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

Bayesian inference through encompassing priors and importance sampling for a class of marginal models for categorical data

We develop a Bayesian approach for selecting the model which is the most supported by the data within a class of marginal models for categorical variables formulated through equality and/or inequality constraints on generalised logits (local, global, continuation or reverse continuation), generalised log-odds ratios and similar higher-order interactions. For each constrained model, the prior distribution of the model parameters is formulated following the encompassing prior approach. Then, model selection is performed by using Bayes factors which are estimated by an importance sampling method. The approach is illustrated through three applications involving some datasets, which also include explanatory variables. In connection with one of these examples, a sensitivity analysis to the prior specification is also considered

Statistical coverage for supersymmetric parameter estimation: a case study with direct detection of dark matter

Models of weak-scale supersymmetry offer viable dark matter (DM) candidates. Their parameter spaces are however rather large and complex, such that pinning down the actual parameter values from experimental data can depend strongly on the employed statistical framework and scanning algorithm. In frequentist parameter estimation, a central requirement for properly constructed confidence intervals is that they cover true parameter values, preferably at exactly the stated confidence level when experiments are repeated infinitely many times. Since most widely-used scanning techniques are optimised for Bayesian statistics, one needs to assess their abilities in providing correct confidence intervals in terms of the statistical coverage. Here we investigate this for the Constrained Minimal Supersymmetric Standard Model (CMSSM) when only constrained by data from direct searches for dark matter. We construct confidence intervals from one-dimensional profile likelihoods and study the coverage by generating several pseudo-experiments for a few benchmark sets of pseudo-true parameters. We use nested sampling to scan the parameter space and evaluate the coverage for the benchmarks when either flat or logarithmic priors are imposed on gaugino and scalar mass parameters. The sampling algorithm has been used in the configuration usually adopted for exploration of the Bayesian posterior. We observe both under- and over-coverage, which in some cases vary quite dramatically when benchmarks or priors are modified. We show how most of the variation can be explained as the impact of explicit priors as well as sampling effects, where the latter are indirectly imposed by physicality conditions. For comparison, we also evaluate the coverage for Bayesian credible intervals, and observe significant under-coverage in those cases.Comment: 30 pages, 5 figures; v2 includes major updates in response to referee's comments; extra scans and tables added, discussion expanded, typos corrected; matches published versio

Expectation Propagation for Poisson Data

The Poisson distribution arises naturally when dealing with data involving counts, and it has found many applications in inverse problems and imaging. In this work, we develop an approximate Bayesian inference technique based on expectation propagation for approximating the posterior distribution formed from the Poisson likelihood function and a Laplace type prior distribution, e.g., the anisotropic total variation prior. The approach iteratively yields a Gaussian approximation, and at each iteration, it updates the Gaussian approximation to one factor of the posterior distribution by moment matching. We derive explicit update formulas in terms of one-dimensional integrals, and also discuss stable and efficient quadrature rules for evaluating these integrals. The method is showcased on two-dimensional PET images.Comment: 25 pages, to be published at Inverse Problem

Quantum collapse rules from the maximum relative entropy principle

We show that the von Neumann--Lueders collapse rules in quantum mechanics always select the unique state that maximises the quantum relative entropy with respect to the premeasurement state, subject to the constraint that the postmeasurement state has to be compatible with the knowledge gained in the measurement. This way we provide an information theoretic characterisation of quantum collapse rules by means of the maximum relative entropy principle.Comment: v2: some references added, improved presentation, result generalised to cover nonfaithful states; v3: cross-ref to arXiv:1408.3502 added, v4: some small corrections plus reference to a published version adde