Design of HIV Dynamic Experiments: A Case Study

Size: px
Start display at page:

Download "Design of HIV Dynamic Experiments: A Case Study"

Transcription

1 Design of HIV Dynamic Experiments: A Case Study Cong Han Department of Biostatistics University of Washington Kathryn Chaloner Department of Biostatistics University of Iowa

2 Nonlinear Mixed-Effects Models Participants (people, animals, etc.) are similar, but different. Individual parameters θ i are realizations from a population. y i θ i F, θ i G Usually, y ij θ i ind N ( f(θ i,x j ),σ 2), θ i iid N(µ, Σ). 1

3 Nonlinear Mixed-Effects Models Example: Perelson et al., 1996, Science 271: Ritonavir administered to five patients; plasma HIV RNA measurements within one week. 2

4 V 0 = baseline viral load; δ = rate of loss of infected cells; c = rate of virion clearance. Mathematical modelling V (t) =V 0 [ c 2 (c δ) 2e δt c2 (c δ) 2 ] (c δ) 2 e ct cδ c δ te ct 3

5 Design issues for nonlinear mixed-effects models Choose a sampling schedule to achieve high efficiency in parameter estimation. Classical optimal design criteria are based on Fisher information, which is impractical to compute for nonlinear mixed-effects models. 4

6 A pragmatic approach Prior distribution π (for data analysis): σ 2 G(α, β) µ N(η, Λ) Σ 1 W (Ω,ν) Interested in estimating µ. 5

7 Quadratic loss function in estimating µ: 1. L(µ, a) =(µ a) (µ a), posterior risk= k Varπ (µ k y) 2. L(µ, a) =(µ a) D(µ a), D =diag(d kk ) p.s.d. with tr(d) =1, posterior risk= k d kkvar π (µ k y) Designer s loss = posterior risk. 6

8 A possibly different prior distribution, ω, for design σ 2 G(γ,δ) µ N(ζ, K) Σ 1 W (Ψ,χ) Under ω, adesignξ induces a distribution G ξ on y. Find a design to minimize preposterior risk Var π (µ k y)dg ξ (y) or d kk Var π (µ k y)dg ξ (y) k k 7

9 Some references on using different prior distributions: Etzioni and Kadane, JASA 88, Lindley and Singpurwalla, JASA 86, Tsai and Chaloner, Technical Report, School of Statistics, University of Minnesota. 8

10 Theorem 1. For all y in the sample space, E π (µ 2 k y) <. This theorem establishes existence of posterior variances. Need conditions for the integrability of posterior variances. Recall partial ordering of symmetric matrices: for A and B symmetric, A > B A B p.d. A B A B p.s.d. 9

11 Theorem 2. The following conditions on π and ω imply k Var π (µ k y)dg ξ (y) <. a. K 1 Λ 1 and ζ = η; ork 1 > Λ 1. b. γ = α and β δ; orγ>αand β>δ. c. χ = ν and Ψ 1 Ω 1 ;orχ>νand Ψ 1 > Ω 1. Recall π : σ 2 G(α, β), µ N(η, Λ), Σ 1 W (Ω,ν) ω : σ 2 G(γ,δ), µ N(ζ, K), Σ 1 W (Ψ,χ) 10

12 Note the conditions allow π and ω to be identical. Loosely speaking, the prior for design, ω, needs to be more informative than, or as informative as, the prior for analysis, π. Based on a case study of Bayesian inference for a population HIV dynamic model (Han, Chaloner, and Perelson, 2002, Case Studies in Bayesian Statistics 6, Springer-Verlag, ), examine a finite set of alternative designs. Could the design have been better with the same resources? 11

13 HIV dynamic model: y ij V 0i,c i,δ i,σ 2 ind N log V 0i log c i V 0,c,δ,Σ iid N log δ i ( x ij,σ 2), log V 0 log c, Σ log δ where x ij = [ c 2 log V 0i +log i it j (c i δ i ) 2e δ c2 i (c i δ i ) 2 ] (c i δ i ) 2 e c it j c iδ i t c i δ j e c it j i. 12

14 The 8 sampling schedules for an HIV dynamic experiments Schedule Day Hour 13

15 Assume 240 measurements are allowed: 15 subjects if schedules 1-7 are used, 30 if schedule 8 is used. Ignore the overhead cost associated with recruiting subjects. 14

16 π: σ 2 G(4.5, 9.0) µ N ( ) ( ), diag ( ) Σ 1 W (diag ( ), 3.0) ω: σ 2 G(81, 0.5) µ N ( ) ( ), diag ( ) Σ 1 W (diag ( ), 100) 15

17 Note that ω and π satisfy the conditions in Theorem 2. Given data, can estimate the posterior variances of log c and log δ (Theorem 1). Can integrate the posterior variances wrt the marginal distribution of data (Theorem 2). 16

18 Estimates of E[Var(log c y)] and E[Var(log δ y)] Schedule 1 Schedule 2 Schedule 6 Schedule V(log c y) V(log delta y) 17

19 Preposterior risk Schedule Risk D=diag(0 1 0) Schedule Risk D=diag( ) Schedule Risk D=diag( ) Risk Risk Risk k d kk Var π (µ k y)dg ξ (y). D=diag( ) Schedule Schedule Risk D=diag( ) D=diag( ) Schedule Schedule Risk D=diag( ) D=diag( ) Schedule Schedule Risk D=diag(0 0 1) 18

20 Generalization Application to PK studies. 2. Multivariate responses: viral load and CD Mean function not available in closed form. 4. Model discrimination. 19

Bayesian Inference on Joint Mixture Models for Survival-Longitudinal Data with Multiple Features. Yangxin Huang

Bayesian Inference on Joint Mixture Models for Survival-Longitudinal Data with Multiple Features. Yangxin Huang Bayesian Inference on Joint Mixture Models for Survival-Longitudinal Data with Multiple Features Yangxin Huang Department of Epidemiology and Biostatistics, COPH, USF, Tampa, FL yhuang@health.usf.edu January

More information

The Wishart distribution Scaled Wishart. Wishart Priors. Patrick Breheny. March 28. Patrick Breheny BST 701: Bayesian Modeling in Biostatistics 1/11

The Wishart distribution Scaled Wishart. Wishart Priors. Patrick Breheny. March 28. Patrick Breheny BST 701: Bayesian Modeling in Biostatistics 1/11 Wishart Priors Patrick Breheny March 28 Patrick Breheny BST 701: Bayesian Modeling in Biostatistics 1/11 Introduction When more than two coefficients vary, it becomes difficult to directly model each element

More information

Chapter 2: Fundamentals of Statistics Lecture 15: Models and statistics

Chapter 2: Fundamentals of Statistics Lecture 15: Models and statistics Chapter 2: Fundamentals of Statistics Lecture 15: Models and statistics Data from one or a series of random experiments are collected. Planning experiments and collecting data (not discussed here). Analysis:

More information

Bayesian Methods for Accelerated Destructive Degradation Test Planning

Bayesian Methods for Accelerated Destructive Degradation Test Planning Statistics Preprints Statistics 11-2010 Bayesian Methods for Accelerated Destructive Degradation Test Planning Ying Shi Iowa State University William Q. Meeker Iowa State University, wqmeeker@iastate.edu

More information

MISCELLANEOUS TOPICS RELATED TO LIKELIHOOD. Copyright c 2012 (Iowa State University) Statistics / 30

MISCELLANEOUS TOPICS RELATED TO LIKELIHOOD. Copyright c 2012 (Iowa State University) Statistics / 30 MISCELLANEOUS TOPICS RELATED TO LIKELIHOOD Copyright c 2012 (Iowa State University) Statistics 511 1 / 30 INFORMATION CRITERIA Akaike s Information criterion is given by AIC = 2l(ˆθ) + 2k, where l(ˆθ)

More information

More on nuisance parameters

More on nuisance parameters BS2 Statistical Inference, Lecture 3, Hilary Term 2009 January 30, 2009 Suppose that there is a minimal sufficient statistic T = t(x ) partitioned as T = (S, C) = (s(x ), c(x )) where: C1: the distribution

More information

Bayesian Linear Regression

Bayesian Linear Regression Bayesian Linear Regression Sudipto Banerjee 1 Biostatistics, School of Public Health, University of Minnesota, Minneapolis, Minnesota, U.S.A. September 15, 2010 1 Linear regression models: a Bayesian perspective

More information

1Non Linear mixed effects ordinary differential equations models. M. Prague - SISTM - NLME-ODE September 27,

1Non Linear mixed effects ordinary differential equations models. M. Prague - SISTM - NLME-ODE September 27, GDR MaMoVi 2017 Parameter estimation in Models with Random effects based on Ordinary Differential Equations: A bayesian maximum a posteriori approach. Mélanie PRAGUE, Daniel COMMENGES & Rodolphe THIÉBAUT

More information

Stochastic approximation EM algorithm in nonlinear mixed effects model for viral load decrease during anti-hiv treatment

Stochastic approximation EM algorithm in nonlinear mixed effects model for viral load decrease during anti-hiv treatment Stochastic approximation EM algorithm in nonlinear mixed effects model for viral load decrease during anti-hiv treatment Adeline Samson 1, Marc Lavielle and France Mentré 1 1 INSERM E0357, Department of

More information

1 Data Arrays and Decompositions

1 Data Arrays and Decompositions 1 Data Arrays and Decompositions 1.1 Variance Matrices and Eigenstructure Consider a p p positive definite and symmetric matrix V - a model parameter or a sample variance matrix. The eigenstructure is

More information

A Bayesian Treatment of Linear Gaussian Regression

A Bayesian Treatment of Linear Gaussian Regression A Bayesian Treatment of Linear Gaussian Regression Frank Wood December 3, 2009 Bayesian Approach to Classical Linear Regression In classical linear regression we have the following model y β, σ 2, X N(Xβ,

More information

Classical and Bayesian inference

Classical and Bayesian inference Classical and Bayesian inference AMS 132 January 18, 2018 Claudia Wehrhahn (UCSC) Classical and Bayesian inference January 18, 2018 1 / 9 Sampling from a Bernoulli Distribution Theorem (Beta-Bernoulli

More information

Modern Methods of Statistical Learning sf2935 Auxiliary material: Exponential Family of Distributions Timo Koski. Second Quarter 2016

Modern Methods of Statistical Learning sf2935 Auxiliary material: Exponential Family of Distributions Timo Koski. Second Quarter 2016 Auxiliary material: Exponential Family of Distributions Timo Koski Second Quarter 2016 Exponential Families The family of distributions with densities (w.r.t. to a σ-finite measure µ) on X defined by R(θ)

More information

A Hierarchical Bayesian Approach for Parameter Estimation in HIV Models

A Hierarchical Bayesian Approach for Parameter Estimation in HIV Models A Hierarchical Bayesian Approach for Parameter Estimation in HIV Models H. T. Banks, Sarah Grove, Shuhua Hu, and Yanyuan Ma Center for Research in Scientific Computation North Carolina State University

More information

BIOS 2083: Linear Models

BIOS 2083: Linear Models BIOS 2083: Linear Models Abdus S Wahed September 2, 2009 Chapter 0 2 Chapter 1 Introduction to linear models 1.1 Linear Models: Definition and Examples Example 1.1.1. Estimating the mean of a N(μ, σ 2

More information

Part 6: Multivariate Normal and Linear Models

Part 6: Multivariate Normal and Linear Models Part 6: Multivariate Normal and Linear Models 1 Multiple measurements Up until now all of our statistical models have been univariate models models for a single measurement on each member of a sample of

More information

Personalized Treatment Selection Based on Randomized Clinical Trials. Tianxi Cai Department of Biostatistics Harvard School of Public Health

Personalized Treatment Selection Based on Randomized Clinical Trials. Tianxi Cai Department of Biostatistics Harvard School of Public Health Personalized Treatment Selection Based on Randomized Clinical Trials Tianxi Cai Department of Biostatistics Harvard School of Public Health Outline Motivation A systematic approach to separating subpopulations

More information

Hierarchical Modelling for Univariate Spatial Data

Hierarchical Modelling for Univariate Spatial Data Hierarchical Modelling for Univariate Spatial Data Sudipto Banerjee 1 and Andrew O. Finley 2 1 Biostatistics, School of Public Health, University of Minnesota, Minneapolis, Minnesota, U.S.A. 2 Department

More information

Modeling conditional distributions with mixture models: Applications in finance and financial decision-making

Modeling conditional distributions with mixture models: Applications in finance and financial decision-making Modeling conditional distributions with mixture models: Applications in finance and financial decision-making John Geweke University of Iowa, USA Journal of Applied Econometrics Invited Lecture Università

More information

CTDL-Positive Stable Frailty Model

CTDL-Positive Stable Frailty Model CTDL-Positive Stable Frailty Model M. Blagojevic 1, G. MacKenzie 2 1 Department of Mathematics, Keele University, Staffordshire ST5 5BG,UK and 2 Centre of Biostatistics, University of Limerick, Ireland

More information

General Bayesian Inference I

General Bayesian Inference I General Bayesian Inference I Outline: Basic concepts, One-parameter models, Noninformative priors. Reading: Chapters 10 and 11 in Kay-I. (Occasional) Simplified Notation. When there is no potential for

More information

simple if it completely specifies the density of x

simple if it completely specifies the density of x 3. Hypothesis Testing Pure significance tests Data x = (x 1,..., x n ) from f(x, θ) Hypothesis H 0 : restricts f(x, θ) Are the data consistent with H 0? H 0 is called the null hypothesis simple if it completely

More information

18 Bivariate normal distribution I

18 Bivariate normal distribution I 8 Bivariate normal distribution I 8 Example Imagine firing arrows at a target Hopefully they will fall close to the target centre As we fire more arrows we find a high density near the centre and fewer

More information

MA/ST 810 Mathematical-Statistical Modeling and Analysis of Complex Systems

MA/ST 810 Mathematical-Statistical Modeling and Analysis of Complex Systems MA/ST 810 Mathematical-Statistical Modeling and Analysis of Complex Systems Integrating Mathematical and Statistical Models Recap of mathematical models Models and data Statistical models and sources of

More information

Hierarchical Modelling for Univariate Spatial Data

Hierarchical Modelling for Univariate Spatial Data Spatial omain Hierarchical Modelling for Univariate Spatial ata Sudipto Banerjee 1 and Andrew O. Finley 2 1 Biostatistics, School of Public Health, University of Minnesota, Minneapolis, Minnesota, U.S.A.

More information

Machine Learning 4771

Machine Learning 4771 Machine Learning 4771 Instructor: Tony Jebara Topic 11 Maximum Likelihood as Bayesian Inference Maximum A Posteriori Bayesian Gaussian Estimation Why Maximum Likelihood? So far, assumed max (log) likelihood

More information

1 Hypothesis Testing and Model Selection

1 Hypothesis Testing and Model Selection A Short Course on Bayesian Inference (based on An Introduction to Bayesian Analysis: Theory and Methods by Ghosh, Delampady and Samanta) Module 6: From Chapter 6 of GDS 1 Hypothesis Testing and Model Selection

More information

Robust design in model-based analysis of longitudinal clinical data

Robust design in model-based analysis of longitudinal clinical data Robust design in model-based analysis of longitudinal clinical data Giulia Lestini, Sebastian Ueckert, France Mentré IAME UMR 1137, INSERM, University Paris Diderot, France PODE, June 0 016 Context Optimal

More information

Eco517 Fall 2014 C. Sims FINAL EXAM

Eco517 Fall 2014 C. Sims FINAL EXAM Eco517 Fall 2014 C. Sims FINAL EXAM This is a three hour exam. You may refer to books, notes, or computer equipment during the exam. You may not communicate, either electronically or in any other way,

More information

Optimising Group Sequential Designs. Decision Theory, Dynamic Programming. and Optimal Stopping

Optimising Group Sequential Designs. Decision Theory, Dynamic Programming. and Optimal Stopping : Decision Theory, Dynamic Programming and Optimal Stopping Christopher Jennison Department of Mathematical Sciences, University of Bath, UK http://people.bath.ac.uk/mascj InSPiRe Conference on Methodology

More information

A Comparison of Particle Filters for Personal Positioning

A Comparison of Particle Filters for Personal Positioning VI Hotine-Marussi Symposium of Theoretical and Computational Geodesy May 9-June 6. A Comparison of Particle Filters for Personal Positioning D. Petrovich and R. Piché Institute of Mathematics Tampere University

More information

Biostat 2065 Analysis of Incomplete Data

Biostat 2065 Analysis of Incomplete Data Biostat 2065 Analysis of Incomplete Data Gong Tang Dept of Biostatistics University of Pittsburgh October 20, 2005 1. Large-sample inference based on ML Let θ is the MLE, then the large-sample theory implies

More information

Introduction to Machine Learning. Lecture 2

Introduction to Machine Learning. Lecture 2 Introduction to Machine Learning Lecturer: Eran Halperin Lecture 2 Fall Semester Scribe: Yishay Mansour Some of the material was not presented in class (and is marked with a side line) and is given for

More information

Bayesian Life Test Planning for the Log-Location- Scale Family of Distributions

Bayesian Life Test Planning for the Log-Location- Scale Family of Distributions Statistics Preprints Statistics 3-14 Bayesian Life Test Planning for the Log-Location- Scale Family of Distributions Yili Hong Virginia Tech Caleb King Virginia Tech Yao Zhang Pfizer Global Research and

More information

Special Topic: Bayesian Finite Population Survey Sampling

Special Topic: Bayesian Finite Population Survey Sampling Special Topic: Bayesian Finite Population Survey Sampling Sudipto Banerjee Division of Biostatistics School of Public Health University of Minnesota April 2, 2008 1 Special Topic Overview Scientific survey

More information

Robust Testing and Variable Selection for High-Dimensional Time Series

Robust Testing and Variable Selection for High-Dimensional Time Series Robust Testing and Variable Selection for High-Dimensional Time Series Ruey S. Tsay Booth School of Business, University of Chicago May, 2017 Ruey S. Tsay HTS 1 / 36 Outline 1 Focus on high-dimensional

More information

Module 22: Bayesian Methods Lecture 9 A: Default prior selection

Module 22: Bayesian Methods Lecture 9 A: Default prior selection Module 22: Bayesian Methods Lecture 9 A: Default prior selection Peter Hoff Departments of Statistics and Biostatistics University of Washington Outline Jeffreys prior Unit information priors Empirical

More information

Statistical Inference: Estimation and Confidence Intervals Hypothesis Testing

Statistical Inference: Estimation and Confidence Intervals Hypothesis Testing Statistical Inference: Estimation and Confidence Intervals Hypothesis Testing 1 In most statistics problems, we assume that the data have been generated from some unknown probability distribution. We desire

More information

A Bahadur Representation of the Linear Support Vector Machine

A Bahadur Representation of the Linear Support Vector Machine A Bahadur Representation of the Linear Support Vector Machine Yoonkyung Lee Department of Statistics The Ohio State University October 7, 2008 Data Mining and Statistical Learning Study Group Outline Support

More information

F. Combes (1,2,3) S. Retout (2), N. Frey (2) and F. Mentré (1) PODE 2012

F. Combes (1,2,3) S. Retout (2), N. Frey (2) and F. Mentré (1) PODE 2012 Prediction of shrinkage of individual parameters using the Bayesian information matrix in nonlinear mixed-effect models with application in pharmacokinetics F. Combes (1,2,3) S. Retout (2), N. Frey (2)

More information

MA/ST 810 Mathematical-Statistical Modeling and Analysis of Complex Systems

MA/ST 810 Mathematical-Statistical Modeling and Analysis of Complex Systems MA/ST 810 Mathematical-Statistical Modeling and Analysis of Complex Systems Principles of Statistical Inference Recap of statistical models Statistical inference (frequentist) Parametric vs. semiparametric

More information

Construction of an Informative Hierarchical Prior Distribution: Application to Electricity Load Forecasting

Construction of an Informative Hierarchical Prior Distribution: Application to Electricity Load Forecasting Construction of an Informative Hierarchical Prior Distribution: Application to Electricity Load Forecasting Anne Philippe Laboratoire de Mathématiques Jean Leray Université de Nantes Workshop EDF-INRIA,

More information

Statistics & Data Sciences: First Year Prelim Exam May 2018

Statistics & Data Sciences: First Year Prelim Exam May 2018 Statistics & Data Sciences: First Year Prelim Exam May 2018 Instructions: 1. Do not turn this page until instructed to do so. 2. Start each new question on a new sheet of paper. 3. This is a closed book

More information

A6523 Signal Modeling, Statistical Inference and Data Mining in Astrophysics Spring

A6523 Signal Modeling, Statistical Inference and Data Mining in Astrophysics Spring Lecture 8 A6523 Signal Modeling, Statistical Inference and Data Mining in Astrophysics Spring 2015 http://www.astro.cornell.edu/~cordes/a6523 Applications: Bayesian inference: overview and examples Introduction

More information

Approximation of the Fisher information and design in nonlinear mixed effects models

Approximation of the Fisher information and design in nonlinear mixed effects models of the Fisher information and design in nonlinear mixed effects models Tobias Mielke Optimum for Mixed Effects Non-Linear and Generalized Linear PODE - 2011 Outline 1 2 3 Mixed Effects Similar functions

More information

Multiparameter models (cont.)

Multiparameter models (cont.) Multiparameter models (cont.) Dr. Jarad Niemi STAT 544 - Iowa State University February 1, 2018 Jarad Niemi (STAT544@ISU) Multiparameter models (cont.) February 1, 2018 1 / 20 Outline Multinomial Multivariate

More information

Covariance function estimation in Gaussian process regression

Covariance function estimation in Gaussian process regression Covariance function estimation in Gaussian process regression François Bachoc Department of Statistics and Operations Research, University of Vienna WU Research Seminar - May 2015 François Bachoc Gaussian

More information

An Introduction to Bayesian Linear Regression

An Introduction to Bayesian Linear Regression An Introduction to Bayesian Linear Regression APPM 5720: Bayesian Computation Fall 2018 A SIMPLE LINEAR MODEL Suppose that we observe explanatory variables x 1, x 2,..., x n and dependent variables y 1,

More information

As usual, these notes are intended for use by class participants only, and are not for circulation. Week 6: Lectures 11, 12

As usual, these notes are intended for use by class participants only, and are not for circulation. Week 6: Lectures 11, 12 As usual, these notes are intended for use by class participants only, and are not for circulation Week 6: Lectures, The Dirac equation and algebra March 5, 0 The Lagrange density for the Dirac equation

More information

Some Curiosities Arising in Objective Bayesian Analysis

Some Curiosities Arising in Objective Bayesian Analysis . Some Curiosities Arising in Objective Bayesian Analysis Jim Berger Duke University Statistical and Applied Mathematical Institute Yale University May 15, 2009 1 Three vignettes related to John s work

More information

44 CHAPTER 2. BAYESIAN DECISION THEORY

44 CHAPTER 2. BAYESIAN DECISION THEORY 44 CHAPTER 2. BAYESIAN DECISION THEORY Problems Section 2.1 1. In the two-category case, under the Bayes decision rule the conditional error is given by Eq. 7. Even if the posterior densities are continuous,

More information

Consistent Bivariate Distribution

Consistent Bivariate Distribution A Characterization of the Normal Conditional Distributions MATSUNO 79 Therefore, the function ( ) = G( : a/(1 b2)) = N(0, a/(1 b2)) is a solu- tion for the integral equation (10). The constant times of

More information

Bayesian SAE using Complex Survey Data Lecture 4A: Hierarchical Spatial Bayes Modeling

Bayesian SAE using Complex Survey Data Lecture 4A: Hierarchical Spatial Bayes Modeling Bayesian SAE using Complex Survey Data Lecture 4A: Hierarchical Spatial Bayes Modeling Jon Wakefield Departments of Statistics and Biostatistics University of Washington 1 / 37 Lecture Content Motivation

More information

Bayesian non-parametric model to longitudinally predict churn

Bayesian non-parametric model to longitudinally predict churn Bayesian non-parametric model to longitudinally predict churn Bruno Scarpa Università di Padova Conference of European Statistics Stakeholders Methodologists, Producers and Users of European Statistics

More information

Random Vectors 1. STA442/2101 Fall See last slide for copyright information. 1 / 30

Random Vectors 1. STA442/2101 Fall See last slide for copyright information. 1 / 30 Random Vectors 1 STA442/2101 Fall 2017 1 See last slide for copyright information. 1 / 30 Background Reading: Renscher and Schaalje s Linear models in statistics Chapter 3 on Random Vectors and Matrices

More information

Bayesian Life Test Planning for the Weibull Distribution with Given Shape Parameter

Bayesian Life Test Planning for the Weibull Distribution with Given Shape Parameter Statistics Preprints Statistics 10-8-2002 Bayesian Life Test Planning for the Weibull Distribution with Given Shape Parameter Yao Zhang Iowa State University William Q. Meeker Iowa State University, wqmeeker@iastate.edu

More information

Session 2B: Some basic simulation methods

Session 2B: Some basic simulation methods Session 2B: Some basic simulation methods John Geweke Bayesian Econometrics and its Applications August 14, 2012 ohn Geweke Bayesian Econometrics and its Applications Session 2B: Some () basic simulation

More information

Estimation of Operational Risk Capital Charge under Parameter Uncertainty

Estimation of Operational Risk Capital Charge under Parameter Uncertainty Estimation of Operational Risk Capital Charge under Parameter Uncertainty Pavel V. Shevchenko Principal Research Scientist, CSIRO Mathematical and Information Sciences, Sydney, Locked Bag 17, North Ryde,

More information

Global Model Fit Test for Nonlinear SEM

Global Model Fit Test for Nonlinear SEM Global Model Fit Test for Nonlinear SEM Rebecca Büchner, Andreas Klein, & Julien Irmer Goethe-University Frankfurt am Main Meeting of the SEM Working Group, 2018 Nonlinear SEM Measurement Models: Structural

More information

Partial factor modeling: predictor-dependent shrinkage for linear regression

Partial factor modeling: predictor-dependent shrinkage for linear regression modeling: predictor-dependent shrinkage for linear Richard Hahn, Carlos Carvalho and Sayan Mukherjee JASA 2013 Review by Esther Salazar Duke University December, 2013 Factor framework The factor framework

More information

Vector autoregressions, VAR

Vector autoregressions, VAR 1 / 45 Vector autoregressions, VAR Chapter 2 Financial Econometrics Michael Hauser WS17/18 2 / 45 Content Cross-correlations VAR model in standard/reduced form Properties of VAR(1), VAR(p) Structural VAR,

More information

Nuisance parameters and their treatment

Nuisance parameters and their treatment BS2 Statistical Inference, Lecture 2, Hilary Term 2008 April 2, 2008 Ancillarity Inference principles Completeness A statistic A = a(x ) is said to be ancillary if (i) The distribution of A does not depend

More information

Group Sequential Designs: Theory, Computation and Optimisation

Group Sequential Designs: Theory, Computation and Optimisation Group Sequential Designs: Theory, Computation and Optimisation Christopher Jennison Department of Mathematical Sciences, University of Bath, UK http://people.bath.ac.uk/mascj 8th International Conference

More information

Interim Monitoring of Clinical Trials: Decision Theory, Dynamic Programming. and Optimal Stopping

Interim Monitoring of Clinical Trials: Decision Theory, Dynamic Programming. and Optimal Stopping Interim Monitoring of Clinical Trials: Decision Theory, Dynamic Programming and Optimal Stopping Christopher Jennison Department of Mathematical Sciences, University of Bath, UK http://people.bath.ac.uk/mascj

More information

Fundamentals of Statistics

Fundamentals of Statistics Chapter 2 Fundamentals of Statistics This chapter discusses some fundamental concepts of mathematical statistics. These concepts are essential for the material in later chapters. 2.1 Populations, Samples,

More information

Estimating the Size of Hidden Populations using Respondent-Driven Sampling Data

Estimating the Size of Hidden Populations using Respondent-Driven Sampling Data Estimating the Size of Hidden Populations using Respondent-Driven Sampling Data Mark S. Handcock Krista J. Gile Department of Statistics Department of Mathematics University of California University of

More information

Hierarchical Modeling for Univariate Spatial Data

Hierarchical Modeling for Univariate Spatial Data Hierarchical Modeling for Univariate Spatial Data Geography 890, Hierarchical Bayesian Models for Environmental Spatial Data Analysis February 15, 2011 1 Spatial Domain 2 Geography 890 Spatial Domain This

More information

Accounting for Complex Sample Designs via Mixture Models

Accounting for Complex Sample Designs via Mixture Models Accounting for Complex Sample Designs via Finite Normal Mixture Models 1 1 University of Michigan School of Public Health August 2009 Talk Outline 1 2 Accommodating Sampling Weights in Mixture Models 3

More information

Peter Hoff Linear and multilinear models April 3, GLS for multivariate regression 5. 3 Covariance estimation for the GLM 8

Peter Hoff Linear and multilinear models April 3, GLS for multivariate regression 5. 3 Covariance estimation for the GLM 8 Contents 1 Linear model 1 2 GLS for multivariate regression 5 3 Covariance estimation for the GLM 8 4 Testing the GLH 11 A reference for some of this material can be found somewhere. 1 Linear model Recall

More information

Bayesian Inference in a Normal Population

Bayesian Inference in a Normal Population Bayesian Inference in a Normal Population September 20, 2007 Casella & Berger Chapter 7, Gelman, Carlin, Stern, Rubin Sec 2.6, 2.8, Chapter 3. Bayesian Inference in a Normal Population p. 1/16 Normal Model

More information

An effective approach for obtaining optimal sampling windows for population pharmacokinetic experiments

An effective approach for obtaining optimal sampling windows for population pharmacokinetic experiments An effective approach for obtaining optimal sampling windows for population pharmacokinetic experiments Kayode Ogungbenro and Leon Aarons Centre for Applied Pharmacokinetic Research School of Pharmacy

More information

STAT 518 Intro Student Presentation

STAT 518 Intro Student Presentation STAT 518 Intro Student Presentation Wen Wei Loh April 11, 2013 Title of paper Radford M. Neal [1999] Bayesian Statistics, 6: 475-501, 1999 What the paper is about Regression and Classification Flexible

More information

Approaches for Multiple Disease Mapping: MCAR and SANOVA

Approaches for Multiple Disease Mapping: MCAR and SANOVA Approaches for Multiple Disease Mapping: MCAR and SANOVA Dipankar Bandyopadhyay Division of Biostatistics, University of Minnesota SPH April 22, 2015 1 Adapted from Sudipto Banerjee s notes SANOVA vs MCAR

More information

Physics 403. Segev BenZvi. Parameter Estimation, Correlations, and Error Bars. Department of Physics and Astronomy University of Rochester

Physics 403. Segev BenZvi. Parameter Estimation, Correlations, and Error Bars. Department of Physics and Astronomy University of Rochester Physics 403 Parameter Estimation, Correlations, and Error Bars Segev BenZvi Department of Physics and Astronomy University of Rochester Table of Contents 1 Review of Last Class Best Estimates and Reliability

More information

Lecture Notes. Introduction

Lecture Notes. Introduction 5/3/016 Lecture Notes R. Rekaya June 1-10, 016 Introduction Variance components play major role in animal breeding and genetic (estimation of BVs) It has been an active area of research since early 1950

More information

Hierarchical Linear Models

Hierarchical Linear Models Hierarchical Linear Models Statistics 220 Spring 2005 Copyright c 2005 by Mark E. Irwin The linear regression model Hierarchical Linear Models y N(Xβ, Σ y ) β σ 2 p(β σ 2 ) σ 2 p(σ 2 ) can be extended

More information

Principles of Bayesian Inference

Principles of Bayesian Inference Principles of Bayesian Inference Sudipto Banerjee 1 and Andrew O. Finley 2 1 Biostatistics, School of Public Health, University of Minnesota, Minneapolis, Minnesota, U.S.A. 2 Department of Forestry & Department

More information

Measurement error as missing data: the case of epidemiologic assays. Roderick J. Little

Measurement error as missing data: the case of epidemiologic assays. Roderick J. Little Measurement error as missing data: the case of epidemiologic assays Roderick J. Little Outline Discuss two related calibration topics where classical methods are deficient (A) Limit of quantification methods

More information

Multiple imputation to account for measurement error in marginal structural models

Multiple imputation to account for measurement error in marginal structural models Multiple imputation to account for measurement error in marginal structural models Supplementary material A. Standard marginal structural model We estimate the parameters of the marginal structural model

More information

LINEAR MODELS FOR CLASSIFICATION. J. Elder CSE 6390/PSYC 6225 Computational Modeling of Visual Perception

LINEAR MODELS FOR CLASSIFICATION. J. Elder CSE 6390/PSYC 6225 Computational Modeling of Visual Perception LINEAR MODELS FOR CLASSIFICATION Classification: Problem Statement 2 In regression, we are modeling the relationship between a continuous input variable x and a continuous target variable t. In classification,

More information

Notes, March 4, 2013, R. Dudley Maximum likelihood estimation: actual or supposed

Notes, March 4, 2013, R. Dudley Maximum likelihood estimation: actual or supposed 18.466 Notes, March 4, 2013, R. Dudley Maximum likelihood estimation: actual or supposed 1. MLEs in exponential families Let f(x,θ) for x X and θ Θ be a likelihood function, that is, for present purposes,

More information

Factor Analysis. Qian-Li Xue

Factor Analysis. Qian-Li Xue Factor Analysis Qian-Li Xue Biostatistics Program Harvard Catalyst The Harvard Clinical & Translational Science Center Short course, October 7, 06 Well-used latent variable models Latent variable scale

More information

Wavelet-Based Nonparametric Modeling of Hierarchical Functions in Colon Carcinogenesis

Wavelet-Based Nonparametric Modeling of Hierarchical Functions in Colon Carcinogenesis Wavelet-Based Nonparametric Modeling of Hierarchical Functions in Colon Carcinogenesis Jeffrey S. Morris University of Texas, MD Anderson Cancer Center Joint wor with Marina Vannucci, Philip J. Brown,

More information

Machine Learning Lecture 2

Machine Learning Lecture 2 Machine Perceptual Learning and Sensory Summer Augmented 15 Computing Many slides adapted from B. Schiele Machine Learning Lecture 2 Probability Density Estimation 16.04.2015 Bastian Leibe RWTH Aachen

More information

Bayesian statistics, simulation and software

Bayesian statistics, simulation and software Module 10: Bayesian prediction and model checking Department of Mathematical Sciences Aalborg University 1/15 Prior predictions Suppose we want to predict future data x without observing any data x. Assume:

More information

Lecture 13 and 14: Bayesian estimation theory

Lecture 13 and 14: Bayesian estimation theory 1 Lecture 13 and 14: Bayesian estimation theory Spring 2012 - EE 194 Networked estimation and control (Prof. Khan) March 26 2012 I. BAYESIAN ESTIMATORS Mother Nature conducts a random experiment that generates

More information

Bayesian inference for multivariate skew-normal and skew-t distributions

Bayesian inference for multivariate skew-normal and skew-t distributions Bayesian inference for multivariate skew-normal and skew-t distributions Brunero Liseo Sapienza Università di Roma Banff, May 2013 Outline Joint research with Antonio Parisi (Roma Tor Vergata) 1. Inferential

More information

Example using R: Heart Valves Study

Example using R: Heart Valves Study Example using R: Heart Valves Study Goal: Show that the thrombogenicity rate (TR) is less than two times the objective performance criterion R and WinBUGS Examples p. 1/27 Example using R: Heart Valves

More information

Nearest Neighbor Gaussian Processes for Large Spatial Data

Nearest Neighbor Gaussian Processes for Large Spatial Data Nearest Neighbor Gaussian Processes for Large Spatial Data Abhi Datta 1, Sudipto Banerjee 2 and Andrew O. Finley 3 July 31, 2017 1 Department of Biostatistics, Bloomberg School of Public Health, Johns

More information

Lecture 3. Inference about multivariate normal distribution

Lecture 3. Inference about multivariate normal distribution Lecture 3. Inference about multivariate normal distribution 3.1 Point and Interval Estimation Let X 1,..., X n be i.i.d. N p (µ, Σ). We are interested in evaluation of the maximum likelihood estimates

More information

High-dimensional data: Exploratory data analysis

High-dimensional data: Exploratory data analysis High-dimensional data: Exploratory data analysis Mark van de Wiel mark.vdwiel@vumc.nl Department of Epidemiology and Biostatistics, VUmc & Department of Mathematics, VU University Contributions by Wessel

More information

CS 540: Machine Learning Lecture 2: Review of Probability & Statistics

CS 540: Machine Learning Lecture 2: Review of Probability & Statistics CS 540: Machine Learning Lecture 2: Review of Probability & Statistics AD January 2008 AD () January 2008 1 / 35 Outline Probability theory (PRML, Section 1.2) Statistics (PRML, Sections 2.1-2.4) AD ()

More information

Supervised Dimension Reduction:

Supervised Dimension Reduction: Supervised Dimension Reduction: A Tale of Two Manifolds S. Mukherjee, K. Mao, F. Liang, Q. Wu, M. Maggioni, D-X. Zhou Department of Statistical Science Institute for Genome Sciences & Policy Department

More information

Machine Learning, Fall 2012 Homework 2

Machine Learning, Fall 2012 Homework 2 0-60 Machine Learning, Fall 202 Homework 2 Instructors: Tom Mitchell, Ziv Bar-Joseph TA in charge: Selen Uguroglu email: sugurogl@cs.cmu.edu SOLUTIONS Naive Bayes, 20 points Problem. Basic concepts, 0

More information

Econ 2148, fall 2017 Gaussian process priors, reproducing kernel Hilbert spaces, and Splines

Econ 2148, fall 2017 Gaussian process priors, reproducing kernel Hilbert spaces, and Splines Econ 2148, fall 2017 Gaussian process priors, reproducing kernel Hilbert spaces, and Splines Maximilian Kasy Department of Economics, Harvard University 1 / 37 Agenda 6 equivalent representations of the

More information

Gaussian Processes. Le Song. Machine Learning II: Advanced Topics CSE 8803ML, Spring 2012

Gaussian Processes. Le Song. Machine Learning II: Advanced Topics CSE 8803ML, Spring 2012 Gaussian Processes Le Song Machine Learning II: Advanced Topics CSE 8803ML, Spring 01 Pictorial view of embedding distribution Transform the entire distribution to expected features Feature space Feature

More information

Research Article Mixed-Effects Tobit Joint Models for Longitudinal Data with Skewness, Detection Limits, and Measurement Errors

Research Article Mixed-Effects Tobit Joint Models for Longitudinal Data with Skewness, Detection Limits, and Measurement Errors Journal of Probability and Statistics Volume 2012, Article ID 614102, 19 pages doi:10.1155/2012/614102 Research Article Mixed-Effects Tobit Joint Models for Longitudinal Data with Skewness, Detection Limits,

More information

Lecture 4: Probabilistic Learning. Estimation Theory. Classification with Probability Distributions

Lecture 4: Probabilistic Learning. Estimation Theory. Classification with Probability Distributions DD2431 Autumn, 2014 1 2 3 Classification with Probability Distributions Estimation Theory Classification in the last lecture we assumed we new: P(y) Prior P(x y) Lielihood x2 x features y {ω 1,..., ω K

More information

Introduction to Systems Analysis and Decision Making Prepared by: Jakub Tomczak

Introduction to Systems Analysis and Decision Making Prepared by: Jakub Tomczak Introduction to Systems Analysis and Decision Making Prepared by: Jakub Tomczak 1 Introduction. Random variables During the course we are interested in reasoning about considered phenomenon. In other words,

More information

Predictive Distributions

Predictive Distributions Predictive Distributions October 6, 2010 Hoff Chapter 4 5 October 5, 2010 Prior Predictive Distribution Before we observe the data, what do we expect the distribution of observations to be? p(y i ) = p(y

More information