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.

Bayesian models for spatio-temporal assessment of disease

This thesis has contributed to the advancement of knowledge in disease modelling by addressing interesting and crucial issues relevant to modelling health data over space and time. The research has led to the increased understanding of spatial scales, temporal scales, and spatial smoothing for modelling diseases, in terms of their methodology and applications. This research is of particular significance to researchers seeking to employ statistical modelling techniques over space and time in various disciplines. A broad class of statistical models are employed to assess what impact of spatial and temporal scales have on simulated and real data.

An investigation of the impact of various geographical scales for the specification of spatial dependence

Ecological studies are based on characteristics of groups of individuals, which are common in various disciplines including epidemiology. It is of great interest for epidemiologists to study the geographical variation of a disease by accounting for the positive spatial dependence between neighbouring areas. However, the choice of scale of the spatial correlation requires much attention. In view of a lack of studies in this area, this study aims to investigate the impact of differing definitions of geographical scales using a multilevel model. We propose a new approach -- the grid-based partitions and compare it with the popular census region approach. Unexplained geographical variation is accounted for via area-specific unstructured random effects and spatially structured random effects specified as an intrinsic conditional autoregressive process. Using grid-based modelling of random effects in contrast to the census region approach, we illustrate conditions where improvements are observed in the estimation of the linear predictor, random effects, parameters, and the identification of the distribution of residual risk and the aggregate risk in a study region. The study has found that grid-based modelling is a valuable approach for spatially sparse data while the SLA-based and grid-based approaches perform equally well for spatially dense data.

Bayesian hierarchical models for analysing spatial point-based data at a grid level: A comparison of approaches

Spatial data are now prevalent in a wide range of fields including environmental and health science. This has led to the development of a range of approaches for analysing patterns in these data. In this paper, we compare several Bayesian hierarchical models for analysing point-based data based on the discretization of the study region, resulting in grid-based spatial data. The approaches considered include two parametric models and a semiparametric model. We highlight the methodology and computation for each approach. Two simulation studies are undertaken to compare the performance of these models for various structures of simulated point-based data which resemble environmental data. A case study of a real dataset is also conducted to demonstrate a practical application of the modelling approaches. Goodness-of-fit statistics are computed to compare estimates of the intensity functions. The deviance information criterion is also considered as an alternative model evaluation criterion. The results suggest that the adaptive Gaussian Markov random field model performs well for highly sparse point-based data where there are large variations or clustering across the space; whereas the discretized log Gaussian Cox process produces good fit in dense and clustered point-based data. One should generally consider the nature and structure of the point-based data in order to choose the appropriate method in modelling a discretized spatial point-based data.

Spatial distribution of dengue incidence and socio-environmental conditions in Campinas, São Paulo State, Brazil, 2007

This study aimed to analyze the spatial distribution of dengue risk and its association with socio-environmental conditions. This was an ecological study of the counts of autochthonous dengue cases in the municipality of Campinas, São Paulo State, Brazil, in the year 2007, aggregated according to 47 coverage areas of municipal health centers. Spatial models for mapping diseases were constructed with Bayesian hierarchical models, based on Integrated Nested Laplace Approximation (INLA). The analyses were stratified according to two age groups, 0 to 14 years and above 14 years. The results indicate that the spatial distribution of dengue risk is not associated with socio-environmental conditions in the 0 to 14 year age group. In the age group older than 14 years, the relative risk of dengue increases significantly as the level of socio-environmental deprivation increases. Mapping of socio-environmental deprivation and dengue cases proved to be a useful tool for data analysis in dengue surveillance systems.

A Bayesian changepoint analysis on spatio-temporal point processes

Changepoint analysis is a well established area of statistical research, but in the context of spatio-temporal point processes it is as yet relatively unexplored. Some substantial differences with regard to standard changepoint analysis have to be taken into account: firstly, at every time point the datum is an irregular pattern of points; secondly, in real situations issues of spatial dependence between points and temporal dependence within time segments raise. Our motivating example consists of data concerning the monitoring and recovery of radioactive particles from Sandside beach, North of Scotland; there have been two major changes in the equipment used to detect the particles, representing known potential changepoints in the number of retrieved particles. In addition, offshore particle retrieval campaigns are believed may reduce the particle intensity onshore with an unknown temporal lag; in this latter case, the problem concerns multiple unknown changepoints. We therefore propose a Bayesian approach for detecting multiple changepoints in the intensity function of a spatio-temporal point process, allowing for spatial and temporal dependence within segments. We use Log-Gaussian Cox Processes, a very flexible class of models suitable for environmental applications that can be implemented using integrated nested Laplace approximation (INLA), a computationally efficient alternative to Monte Carlo Markov Chain methods for approximating the posterior distribution of the parameters. Once the posterior curve is obtained, we propose a few methods for detecting significant change points. We present a simulation study, which consists in generating spatio-temporal point pattern series under several scenarios; the performance of the methods is assessed in terms of type I and II errors, detected changepoint locations and accuracy of the segment intensity estimates. We finally apply the above methods to the motivating dataset and find good and sensible results about the presence and quality of changes in the process.

Modelling the influence of biotic factors on species distribution patterns

Biotic interactions can have large effects on species distributions yet their role in shaping species ranges is seldom explored due to historical difficulties in incorporating biotic factors into models without a priori knowledge on interspecific interactions. Improved SDMs, which account for biotic factors and do not require a priori knowledge on species interactions, are needed to fully understand species distributions. Here, we model the influence of abiotic and biotic factors on species distribution patterns and explore the robustness of distributions under future climate change. We fit hierarchical spatial models using Integrated Nested Laplace Approximation (INLA) for lagomorph species throughout Europe and test the predictive ability of models containing only abiotic factors against models containing abiotic and biotic factors. We account for residual spatial autocorrelation using a conditional autoregressive (CAR) model. Model outputs are used to estimate areas in which abiotic and biotic factors determine species’ ranges. INLA models containing both abiotic and biotic factors had substantially better predictive ability than models containing abiotic factors only, for all but one of the four species. In models containing abiotic and biotic factors, both appeared equally important as determinants of lagomorph ranges, but the influences were spatially heterogeneous. Parts of widespread lagomorph ranges highly influenced by biotic factors will be less robust to future changes in climate, whereas parts of more localised species ranges highly influenced by the environment may be less robust to future climate. SDMs that do not explicitly include biotic factors are potentially misleading and omit a very important source of variation. For the field of species distribution modelling to advance, biotic factors must be taken into account in order to improve the reliability of predicting species distribution patterns both presently and under future climate change.

Modelos lineares generalizados bayesianos para dados longitudinais

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Mixtures of g-priors in Generalized Linear Models

Mixtures of Zellner's g-priors have been studied extensively in linear models and have been shown to have numerous desirable properties for Bayesian variable selection and model averaging. Several extensions of g-priors to Generalized Linear Models (GLMs) have been proposed in the literature; however, the choice of prior distribution of g and resulting properties for inference have received considerably less attention. In this paper, we extend mixtures of g-priors to GLMs by assigning the truncated Compound Confluent Hypergeometric (tCCH) distribution to 1/(1+g) and illustrate how this prior distribution encompasses several special cases of mixtures of g-priors in the literature, such as the Hyper-g, truncated Gamma, Beta-prime, and the Robust prior. Under an integrated Laplace approximation to the likelihood, the posterior distribution of 1/(1+g) is in turn a tCCH distribution, and approximate marginal likelihoods are thus available analytically. We discuss the local geometric properties of the g-prior in GLMs and show that specific choices of the hyper-parameters satisfy the various desiderata for model selection proposed by Bayarri et al, such as asymptotic model selection consistency, information consistency, intrinsic consistency, and measurement invariance. We also illustrate inference using these priors and contrast them to others in the literature via simulation and real examples.

Fully Bayesian experimental design for pharmacokinetic studies

Utility functions in Bayesian experimental design are usually based on the posterior distribution. When the posterior is found by simulation, it must be sampled from for each future data set drawn from the prior predictive distribution. Many thousands of posterior distributions are often required. A popular technique in the Bayesian experimental design literature to rapidly obtain samples from the posterior is importance sampling, using the prior as the importance distribution. However, importance sampling will tend to break down if there is a reasonable number of experimental observations and/or the model parameter is high dimensional. In this paper we explore the use of Laplace approximations in the design setting to overcome this drawback. Furthermore, we consider using the Laplace approximation to form the importance distribution to obtain a more efficient importance distribution than the prior. The methodology is motivated by a pharmacokinetic study which investigates the effect of extracorporeal membrane oxygenation on the pharmacokinetics of antibiotics in sheep. The design problem is to find 10 near optimal plasma sampling times which produce precise estimates of pharmacokinetic model parameters/measures of interest. We consider several different utility functions of interest in these studies, which involve the posterior distribution of parameter functions.

A pseudo-marginal sequential Monte Carlo algorithm for random effects models in Bayesian sequential design

A computationally efficient sequential Monte Carlo algorithm is proposed for the sequential design of experiments for the collection of block data described by mixed effects models. The difficulty in applying a sequential Monte Carlo algorithm in such settings is the need to evaluate the observed data likelihood, which is typically intractable for all but linear Gaussian models. To overcome this difficulty, we propose to unbiasedly estimate the likelihood, and perform inference and make decisions based on an exact-approximate algorithm. Two estimates are proposed: using Quasi Monte Carlo methods and using the Laplace approximation with importance sampling. Both of these approaches can be computationally expensive, so we propose exploiting parallel computational architectures to ensure designs can be derived in a timely manner. We also extend our approach to allow for model uncertainty. This research is motivated by important pharmacological studies related to the treatment of critically ill patients.

Copula Processes

We define a copula process which describes the dependencies between arbitrarily many random variables independently of their marginal distributions. As an example, we develop a stochastic volatility model, Gaussian Copula Process Volatility (GCPV), to predict the latent standard deviations of a sequence of random variables. To make predictions we use Bayesian inference, with the Laplace approximation, and with Markov chain Monte Carlo as an alternative. We find both methods comparable. We also find our model can outperform GARCH on simulated and financial data. And unlike GARCH, GCPV can easily handle missing data, incorporate covariates other than time, and model a rich class of covariance structures.

Feasible estimation of generalized linear mixed models (GLMM) with weak dependency between groups

This paper presents a two-step pseudo likelihood estimation technique for generalized linear mixed models with the random effects being correlated between groups. The core idea is to deal with the intractable integrals in the likelihood function by multivariate Taylor's approximation. The accuracy of the estimation technique is assessed in a Monte-Carlo study. An application of it with a binary response variable is presented using a real data set on credit defaults from two Swedish banks. Thanks to the use of two-step estimation technique, the proposed algorithm outperforms conventional pseudo likelihood algorithms in terms of computational time.