952 resultados para Bayesian Model Averaging


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This thesis presents Bayesian solutions to inference problems for three types of social network data structures: a single observation of a social network, repeated observations on the same social network, and repeated observations on a social network developing through time. A social network is conceived as being a structure consisting of actors and their social interaction with each other. A common conceptualisation of social networks is to let the actors be represented by nodes in a graph with edges between pairs of nodes that are relationally tied to each other according to some definition. Statistical analysis of social networks is to a large extent concerned with modelling of these relational ties, which lends itself to empirical evaluation. The first paper deals with a family of statistical models for social networks called exponential random graphs that takes various structural features of the network into account. In general, the likelihood functions of exponential random graphs are only known up to a constant of proportionality. A procedure for performing Bayesian inference using Markov chain Monte Carlo (MCMC) methods is presented. The algorithm consists of two basic steps, one in which an ordinary Metropolis-Hastings up-dating step is used, and another in which an importance sampling scheme is used to calculate the acceptance probability of the Metropolis-Hastings step. In paper number two a method for modelling reports given by actors (or other informants) on their social interaction with others is investigated in a Bayesian framework. The model contains two basic ingredients: the unknown network structure and functions that link this unknown network structure to the reports given by the actors. These functions take the form of probit link functions. An intrinsic problem is that the model is not identified, meaning that there are combinations of values on the unknown structure and the parameters in the probit link functions that are observationally equivalent. Instead of using restrictions for achieving identification, it is proposed that the different observationally equivalent combinations of parameters and unknown structure be investigated a posteriori. Estimation of parameters is carried out using Gibbs sampling with a switching devise that enables transitions between posterior modal regions. The main goal of the procedures is to provide tools for comparisons of different model specifications. Papers 3 and 4, propose Bayesian methods for longitudinal social networks. The premise of the models investigated is that overall change in social networks occurs as a consequence of sequences of incremental changes. Models for the evolution of social networks using continuos-time Markov chains are meant to capture these dynamics. Paper 3 presents an MCMC algorithm for exploring the posteriors of parameters for such Markov chains. More specifically, the unobserved evolution of the network in-between observations is explicitly modelled thereby avoiding the need to deal with explicit formulas for the transition probabilities. This enables likelihood based parameter inference in a wider class of network evolution models than has been available before. Paper 4 builds on the proposed inference procedure of Paper 3 and demonstrates how to perform model selection for a class of network evolution models.

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Spatial prediction of hourly rainfall via radar calibration is addressed. The change of support problem (COSP), arising when the spatial supports of different data sources do not coincide, is faced in a non-Gaussian setting; in fact, hourly rainfall in Emilia-Romagna region, in Italy, is characterized by abundance of zero values and right-skeweness of the distribution of positive amounts. Rain gauge direct measurements on sparsely distributed locations and hourly cumulated radar grids are provided by the ARPA-SIMC Emilia-Romagna. We propose a three-stage Bayesian hierarchical model for radar calibration, exploiting rain gauges as reference measure. Rain probability and amounts are modeled via linear relationships with radar in the log scale; spatial correlated Gaussian effects capture the residual information. We employ a probit link for rainfall probability and Gamma distribution for rainfall positive amounts; the two steps are joined via a two-part semicontinuous model. Three model specifications differently addressing COSP are presented; in particular, a stochastic weighting of all radar pixels, driven by a latent Gaussian process defined on the grid, is employed. Estimation is performed via MCMC procedures implemented in C, linked to R software. Communication and evaluation of probabilistic, point and interval predictions is investigated. A non-randomized PIT histogram is proposed for correctly assessing calibration and coverage of two-part semicontinuous models. Predictions obtained with the different model specifications are evaluated via graphical tools (Reliability Plot, Sharpness Histogram, PIT Histogram, Brier Score Plot and Quantile Decomposition Plot), proper scoring rules (Brier Score, Continuous Rank Probability Score) and consistent scoring functions (Root Mean Square Error and Mean Absolute Error addressing the predictive mean and median, respectively). Calibration is reached and the inclusion of neighbouring information slightly improves predictions. All specifications outperform a benchmark model with incorrelated effects, confirming the relevance of spatial correlation for modeling rainfall probability and accumulation.

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Forest models are tools for explaining and predicting the dynamics of forest ecosystems. They simulate forest behavior by integrating information on the underlying processes in trees, soil and atmosphere. Bayesian calibration is the application of probability theory to parameter estimation. It is a method, applicable to all models, that quantifies output uncertainty and identifies key parameters and variables. This study aims at testing the Bayesian procedure for calibration to different types of forest models, to evaluate their performances and the uncertainties associated with them. In particular,we aimed at 1) applying a Bayesian framework to calibrate forest models and test their performances in different biomes and different environmental conditions, 2) identifying and solve structure-related issues in simple models, and 3) identifying the advantages of additional information made available when calibrating forest models with a Bayesian approach. We applied the Bayesian framework to calibrate the Prelued model on eight Italian eddy-covariance sites in Chapter 2. The ability of Prelued to reproduce the estimated Gross Primary Productivity (GPP) was tested over contrasting natural vegetation types that represented a wide range of climatic and environmental conditions. The issues related to Prelued's multiplicative structure were the main topic of Chapter 3: several different MCMC-based procedures were applied within a Bayesian framework to calibrate the model, and their performances were compared. A more complex model was applied in Chapter 4, focusing on the application of the physiology-based model HYDRALL to the forest ecosystem of Lavarone (IT) to evaluate the importance of additional information in the calibration procedure and their impact on model performances, model uncertainties, and parameter estimation. Overall, the Bayesian technique proved to be an excellent and versatile tool to successfully calibrate forest models of different structure and complexity, on different kind and number of variables and with a different number of parameters involved.

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Background The estimation of demographic parameters from genetic data often requires the computation of likelihoods. However, the likelihood function is computationally intractable for many realistic evolutionary models, and the use of Bayesian inference has therefore been limited to very simple models. The situation changed recently with the advent of Approximate Bayesian Computation (ABC) algorithms allowing one to obtain parameter posterior distributions based on simulations not requiring likelihood computations. Results Here we present ABCtoolbox, a series of open source programs to perform Approximate Bayesian Computations (ABC). It implements various ABC algorithms including rejection sampling, MCMC without likelihood, a Particle-based sampler and ABC-GLM. ABCtoolbox is bundled with, but not limited to, a program that allows parameter inference in a population genetics context and the simultaneous use of different types of markers with different ploidy levels. In addition, ABCtoolbox can also interact with most simulation and summary statistics computation programs. The usability of the ABCtoolbox is demonstrated by inferring the evolutionary history of two evolutionary lineages of Microtus arvalis. Using nuclear microsatellites and mitochondrial sequence data in the same estimation procedure enabled us to infer sex-specific population sizes and migration rates and to find that males show smaller population sizes but much higher levels of migration than females. Conclusion ABCtoolbox allows a user to perform all the necessary steps of a full ABC analysis, from parameter sampling from prior distributions, data simulations, computation of summary statistics, estimation of posterior distributions, model choice, validation of the estimation procedure, and visualization of the results.

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Recombinant human growth hormone (rhGH) therapy is used in the long-term treatment of children with growth disorders, but there is considerable treatment response variability. The exon 3-deleted growth hormone receptor polymorphism (GHR(d3)) may account for some of this variability. The authors performed a systematic review (to April 2011), including investigator-only data, to quantify the effects of the GHR(fl-d3) and GHR(d3-d3) genotypes on rhGH therapy response and used a recently established Bayesian inheritance model-free approach to meta-analyze the data. The primary outcome was the 1-year change-in-height standard-deviation score for the 2 genotypes. Eighteen data sets from 12 studies (1,527 children) were included. After several prior assumptions were tested, the most appropriate inheritance model was codominant (posterior probability = 0.93). Compared with noncarriers, carriers had median differences in 1-year change-in-height standard-deviation score of 0.09 (95% credible interval (CrI): 0.01, 0.17) for GHR(fl-d3) and of 0.14 (95% CrI: 0.02, 0.26) for GHR(d3-d3). However, the between-study standard deviation of 0.18 (95% CrI: 0.10, 0.33) was considerable. The authors tested by meta-regression for potential modifiers and found no substantial influence. They conclude that 1) the GHR(d3) polymorphism inheritance is codominant, contrasting with previous reports; 2) GHR(d3) genotypes account for modest increases in rhGH effects in children; and 3) considerable unexplained variability in responsiveness remains.

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Indoor radon is regularly measured in Switzerland. However, a nationwide model to predict residential radon levels has not been developed. The aim of this study was to develop a prediction model to assess indoor radon concentrations in Switzerland. The model was based on 44,631 measurements from the nationwide Swiss radon database collected between 1994 and 2004. Of these, 80% randomly selected measurements were used for model development and the remaining 20% for an independent model validation. A multivariable log-linear regression model was fitted and relevant predictors selected according to evidence from the literature, the adjusted R², the Akaike's information criterion (AIC), and the Bayesian information criterion (BIC). The prediction model was evaluated by calculating Spearman rank correlation between measured and predicted values. Additionally, the predicted values were categorised into three categories (50th, 50th-90th and 90th percentile) and compared with measured categories using a weighted Kappa statistic. The most relevant predictors for indoor radon levels were tectonic units and year of construction of the building, followed by soil texture, degree of urbanisation, floor of the building where the measurement was taken and housing type (P-values <0.001 for all). Mean predicted radon values (geometric mean) were 66 Bq/m³ (interquartile range 40-111 Bq/m³) in the lowest exposure category, 126 Bq/m³ (69-215 Bq/m³) in the medium category, and 219 Bq/m³ (108-427 Bq/m³) in the highest category. Spearman correlation between predictions and measurements was 0.45 (95%-CI: 0.44; 0.46) for the development dataset and 0.44 (95%-CI: 0.42; 0.46) for the validation dataset. Kappa coefficients were 0.31 for the development and 0.30 for the validation dataset, respectively. The model explained 20% overall variability (adjusted R²). In conclusion, this residential radon prediction model, based on a large number of measurements, was demonstrated to be robust through validation with an independent dataset. The model is appropriate for predicting radon level exposure of the Swiss population in epidemiological research. Nevertheless, some exposure misclassification and regression to the mean is unavoidable and should be taken into account in future applications of the model.

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Generalized linear mixed models with semiparametric random effects are useful in a wide variety of Bayesian applications. When the random effects arise from a mixture of Dirichlet process (MDP) model, normal base measures and Gibbs sampling procedures based on the Pólya urn scheme are often used to simulate posterior draws. These algorithms are applicable in the conjugate case when (for a normal base measure) the likelihood is normal. In the non-conjugate case, the algorithms proposed by MacEachern and Müller (1998) and Neal (2000) are often applied to generate posterior samples. Some common problems associated with simulation algorithms for non-conjugate MDP models include convergence and mixing difficulties. This paper proposes an algorithm based on the Pólya urn scheme that extends the Gibbs sampling algorithms to non-conjugate models with normal base measures and exponential family likelihoods. The algorithm proceeds by making Laplace approximations to the likelihood function, thereby reducing the procedure to that of conjugate normal MDP models. To ensure the validity of the stationary distribution in the non-conjugate case, the proposals are accepted or rejected by a Metropolis-Hastings step. In the special case where the data are normally distributed, the algorithm is identical to the Gibbs sampler.

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Genomic alterations have been linked to the development and progression of cancer. The technique of Comparative Genomic Hybridization (CGH) yields data consisting of fluorescence intensity ratios of test and reference DNA samples. The intensity ratios provide information about the number of copies in DNA. Practical issues such as the contamination of tumor cells in tissue specimens and normalization errors necessitate the use of statistics for learning about the genomic alterations from array-CGH data. As increasing amounts of array CGH data become available, there is a growing need for automated algorithms for characterizing genomic profiles. Specifically, there is a need for algorithms that can identify gains and losses in the number of copies based on statistical considerations, rather than merely detect trends in the data. We adopt a Bayesian approach, relying on the hidden Markov model to account for the inherent dependence in the intensity ratios. Posterior inferences are made about gains and losses in copy number. Localized amplifications (associated with oncogene mutations) and deletions (associated with mutations of tumor suppressors) are identified using posterior probabilities. Global trends such as extended regions of altered copy number are detected. Since the posterior distribution is analytically intractable, we implement a Metropolis-within-Gibbs algorithm for efficient simulation-based inference. Publicly available data on pancreatic adenocarcinoma, glioblastoma multiforme and breast cancer are analyzed, and comparisons are made with some widely-used algorithms to illustrate the reliability and success of the technique.

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This paper describes the use of model-based geostatistics for choosing the optimal set of sampling locations, collectively called the design, for a geostatistical analysis. Two types of design situations are considered. These are retrospective design, which concerns the addition of sampling locations to, or deletion of locations from, an existing design, and prospective design, which consists of choosing optimal positions for a new set of sampling locations. We propose a Bayesian design criterion which focuses on the goal of efficient spatial prediction whilst allowing for the fact that model parameter values are unknown. The results show that in this situation a wide range of inter-point distances should be included in the design, and the widely used regular design is therefore not the optimal choice.

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In this paper, we develop Bayesian hierarchical distributed lag models for estimating associations between daily variations in summer ozone levels and daily variations in cardiovascular and respiratory (CVDRESP) mortality counts for 19 U.S. large cities included in the National Morbidity Mortality Air Pollution Study (NMMAPS) for the period 1987 - 1994. At the first stage, we define a semi-parametric distributed lag Poisson regression model to estimate city-specific relative rates of CVDRESP associated with short-term exposure to summer ozone. At the second stage, we specify a class of distributions for the true city-specific relative rates to estimate an overall effect by taking into account the variability within and across cities. We perform the calculations with respect to several random effects distributions (normal, t-student, and mixture of normal), thus relaxing the common assumption of a two-stage normal-normal hierarchical model. We assess the sensitivity of the results to: 1) lag structure for ozone exposure; 2) degree of adjustment for long-term trends; 3) inclusion of other pollutants in the model;4) heat waves; 5) random effects distributions; and 6) prior hyperparameters. On average across cities, we found that a 10ppb increase in summer ozone level for every day in the previous week is associated with 1.25 percent increase in CVDRESP mortality (95% posterior regions: 0.47, 2.03). The relative rate estimates are also positive and statistically significant at lags 0, 1, and 2. We found that associations between summer ozone and CVDRESP mortality are sensitive to the confounding adjustment for PM_10, but are robust to: 1) the adjustment for long-term trends, other gaseous pollutants (NO_2, SO_2, and CO); 2) the distributional assumptions at the second stage of the hierarchical model; and 3) the prior distributions on all unknown parameters. Bayesian hierarchical distributed lag models and their application to the NMMAPS data allow us estimation of an acute health effect associated with exposure to ambient air pollution in the last few days on average across several locations. The application of these methods and the systematic assessment of the sensitivity of findings to model assumptions provide important epidemiological evidence for future air quality regulations.

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Functional neuroimaging techniques enable investigations into the neural basis of human cognition, emotions, and behaviors. In practice, applications of functional magnetic resonance imaging (fMRI) have provided novel insights into the neuropathophysiology of major psychiatric,neurological, and substance abuse disorders, as well as into the neural responses to their treatments. Modern activation studies often compare localized task-induced changes in brain activity between experimental groups. One may also extend voxel-level analyses by simultaneously considering the ensemble of voxels constituting an anatomically defined region of interest (ROI) or by considering means or quantiles of the ROI. In this work we present a Bayesian extension of voxel-level analyses that offers several notable benefits. First, it combines whole-brain voxel-by-voxel modeling and ROI analyses within a unified framework. Secondly, an unstructured variance/covariance for regional mean parameters allows for the study of inter-regional functional connectivity, provided enough subjects are available to allow for accurate estimation. Finally, an exchangeable correlation structure within regions allows for the consideration of intra-regional functional connectivity. We perform estimation for our model using Markov Chain Monte Carlo (MCMC) techniques implemented via Gibbs sampling which, despite the high throughput nature of the data, can be executed quickly (less than 30 minutes). We apply our Bayesian hierarchical model to two novel fMRI data sets: one considering inhibitory control in cocaine-dependent men and the second considering verbal memory in subjects at high risk for Alzheimer’s disease. The unifying hierarchical model presented in this manuscript is shown to enhance the interpretation content of these data sets.

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We describe a method for evaluating an ensemble of predictive models given a sample of observations comprising the model predictions and the outcome event measured with error. Our formulation allows us to simultaneously estimate measurement error parameters, true outcome — aka the gold standard — and a relative weighting of the predictive scores. We describe conditions necessary to estimate the gold standard and for these estimates to be calibrated and detail how our approach is related to, but distinct from, standard model combination techniques. We apply our approach to data from a study to evaluate a collection of BRCA1/BRCA2 gene mutation prediction scores. In this example, genotype is measured with error by one or more genetic assays. We estimate true genotype for each individual in the dataset, operating characteristics of the commonly used genotyping procedures and a relative weighting of the scores. Finally, we compare the scores against the gold standard genotype and find that Mendelian scores are, on average, the more refined and better calibrated of those considered and that the comparison is sensitive to measurement error in the gold standard.

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The present distribution of freshwater fish in the Alpine region has been strongly affected by colonization events occurring after the last glacial maximum (LGM), some 20,000 years ago. We use here a spatially explicit simulation framework to model and better understand their colonization dynamics in the Swiss Rhine basin. This approach is applied to the European bullhead (Cottus gobio), which is an ideal model organism to study fish past demographic processes since it has not been managed by humans. The molecular diversity of eight sampled populations is simulated and compared to observed data at six microsatellite loci under an approximate Bayesian computation framework to estimate the parameters of the colonization process. Our demographic estimates fit well with current knowledge about the biology of this species, but they suggest that the Swiss Rhine basin was colonized very recently, after the Younger Dryas some 6600 years ago. We discuss the implication of this result, as well as the strengths and limits of the spatially explicit approach coupled to the approximate Bayesian computation framework.

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Monte Carlo simulation was used to evaluate properties of a simple Bayesian MCMC analysis of the random effects model for single group Cormack-Jolly-Seber capture-recapture data. The MCMC method is applied to the model via a logit link, so parameters p, S are on a logit scale, where logit(S) is assumed to have, and is generated from, a normal distribution with mean μ and variance σ2 . Marginal prior distributions on logit(p) and μ were independent normal with mean zero and standard deviation 1.75 for logit(p) and 100 for μ ; hence minimally informative. Marginal prior distribution on σ2 was placed on τ2=1/σ2 as a gamma distribution with α=β=0.001 . The study design has 432 points spread over 5 factors: occasions (t) , new releases per occasion (u), p, μ , and σ . At each design point 100 independent trials were completed (hence 43,200 trials in total), each with sample size n=10,000 from the parameter posterior distribution. At 128 of these design points comparisons are made to previously reported results from a method of moments procedure. We looked at properties of point and interval inference on μ , and σ based on the posterior mean, median, and mode and equal-tailed 95% credibility interval. Bayesian inference did very well for the parameter μ , but under the conditions used here, MCMC inference performance for σ was mixed: poor for sparse data (i.e., only 7 occasions) or σ=0 , but good when there were sufficient data and not small σ .