Restricted Covariance Priors with Applications in Spatial Statistics

We present a Bayesian model for area-level count data that uses Gaussian random effects with a novel type of G-Wishart prior on the inverse variance--covariance matrix. Specifically, we introduce a new distribution called the truncated G-Wishart distribution that has support over precision matrices that lead to positive associations between the random effects of neighboring regions while preserving conditional independence of non-neighboring regions. We describe Markov chain Monte Carlo sampling algorithms for the truncated G-Wishart prior in a disease mapping context and compare our results to Bayesian hierarchical models based on intrinsic autoregression priors. A simulation study illustrates that using the truncated G-Wishart prior improves over the intrinsic autoregressive priors when there are discontinuities in the disease risk surface. The new model is applied to an analysis of cancer incidence data in Washington State.Comment: Published at http://dx.doi.org/10.1214/14-BA927 in the Bayesian Analysis (http://projecteuclid.org/euclid.ba) by the International Society of Bayesian Analysis (http://bayesian.org/

Robust Classification of Functional and Quantitative Image Data Using Functional Mixed Models

This paper describes how to perform classification of complex, high-dimensional functional data using the functional mixed model (FMM) framework. The FMM relates a functional response to a set of predictors through functional fixed and random effects, which allows it to account for various factors and between-function correlations. Classification is performed through training the model treating class as one of the fixed effects, and then predicting on the test data using posterior predictive probabilities of class. Through a Bayesian scheme, we are able to adjust for factors affecting both the functions and the class designations. While the method we present can be applied to any FMM-based method, we provide details for two specific Bayesian approaches: the Gaussian, wavelet-based functional mixed model (G-WFMM) and the robust, wavelet-based functional mixed model (R-WFMM). Both methods perform modeling in the wavelet space, which yields parsimonious representations for the functions, and can naturally adapt to local features and complex nonstationarities in the functions. The R-WFMM allows potentially heavier tails for features of the functions indexed by particular wavelet coefficients, leading to a down weighting of outliers that makes the method robust to outlying functions or regions of functions. The models are applied to a pancreatic cancer mass spectroscopy data set and compared with some other recently developed functional classification methods

Covariance pattern mixture models for the analysis of multivariate heterogeneous longitudinal data

We propose a novel approach for modeling multivariate longitudinal data in the presence of unobserved heterogeneity for the analysis of the Health and Retirement Study (HRS) data. Our proposal can be cast within the framework of linear mixed models with discrete individual random intercepts; however, differently from the standard formulation, the proposed Covariance Pattern Mixture Model (CPMM) does not require the usual local independence assumption. The model is thus able to simultaneously model the heterogeneity, the association among the responses and the temporal dependence structure. We focus on the investigation of temporal patterns related to the cognitive functioning in retired American respondents. In particular, we aim to understand whether it can be affected by some individual socio-economical characteristics and whether it is possible to identify some homogenous groups of respondents that share a similar cognitive profile. An accurate description of the detected groups allows government policy interventions to be opportunely addressed. Results identify three homogenous clusters of individuals with specific cognitive functioning, consistent with the class conditional distribution of the covariates. The flexibility of CPMM allows for a different contribution of each regressor on the responses according to group membership. In so doing, the identified groups receive a global and accurate phenomenological characterization.Comment: Published at http://dx.doi.org/10.1214/15-AOAS816 in the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

Bayesian Deep Net GLM and GLMM

Deep feedforward neural networks (DFNNs) are a powerful tool for functional approximation. We describe flexible versions of generalized linear and generalized linear mixed models incorporating basis functions formed by a DFNN. The consideration of neural networks with random effects is not widely used in the literature, perhaps because of the computational challenges of incorporating subject specific parameters into already complex models. Efficient computational methods for high-dimensional Bayesian inference are developed using Gaussian variational approximation, with a parsimonious but flexible factor parametrization of the covariance matrix. We implement natural gradient methods for the optimization, exploiting the factor structure of the variational covariance matrix in computation of the natural gradient. Our flexible DFNN models and Bayesian inference approach lead to a regression and classification method that has a high prediction accuracy, and is able to quantify the prediction uncertainty in a principled and convenient way. We also describe how to perform variable selection in our deep learning method. The proposed methods are illustrated in a wide range of simulated and real-data examples, and the results compare favourably to a state of the art flexible regression and classification method in the statistical literature, the Bayesian additive regression trees (BART) method. User-friendly software packages in Matlab, R and Python implementing the proposed methods are available at https://github.com/VBayesLabComment: 35 pages, 7 figure, 10 table