On estimation and influence diagnostics for log-Birnbaum-Saunders Student-t regression models: Full Bayesian analysis

The purpose of this paper is to develop a Bayesian approach for log-Birnbaum-Saunders Student-t regression models under right-censored survival data. Markov chain Monte Carlo (MCMC) methods are used to develop a Bayesian procedure for the considered model. In order to attenuate the influence of the outlying observations on the parameter estimates, we present in this paper Birnbaum-Saunders models in which a Student-t distribution is assumed to explain the cumulative damage. Also, some discussions on the model selection to compare the fitted models are given and case deletion influence diagnostics are developed for the joint posterior distribution based on the Kullback-Leibler divergence. The developed procedures are illustrated with a real data set. (C) 2010 Elsevier B.V. All rights reserved.

Bayesian estimation of regression parameters in elliptical measurement error models

The main object of this paper is to discuss the Bayes estimation of the regression coefficients in the elliptically distributed simple regression model with measurement errors. The posterior distribution for the line parameters is obtained in a closed form, considering the following: the ratio of the error variances is known, informative prior distribution for the error variance, and non-informative prior distributions for the regression coefficients and for the incidental parameters. We proved that the posterior distribution of the regression coefficients has at most two real modes. Situations with a single mode are more likely than those with two modes, especially in large samples. The precision of the modal estimators is studied by deriving the Hessian matrix, which although complicated can be computed numerically. The posterior mean is estimated by using the Gibbs sampling algorithm and approximations by normal distributions. The results are applied to a real data set and connections with results in the literature are reported. (C) 2011 Elsevier B.V. All rights reserved.

Bayesian analysis of random regression models using B-splines to model test-day milk yield of Holstein cattle in Brazil

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Bayesian outlier analysis in binary regression

We propose alternative approaches to analyze residuals in binary regression models based on random effect components. Our preferred model does not depend upon any tuning parameter, being completely automatic. Although the focus is mainly on accommodation of outliers, the proposed methodology is also able to detect them. Our approach consists of evaluating the posterior distribution of random effects included in the linear predictor. The evaluation of the posterior distributions of interest involves cumbersome integration, which is easily dealt with through stochastic simulation methods. We also discuss different specifications of prior distributions for the random effects. The potential of these strategies is compared in a real data set. The main finding is that the inclusion of extra variability accommodates the outliers, improving the adjustment of the model substantially, besides correctly indicating the possible outliers.

Bayesian analysis of random regression models using B-splines to model test-day milk yield of Holstein cattle in Brazil

The objective of this paper is to model variations in test-day milk yields of first lactations of Holstein cows by RR using B-spline functions and Bayesian inference in order to fit adequate and parsimonious models for the estimation of genetic parameters. They used 152,145 test day milk yield records from 7317 first lactations of Holstein cows. The model established in this study was additive, permanent environmental and residual random effects. In addition, contemporary group and linear and quadratic effects of the age of cow at calving were included as fixed effects. Authors modeled the average lactation curve of the population with a fourth-order orthogonal Legendre polynomial. They concluded that a cubic B-spline with seven random regression coefficients for both the additive genetic and permanent environment effects was to be the best according to residual mean square and residual variance estimates. Moreover they urged a lower order model (quadratic B-spline with seven random regression coefficients for both random effects) could be adopted because it yielded practically the same genetic parameter estimates with parsimony. (C) 2012 Elsevier B.V. All rights reserved.

Bayesian change-point analysis in linear regression model with scale mixtures of normal distributions

In this thesis, we consider Bayesian inference on the detection of variance change-point models with scale mixtures of normal (for short SMN) distributions. This class of distributions is symmetric and thick-tailed and includes as special cases: Gaussian, Student-t, contaminated normal, and slash distributions. The proposed models provide greater flexibility to analyze a lot of practical data, which often show heavy-tail and may not satisfy the normal assumption. As to the Bayesian analysis, we specify some prior distributions for the unknown parameters in the variance change-point models with the SMN distributions. Due to the complexity of the joint posterior distribution, we propose an efficient Gibbs-type with Metropolis- Hastings sampling algorithm for posterior Bayesian inference. Thereafter, following the idea of [1], we consider the problems of the single and multiple change-point detections. The performance of the proposed procedures is illustrated and analyzed by simulation studies. A real application to the closing price data of U.S. stock market has been analyzed for illustrative purposes.

A Bayesian approach to estimating the regression coefficients of a multinomial logit model

A Bayesian approach to estimation of the regression coefficients of a multinominal logit model with ordinal scale response categories is presented. A Monte Carlo method is used to construct the posterior distribution of the link function. The link function is treated as an arbitrary scalar function. Then the Gauss-Markov theorem is used to determine a function of the link which produces a random vector of coefficients. The posterior distribution of the random vector of coefficients is used to estimate the regression coefficients. The method described is referred to as a Bayesian generalized least square (BGLS) analysis. Two cases involving multinominal logit models are described. Case I involves a cumulative logit model and Case II involves a proportional-odds model. All inferences about the coefficients for both cases are described in terms of the posterior distribution of the regression coefficients. The results from the BGLS method are compared to maximum likelihood estimates of the regression coefficients. The BGLS method avoids the nonlinear problems encountered when estimating the regression coefficients of a generalized linear model. The method is not complex or computationally intensive. The BGLS method offers several advantages over Bayesian approaches. ^

Regression models with MoPs Bayesian networks

We present a model of Bayesian network for continuous variables, where densities and conditional densities are estimated with B-spline MoPs. We use a novel approach to directly obtain conditional densities estimation using B-spline properties. In particular we implement naive Bayes and wrapper variables selection. Finally we apply our techniques to the problem of predicting neurons morphological variables from electrophysiological ones.

An upper bound on the Bayesian error bars for generalized linear regression

In the Bayesian framework, predictions for a regression problem are expressed in terms of a distribution of output values. The mode of this distribution corresponds to the most probable output, while the uncertainty associated with the predictions can conveniently be expressed in terms of error bars. In this paper we consider the evaluation of error bars in the context of the class of generalized linear regression models. We provide insights into the dependence of the error bars on the location of the data points and we derive an upper bound on the true error bars in terms of the contributions from individual data points which are themselves easily evaluated.

Bayesian regression filter and the issue of priors

We propose a Bayesian framework for regression problems, which covers areas which are usually dealt with by function approximation. An online learning algorithm is derived which solves regression problems with a Kalman filter. Its solution always improves with increasing model complexity, without the risk of over-fitting. In the infinite dimension limit it approaches the true Bayesian posterior. The issues of prior selection and over-fitting are also discussed, showing that some of the commonly held beliefs are misleading. The practical implementation is summarised. Simulations using 13 popular publicly available data sets are used to demonstrate the method and highlight important issues concerning the choice of priors.

Regression with input-dependent noise: A Bayesian treatment

In most treatments of the regression problem it is assumed that the distribution of target data can be described by a deterministic function of the inputs, together with additive Gaussian noise having constant variance. The use of maximum likelihood to train such models then corresponds to the minimization of a sum-of-squares error function. In many applications a more realistic model would allow the noise variance itself to depend on the input variables. However, the use of maximum likelihood to train such models would give highly biased results. In this paper we show how a Bayesian treatment can allow for an input-dependent variance while overcoming the bias of maximum likelihood.

Bayesian error bars for regression

Regression problems are concerned with predicting the values of one or more continuous quantities, given the values of a number of input variables. For virtually every application of regression, however, it is also important to have an indication of the uncertainty in the predictions. Such uncertainties are expressed in terms of the error bars, which specify the standard deviation of the distribution of predictions about the mean. Accurate estimate of error bars is of practical importance especially when safety and reliability is an issue. The Bayesian view of regression leads naturally to two contributions to the error bars. The first arises from the intrinsic noise on the target data, while the second comes from the uncertainty in the values of the model parameters which manifests itself in the finite width of the posterior distribution over the space of these parameters. The Hessian matrix which involves the second derivatives of the error function with respect to the weights is needed for implementing the Bayesian formalism in general and estimating the error bars in particular. A study of different methods for evaluating this matrix is given with special emphasis on the outer product approximation method. The contribution of the uncertainty in model parameters to the error bars is a finite data size effect, which becomes negligible as the number of data points in the training set increases. A study of this contribution is given in relation to the distribution of data in input space. It is shown that the addition of data points to the training set can only reduce the local magnitude of the error bars or leave it unchanged. Using the asymptotic limit of an infinite data set, it is shown that the error bars have an approximate relation to the density of data in input space.

Double generalized linear model for tissue culture proportion data: a Bayesian perspective

Joint generalized linear models and double generalized linear models (DGLMs) were designed to model outcomes for which the variability can be explained using factors and/or covariates. When such factors operate, the usual normal regression models, which inherently exhibit constant variance, will under-represent variation in the data and hence may lead to erroneous inferences. For count and proportion data, such noise factors can generate a so-called overdispersion effect, and the use of binomial and Poisson models underestimates the variability and, consequently, incorrectly indicate significant effects. In this manuscript, we propose a DGLM from a Bayesian perspective, focusing on the case of proportion data, where the overdispersion can be modeled using a random effect that depends on some noise factors. The posterior joint density function was sampled using Monte Carlo Markov Chain algorithms, allowing inferences over the model parameters. An application to a data set on apple tissue culture is presented, for which it is shown that the Bayesian approach is quite feasible, even when limited prior information is available, thereby generating valuable insight for the researcher about its experimental results.