Benchmarking the Bayesian reconstruction of the non-perturbative heavy ǪǬ potential

The extraction of the finite temperature heavy quark potential from lattice QCD relies on a spectral analysis of the real-time Wilson loop. Through its position and shape, the lowest lying spectral peak encodes the real and imaginary part of this complex potential. We benchmark this extraction strategy using leading order hard-thermal loop (HTL) calculations. I.e. we analytically calculate the Wilson loop and determine the corresponding spectrum. By fitting its lowest lying peak we obtain the real- and imaginary part and confirm that the knowledge of the lowest peak alone is sufficient for obtaining the potential. We deploy a novel Bayesian approach to the reconstruction of spectral functions to HTL correlators in Euclidean time and observe how well the known spectral function and values for the real and imaginary part are reproduced. Finally we apply the method to quenched lattice QCD data and perform an improved estimate of both real and imaginary part of the non-perturbative heavy ǪǬ potential.

Association of optical tracklets from a geosynchronous belt survey via the direct Bayesian admissible region approach

The direct Bayesian admissible region approach is an a priori state free measurement association and initial orbit determination technique for optical tracks. In this paper, we test a hybrid approach that appends a least squares estimator to the direct Bayesian method on measurements taken at the Zimmerwald Observatory of the Astronomical Institute at the University of Bern. Over half of the association pairs agreed with conventional geometric track correlation and least squares techniques. The remaining pairs cast light on the fundamental limits of conducting tracklet association based solely on dynamical and geometrical information.

Introduction to Bayesian Data Analysis

A workshop providing an introduction to Bayesian data analysis and hypothesis testing using R, Jags and the BayesFactor package.

Bayesian models for the analysis of genetic structure when populations are correlated

Motivation: Population allele frequencies are correlated when populations have a shared history or when they exchange genes. Unfortunately, most models for allele frequency and inference about population structure ignore this correlation. Recent analytical results show that among populations, correlations can be very high, which could affect estimates of population genetic structure. In this study, we propose a mixture beta model to characterize the allele frequency distribution among populations. This formulation incorporates the correlation among populations as well as extending the model to data with different clusters of populations. Results: Using simulated data, we show that in general, the mixture model provides a good approximation of the among-population allele frequency distribution and a good estimate of correlation among populations. Results from fitting the mixture model to a dataset of genotypes at 377 autosomal microsatellite loci from human populations indicate high correlation among populations, which may not be appropriate to neglect. Traditional measures of population structure tend to over-estimate the amount of genetic differentiation when correlation is neglected. Inference is performed in a Bayesian framework.

Polytomies and bayesian phylogenetic inference

Bayesian phylogenetic analyses are now very popular in systematics and molecular evolution because they allow the use of much more realistic models than currently possible with maximum likelihood methods. There are, however, a growing number of examples in which large Bayesian posterior clade probabilities are associated with very short edge lengths and low values for non-Bayesian measures of support such as nonparametric bootstrapping. For the four-taxon case when the true tree is the star phylogeny, Bayesian analyses become increasingly unpredictable in their preference for one of the three possible resolved tree topologies as data set size increases. This leads to the prediction that hard (or near-hard) polytomies in nature will cause unpredictable behavior in Bayesian analyses, with arbitrary resolutions of the polytomy receiving very high posterior probabilities in some cases. We present a simple solution to this problem involving a reversible-jump Markov chain Monte Carlo (MCMC) algorithm that allows exploration of all of tree space, including unresolved tree topologies with one or more polytomies. The reversible-jump MCMC approach allows prior distributions to place some weight on less-resolved tree topologies, which eliminates misleadingly high posteriors associated with arbitrary resolutions of hard polytomies. Fortunately, assigning some prior probability to polytomous tree topologies does not appear to come with a significant cost in terms of the ability to assess the level of support for edges that do exist in the true tree. Methods are discussed for applying arbitrary prior distributions to tree topologies of varying resolution, and an empirical example showing evidence of polytomies is analyzed and discussed.

Polytomies and bayesian phylogenetic inference

Bayesian phylogenetic analyses are now very popular in systematics and molecular evolution because they allow the use of much more realistic models than currently possible with maximum likelihood methods. There are, however, a growing number of examples in which large Bayesian posterior clade probabilities are associated with very short edge lengths and low values for non-Bayesian measures of support such as nonparametric bootstrapping. For the four-taxon case when the true tree is the star phylogeny, Bayesian analyses become increasingly unpredictable in their preference for one of the three possible resolved tree topologies as data set size increases. This leads to the prediction that hard (or near-hard) polytomies in nature will cause unpredictable behavior in Bayesian analyses, with arbitrary resolutions of the polytomy receiving very high posterior probabilities in some cases. We present a simple solution to this problem involving a reversible-jump Markov chain Monte Carlo (MCMC) algorithm that allows exploration of all of tree space, including unresolved tree topologies with one or more polytomies. The reversible-jump MCMC approach allows prior distributions to place some weight on less-resolved tree topologies, which eliminates misleadingly high posteriors associated with arbitrary resolutions of hard polytomies. Fortunately, assigning some prior probability to polytomous tree topologies does not appear to come with a significant cost in terms of the ability to assess the level of support for edges that do exist in the true tree. Methods are discussed for applying arbitrary prior distributions to tree topologies of varying resolution, and an empirical example showing evidence of polytomies is analyzed and discussed.

Using Leading Indicators to Forecast US Home Sales in a Bayesian VAR Framework

This paper uses Bayesian vector autoregressive models to examine the usefulness of leading indicators in predicting US home sales. The benchmark Bayesian model includes home sales, the price of homes, the mortgage rate, real personal disposable income, and the unemployment rate. We evaluate the forecasting performance of six alternative leading indicators by adding each, in turn, to the benchmark model. Out-of-sample forecast performance over three periods shows that the model that includes building permits authorized consistently produces the most accurate forecasts. Thus, the intention to build in the future provides good information with which to predict home sales. Another finding suggests that leading indicators with longer leads outperform the short-leading indicators.

Bayesian doubly optimal group sequential designs for randomized clinical trials

When conducting a randomized comparative clinical trial, ethical, scientific or economic considerations often motivate the use of interim decision rules after successive groups of patients have been treated. These decisions may pertain to the comparative efficacy or safety of the treatments under study, cost considerations, the desire to accelerate the drug evaluation process, or the likelihood of therapeutic benefit for future patients. At the time of each interim decision, an important question is whether patient enrollment should continue or be terminated; either due to a high probability that one treatment is superior to the other, or a low probability that the experimental treatment will ultimately prove to be superior. The use of frequentist group sequential decision rules has become routine in the conduct of phase III clinical trials. In this dissertation, we will present a new Bayesian decision-theoretic approach to the problem of designing a randomized group sequential clinical trial, focusing on two-arm trials with time-to-failure outcomes. Forward simulation is used to obtain optimal decision boundaries for each of a set of possible models. At each interim analysis, we use Bayesian model selection to adaptively choose the model having the largest posterior probability of being correct, and we then make the interim decision based on the boundaries that are optimal under the chosen model. We provide a simulation study to compare this method, which we call Bayesian Doubly Optimal Group Sequential (BDOGS), to corresponding frequentist designs using either O'Brien-Fleming (OF) or Pocock boundaries, as obtained from EaSt 2000. Our simulation results show that, over a wide variety of different cases, BDOGS either performs at least as well as both OF and Pocock, or on average provides a much smaller trial. ^

Bayesian dual threshold design with Dirichlet distribution: An alternative way to frequentist multi-stage phase II designs in oncology

Many phase II clinical studies in oncology use two-stage frequentist design such as Simon's optimal design. However, they have a common logistical problem regarding the patient accrual at the interim. Strictly speaking, patient accrual at the end of the first stage may have to be suspended until all patients have events, success or failure. For example, when the study endpoint is six-month progression free survival, patient accrual has to be stopped until all outcomes from stage I is observed. However, study investigators may have concern when accrual is suspended after the first stage due to the loss of accrual momentum during this hiatus. We propose a two-stage phase II design that resolves the patient accrual problem due to an interim analysis, and it can be used as an alternative way to frequentist two-stage phase II studies in oncology. ^

Bayesian joint modeling of longitudinal and survival data

The joint modeling of longitudinal and survival data is a new approach to many applications such as HIV, cancer vaccine trials and quality of life studies. There are recent developments of the methodologies with respect to each of the components of the joint model as well as statistical processes that link them together. Among these, second order polynomial random effect models and linear mixed effects models are the most commonly used for the longitudinal trajectory function. In this study, we first relax the parametric constraints for polynomial random effect models by using Dirichlet process priors, then three longitudinal markers rather than only one marker are considered in one joint model. Second, we use a linear mixed effect model for the longitudinal process in a joint model analyzing the three markers. In this research these methods were applied to the Primary Biliary Cirrhosis sequential data, which were collected from a clinical trial of primary biliary cirrhosis (PBC) of the liver. This trial was conducted between 1974 and 1984 at the Mayo Clinic. The effects of three longitudinal markers (1) Total Serum Bilirubin, (2) Serum Albumin and (3) Serum Glutamic-Oxaloacetic transaminase (SGOT) on patients' survival were investigated. Proportion of treatment effect will also be studied using the proposed joint modeling approaches. ^ Based on the results, we conclude that the proposed modeling approaches yield better fit to the data and give less biased parameter estimates for these trajectory functions than previous methods. Model fit is also improved after considering three longitudinal markers instead of one marker only. The results from analysis of proportion of treatment effects from these joint models indicate same conclusion as that from the final model of Fleming and Harrington (1991), which is Bilirubin and Albumin together has stronger impact in predicting patients' survival and as a surrogate endpoints for treatment. ^

Bayesian generalized linear models for meta-analysis of diagnostic tests

With the recognition of the importance of evidence-based medicine, there is an emerging need for methods to systematically synthesize available data. Specifically, methods to provide accurate estimates of test characteristics for diagnostic tests are needed to help physicians make better clinical decisions. To provide more flexible approaches for meta-analysis of diagnostic tests, we developed three Bayesian generalized linear models. Two of these models, a bivariate normal and a binomial model, analyzed pairs of sensitivity and specificity values while incorporating the correlation between these two outcome variables. Noninformative independent uniform priors were used for the variance of sensitivity, specificity and correlation. We also applied an inverse Wishart prior to check the sensitivity of the results. The third model was a multinomial model where the test results were modeled as multinomial random variables. All three models can include specific imaging techniques as covariates in order to compare performance. Vague normal priors were assigned to the coefficients of the covariates. The computations were carried out using the 'Bayesian inference using Gibbs sampling' implementation of Markov chain Monte Carlo techniques. We investigated the properties of the three proposed models through extensive simulation studies. We also applied these models to a previously published meta-analysis dataset on cervical cancer as well as to an unpublished melanoma dataset. In general, our findings show that the point estimates of sensitivity and specificity were consistent among Bayesian and frequentist bivariate normal and binomial models. However, in the simulation studies, the estimates of the correlation coefficient from Bayesian bivariate models are not as good as those obtained from frequentist estimation regardless of which prior distribution was used for the covariance matrix. The Bayesian multinomial model consistently underestimated the sensitivity and specificity regardless of the sample size and correlation coefficient. In conclusion, the Bayesian bivariate binomial model provides the most flexible framework for future applications because of its following strengths: (1) it facilitates direct comparison between different tests; (2) it captures the variability in both sensitivity and specificity simultaneously as well as the intercorrelation between the two; and (3) it can be directly applied to sparse data without ad hoc correction. ^

Performance evaluation in Bayesian adaptive randomization

Bayesian adaptive randomization (BAR) is an attractive approach to allocate more patients to the putatively superior arm based on the interim data while maintains good statistical properties attributed to randomization. Under this approach, patients are adaptively assigned to a treatment group based on the probability that the treatment is better. The basic randomization scheme can be modified by introducing a tuning parameter, replacing the posterior estimated response probability, setting a boundary to randomization probabilities. Under randomization settings comprised of the above modifications, operating characteristics, including type I error, power, sample size, imbalance of sample size, interim success rate, and overall success rate, were evaluated through simulation. All randomization settings have low and comparable type I errors. Increasing tuning parameter decreases power, but increases imbalance of sample size and interim success rate. Compared with settings using the posterior probability, settings using the estimated response rates have higher power and overall success rate, but less imbalance of sample size and lower interim success rate. Bounded settings have higher power but less imbalance of sample size than unbounded settings. All settings have better performance in the Bayesian design than in the frequentist design. This simulation study provided practical guidance on the choice of how to implement the adaptive design. ^

Comparison of Bayesian and frequentist approaches in clinical outcomes between hospitals

Many public health agencies and researchers are interested in comparing hospital outcomes, for example, morbidity, mortality, and hospitalization across areas and hospitals. However, since there is variation of rates in clinical trials among hospitals because of several biases, we are interested in controlling for the bias and assessing real differences in clinical practices. In this study, we compared the variations between hospitals in rates of severe Intraventricular Haemorrhage (IVH) infant using Frequentist statistical approach vs. Bayesian hierarchical model through simulation study. The template data set for simulation study was included the number of severe IVH infants of 24 intensive care units in Australian and New Zealand Neonatal Network from 1995 to 1997 in severe IVH rate in preterm babies. We evaluated the rates of severe IVH for 24 hospitals with two hierarchical models in Bayesian approach comparing their performances with the shrunken rates in Frequentist method. Gamma-Poisson (BGP) and Beta-Binomial (BBB) were introduced into Bayesian model and the shrunken estimator of Gamma-Poisson (FGP) hierarchical model using maximum likelihood method were calculated as Frequentist approach. To simulate data, the total number of infants in each hospital was kept and we analyzed the simulated data for both Bayesian and Frequentist models with two true parameters for severe IVH rate. One was the observed rate and the other was the expected severe IVH rate by adjusting for five predictors variables for the template data. The bias in the rate of severe IVH infant estimated by both models showed that Bayesian models gave less variable estimates than Frequentist model. We also discussed and compared the results from three models to examine the variation in rate of severe IVH by 20th centile rates and avoidable number of severe IVH cases. ^