causal direction between pollution abatement cost and environmental efficiency with MCMC simulation. We found that the pollution abatement cost causes an increase in environmental efficiency through the algorithm application, which makes it conceivable that the environmental policy makers should make more substantial measures to reduce pollution in the near future.