Bayesian Spatial Binary Regression for Label Fusion in Structural Neuroimaging

Many analyses of neuroimaging data involve studying one or more regions of interest (ROIs) in a brain image. In order to do so, each ROI must first be identified. Since every brain is unique, the location, size, and shape of each ROI varies across subjects. Thus, each ROI in a brain image must either be manually identified or (semi-) automatically delineated, a task referred to as segmentation. Automatic segmentation often involves mapping a previously manually segmented image to a new brain image and propagating the labels to obtain an estimate of where each ROI is located in the new image. A more recent approach to this problem is to propagate labels from multiple manually segmented atlases and combine the results using a process known as label fusion. To date, most label fusion algorithms either employ voting procedures or impose prior structure and subsequently find the maximum a posteriori estimator (i.e., the posterior mode) through optimization. We propose using a fully Bayesian spatial regression model for label fusion that facilitates direct incorporation of covariate information while making accessible the entire posterior distribution. We discuss the implementation of our model via Markov chain Monte Carlo and illustrate the procedure through both simulation and application to segmentation of the hippocampus, an anatomical structure known to be associated with Alzheimer's disease.Comment: 24 pages, 10 figure

The Lazy Bootstrap. A Fast Resampling Method for Evaluating Latent Class Model Fit

The latent class model is a powerful unsupervised clustering algorithm for categorical data. Many statistics exist to test the fit of the latent class model. However, traditional methods to evaluate those fit statistics are not always useful. Asymptotic distributions are not always known, and empirical reference distributions can be very time consuming to obtain. In this paper we propose a fast resampling scheme with which any type of model fit can be assessed. We illustrate it here on the latent class model, but the methodology can be applied in any situation. The principle behind the lazy bootstrap method is to specify a statistic which captures the characteristics of the data that a model should capture correctly. If those characteristics in the observed data and in model-generated data are very different we can assume that the model could not have produced the observed data. With this method we achieve the flexibility of tests from the Bayesian framework, while only needing maximum likelihood estimates. We provide a step-wise algorithm with which the fit of a model can be assessed based on the characteristics we as researcher find important. In a Monte Carlo study we show that the method has very low type I errors, for all illustrated statistics. Power to reject a model depended largely on the type of statistic that was used and on sample size. We applied the method to an empirical data set on clinical subgroups with risk of Myocardial infarction and compared the results directly to the parametric bootstrap. The results of our method were highly similar to those obtained by the parametric bootstrap, while the required computations differed three orders of magnitude in favour of our method.Comment: This is an adaptation of chapter of a PhD dissertation available at https://pure.uvt.nl/portal/files/19030880/Kollenburg_Computer_13_11_2017.pd

The Expected Parameter Change (EPC) for local dependence assessment in binary data latent class models

Binary data latent class models crucially assume local independence, violations of which can seriously bias the results. We present two tools for monitoring local dependence in binary data latent class models: the "Expected Parameter Change" (EPC) and a generalized EPC, estimating the substantive size and direction of possible local dependencies. The asymptotic and finite sample behavior of the measures is studied, and two applications to the U.S. Census estimation of Hispanic ethnicity and medical experts' ratings of x-rays demonstrate its value in arriving at a model that balances realism and parsimony.Comment: R code implementing our proposal and including both example datasets is available online as supplementary materia

Covariate Measurement Error in Endogenous Stratified Samples

In this paper we propose a general framework to deal with the presence of covariate mea-surement error in endogenous stratifield samples. Using Chesher’s (2000) methodology, we develop approximately consistent estimators for the parameters of the structural model, in the sense that their inconsistency is of smaller order than that of the conventional estimators which ignore the existence of covariate measurement error. The approximate bias corrected estimators are obtained by applying the generalized method of moments (GMM) to a modifeld version of the moment indicators suggested by Imbens and Lancaster (1996) for endogenous stratified samples. Only the specification of the conditional distribution of the response vari-able given the latent covariates and the classical additive measurement error model assumption are required, the availability of information on both the marginal probability of the strata in the population and the variance of the measurement error not being essential. A score test to detect the presence of covariate measurement error arises as a by-product of this approach. Monte Carlo evidence is presented which suggests that, in endogenous stratified samples of moderate sizes, the modified GMM estimators perform well

Non-parametric Bayesian modeling of complex networks

Modeling structure in complex networks using Bayesian non-parametrics makes it possible to specify flexible model structures and infer the adequate model complexity from the observed data. This paper provides a gentle introduction to non-parametric Bayesian modeling of complex networks: Using an infinite mixture model as running example we go through the steps of deriving the model as an infinite limit of a finite parametric model, inferring the model parameters by Markov chain Monte Carlo, and checking the model's fit and predictive performance. We explain how advanced non-parametric models for complex networks can be derived and point out relevant literature

Generalized structured additive regression based on Bayesian P-splines

Generalized additive models (GAM) for modelling nonlinear effects of continuous covariates are now well established tools for the applied statistician. In this paper we develop Bayesian GAM's and extensions to generalized structured additive regression based on one or two dimensional P-splines as the main building block. The approach extends previous work by Lang und Brezger (2003) for Gaussian responses. Inference relies on Markov chain Monte Carlo (MCMC) simulation techniques, and is either based on iteratively weighted least squares (IWLS) proposals or on latent utility representations of (multi)categorical regression models. Our approach covers the most common univariate response distributions, e.g. the Binomial, Poisson or Gamma distribution, as well as multicategorical responses. For the first time, we present Bayesian semiparametric inference for the widely used multinomial logit models. As we will demonstrate through two applications on the forest health status of trees and a space-time analysis of health insurance data, the approach allows realistic modelling of complex problems. We consider the enormous flexibility and extendability of our approach as a main advantage of Bayesian inference based on MCMC techniques compared to more traditional approaches. Software for the methodology presented in the paper is provided within the public domain package BayesX