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.

A fully Bayesian approach to inference for Coxian phase-type distributions with covariate dependent mean

Phase-type distributions represent the time to absorption for a finite state Markov chain in continuous time, generalising the exponential distribution and providing a flexible and useful modelling tool. We present a new reversible jump Markov chain Monte Carlo scheme for performing a fully Bayesian analysis of the popular Coxian subclass of phase-type models; the convenient Coxian representation involves fewer parameters than a more general phase-type model. The key novelty of our approach is that we model covariate dependence in the mean whilst using the Coxian phase-type model as a very general residual distribution. Such incorporation of covariates into the model has not previously been attempted in the Bayesian literature. A further novelty is that we also propose a reversible jump scheme for investigating structural changes to the model brought about by the introduction of Erlang phases. Our approach addresses more questions of inference than previous Bayesian treatments of this model and is automatic in nature. We analyse an example dataset comprising lengths of hospital stays of a sample of patients collected from two Australian hospitals to produce a model for a patient's expected length of stay which incorporates the effects of several covariates. This leads to interesting conclusions about what contributes to length of hospital stay with implications for hospital planning. We compare our results with an alternative classical analysis of these data.

The impact of spatial scales and spatial smoothing on the outcome of Bayesian spatial model

Discretization of a geographical region is quite common in spatial analysis. There have been few studies into the impact of different geographical scales on the outcome of spatial models for different spatial patterns. This study aims to investigate the impact of spatial scales and spatial smoothing on the outcomes of modelling spatial point-based data. Given a spatial point-based dataset (such as occurrence of a disease), we study the geographical variation of residual disease risk using regular grid cells. The individual disease risk is modelled using a logistic model with the inclusion of spatially unstructured and/or spatially structured random effects. Three spatial smoothness priors for the spatially structured component are employed in modelling, namely an intrinsic Gaussian Markov random field, a second-order random walk on a lattice, and a Gaussian field with Matern correlation function. We investigate how changes in grid cell size affect model outcomes under different spatial structures and different smoothness priors for the spatial component. A realistic example (the Humberside data) is analyzed and a simulation study is described. Bayesian computation is carried out using an integrated nested Laplace approximation. The results suggest that the performance and predictive capacity of the spatial models improve as the grid cell size decreases for certain spatial structures. It also appears that different spatial smoothness priors should be applied for different patterns of point data.

Distributed Source Coding for Sensor Data Model and Estimation of Cluster Head Errors Using Bayesian and K-Near Neighborhood Classifiers in Deployment of Dense Wireless Sensor Networks

The lifetime calculation of large dense sensor networks with fixed energy resources and the remaining residual energy have shown that for a constant energy resource in a sensor network the fault rate at the cluster head is network size invariant when using the network layer with no MAC losses.Even after increasing the battery capacities in the nodes the total lifetime does not increase after a max limit of 8 times. As this is a serious limitation lots of research has been done at the MAC layer which allows to adapt to the specific connectivity, traffic and channel polling needs for sensor networks. There have been lots of MAC protocols which allow to control the channel polling of new radios which are available to sensor nodes to communicate. This further reduces the communication overhead by idling and sleep scheduling thus extending the lifetime of the monitoring application. We address the two issues which effects the distributed characteristics and performance of connected MAC nodes. (1) To determine the theoretical minimum rate based on joint coding for a correlated data source at the singlehop, (2a) to estimate cluster head errors using Bayesian rule for routing using persistence clustering when node densities are the same and stored using prior probability at the network layer, (2b) to estimate the upper bound of routing errors when using passive clustering were the node densities at the multi-hop MACS are unknown and not stored at the multi-hop nodes a priori. In this paper we evaluate many MAC based sensor network protocols and study the effects on sensor network lifetime. A renewable energy MAC routing protocol is designed when the probabilities of active nodes are not known a priori. From theoretical derivations we show that for a Bayesian rule with known class densities of omega1, omega2 with expected error P* is bounded by max error rate of P=2P* for single-hop. We study the effects of energy losses using cross-layer simulation of - large sensor network MACS setup, the error rate which effect finding sufficient node densities to have reliable multi-hop communications due to unknown node densities. The simulation results show that even though the lifetime is comparable the expected Bayesian posterior probability error bound is close or higher than Pges2P*.

Linear gaussian computations for near-exact Bayesian Monte Carlo inference in skewed alpha-stable time series models

In this paper we study parameter estimation for time series with asymmetric α-stable innovations. The proposed methods use a Poisson sum series representation (PSSR) for the asymmetric α-stable noise to express the process in a conditionally Gaussian framework. That allows us to implement Bayesian parameter estimation using Markov chain Monte Carlo (MCMC) methods. We further enhance the series representation by introducing a novel approximation of the series residual terms in which we are able to characterise the mean and variance of the approximation. Simulations illustrate the proposed framework applied to linear time series, estimating the model parameter values and model order P for an autoregressive (AR(P)) model driven by asymmetric α-stable innovations. © 2012 IEEE.

Genetic heterogeneity of residual variance : estimation of variance components using double hierarchical generalized linear models

Background: The sensitivity to microenvironmental changes varies among animals and may be under genetic control. It is essential to take this element into account when aiming at breeding robust farm animals. Here, linear mixed models with genetic effects in the residual variance part of the model can be used. Such models have previously been fitted using EM and MCMC algorithms. Results: We propose the use of double hierarchical generalized linear models (DHGLM), where the squared residuals are assumed to be gamma distributed and the residual variance is fitted using a generalized linear model. The algorithm iterates between two sets of mixed model equations, one on the level of observations and one on the level of variances. The method was validated using simulations and also by re-analyzing a data set on pig litter size that was previously analyzed using a Bayesian approach. The pig litter size data contained 10,060 records from 4,149 sows. The DHGLM was implemented using the ASReml software and the algorithm converged within three minutes on a Linux server. The estimates were similar to those previously obtained using Bayesian methodology, especially the variance components in the residual variance part of the model. Conclusions: We have shown that variance components in the residual variance part of a linear mixed model can be estimated using a DHGLM approach. The method enables analyses of animal models with large numbers of observations. An important future development of the DHGLM methodology is to include the genetic correlation between the random effects in the mean and residual variance parts of the model as a parameter of the DHGLM.

Genetic parameter estimates for buffalo milk yield, milk quality and mozzarella production and Bayesian inference analysis of their relationships

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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)

Estimation of genetic parameters for milk yield in Murrah buffaloes by Bayesian inference

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Genetic parameters for buffalo milk yield and milk quality traits using Bayesian inference

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Modelos de regressão aleatória com diferentes estruturas de variância residual para descrever o tamanho da leitegada

Objetivou-se comparar modelos de regressão aleatória com diferentes estruturas de variância residual, a fim de se buscar a melhor modelagem para a característica tamanho da leitegada ao nascer (TLN). Utilizaram-se 1.701 registros de TLN, que foram analisados por meio de modelo animal, unicaracterística, de regressão aleatória. As regressões fixa e aleatórias foram representadas por funções contínuas sobre a ordem de parto, ajustadas por polinômios ortogonais de Legendre de ordem 3. Para averiguar a melhor modelagem para a variância residual, considerou-se a heterogeneidade de variância por meio de 1 a 7 classes de variância residual. O modelo geral de análise incluiu grupo de contemporâneo como efeito fixo; os coeficientes de regressão fixa para modelar a trajetória média da população; os coeficientes de regressão aleatória do efeito genético aditivo-direto, do comum-de-leitegada e do de ambiente permanente de animal; e o efeito aleatório residual. O teste da razão de verossimilhança, o critério de informação de Akaike e o critério de informação bayesiano de Schwarz apontaram o modelo que considerou homogeneidade de variância como o que proporcionou melhor ajuste aos dados utilizados. As herdabilidades obtidas foram próximas a zero (0,002 a 0,006). O efeito de ambiente permanente foi crescente da 1ª (0,06) à 5ª (0,28) ordem, mas decrescente desse ponto até a 7ª ordem (0,18). O comum-de-leitegada apresentou valores baixos (0,01 a 0,02). A utilização de homogeneidade de variância residual foi mais adequada para modelar as variâncias associadas à característica tamanho da leitegada ao nascer nesse conjunto de dado.

Bayesian binary regression model: an application to in-hospital death after AMI prediction

Um modelo bayesiano de regressão binária é desenvolvido para predizer óbito hospitalar em pacientes acometidos por infarto agudo do miocárdio. Métodos de Monte Carlo via Cadeias de Markov (MCMC) são usados para fazer inferência e validação. Uma estratégia para construção de modelos, baseada no uso do fator de Bayes, é proposta e aspectos de validação são extensivamente discutidos neste artigo, incluindo a distribuição a posteriori para o índice de concordância e análise de resíduos. A determinação de fatores de risco, baseados em variáveis disponíveis na chegada do paciente ao hospital, é muito importante para a tomada de decisão sobre o curso do tratamento. O modelo identificado se revela fortemente confiável e acurado, com uma taxa de classificação correta de 88% e um índice de concordância de 83%.

Robust linear mixed models with normal/independent distributions and Bayesian MCMC implementation

Linear mixed effects models have been widely used in analysis of data where responses are clustered around some random effects, so it is not reasonable to assume independence between observations in the same cluster. In most biological applications, it is assumed that the distributions of the random effects and of the residuals are Gaussian. This makes inferences vulnerable to the presence of outliers. Here, linear mixed effects models with normal/independent residual distributions for robust inferences are described. Specific distributions examined include univariate and multivariate versions of the Student-t, the slash and the contaminated normal. A Bayesian framework is adopted and Markov chain Monte Carlo is used to carry out the posterior analysis. The procedures are illustrated using birth weight data on rats in a texicological experiment. Results from the Gaussian and robust models are contrasted, and it is shown how the implementation can be used for outlier detection. The thick-tailed distributions provide an appealing robust alternative to the Gaussian process in linear mixed models, and they are easily implemented using data augmentation and MCMC techniques.

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.

Genetic parameters for carcass traits and body weight using a Bayesian approach in the Canchim cattle.

Correlation between genetic parameters and factors such as backfat thickness (BFT), rib eye area (REA), and body weight (BW) were estimated for Canchim beef cattle raised in natural pastures of Brazil. Data from 1648 animals were analyzed using multi-trait (BFT, REA, and BW) animal models by the Bayesian approach. This model included the effects of contemporary group, age, and individual heterozygosity as covariates. In addition, direct additive genetic and random residual effects were also analyzed. Heritability estimated for BFT (0.16), REA (0.50), and BW (0.44) indicated their potential for genetic improvements and response to selection processes. Furthermore, genetic correlations between BW and the remaining traits were high (P > 0.50), suggesting that selection for BW could improve REA and BFT. On the other hand, genetic correlation between BFT and REA was low (P = 0.39 ± 0.17), and included considerable variations, suggesting that these traits can be jointly included as selection criteria without influencing each other. We found that REA and BFT responded to the selection processes, as measured by ultrasound. Therefore, selection for yearling weight results in changes in REA and BFT.