Considerate Approaches to Achieving Sufficiency for ABC model selection

For nearly any challenging scientific problem evaluation of the likelihood is problematic if not impossible. Approximate Bayesian computation (ABC) allows us to employ the whole Bayesian formalism to problems where we can use simulations from a model, but cannot evaluate the likelihood directly. When summary statistics of real and simulated data are compared --- rather than the data directly --- information is lost, unless the summary statistics are sufficient. Here we employ an information-theoretical framework that can be used to construct (approximately) sufficient statistics by combining different statistics until the loss of information is minimized. Such sufficient sets of statistics are constructed for both parameter estimation and model selection problems. We apply our approach to a range of illustrative and real-world model selection problems

Comment: Bayesian Checking of the Second Levels of Hierarchical Models

We discuss the methods of Evans and Moshonov [Bayesian Analysis 1 (2006) 893--914, Bayesian Statistics and Its Applications (2007) 145--159] concerning checking for prior-data conflict and their relevance to the method proposed in this paper. [arXiv:0802.0743]Comment: Published in at http://dx.doi.org/10.1214/07-STS235C the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org

Bayesian computational methods

In this chapter, we will first present the most standard computational challenges met in Bayesian Statistics, focussing primarily on mixture estimation and on model choice issues, and then relate these problems with computational solutions. Of course, this chapter is only a terse introduction to the problems and solutions related to Bayesian computations. For more complete references, see Robert and Casella (2004, 2009), or Marin and Robert (2007), among others. We also restrain from providing an introduction to Bayesian Statistics per se and for comprehensive coverage, address the reader to Robert (2007), (again) among others.Comment: This is a revised version of a chapter written for the Handbook of Computational Statistics, edited by J. Gentle, W. Hardle and Y. Mori in 2003, in preparation for the second editio

Change-point model on nonhomogeneous Poisson processes with application in copy number profiling by next-generation DNA sequencing

We propose a flexible change-point model for inhomogeneous Poisson Processes, which arise naturally from next-generation DNA sequencing, and derive score and generalized likelihood statistics for shifts in intensity functions. We construct a modified Bayesian information criterion (mBIC) to guide model selection, and point-wise approximate Bayesian confidence intervals for assessing the confidence in the segmentation. The model is applied to DNA Copy Number profiling with sequencing data and evaluated on simulated spike-in and real data sets.Comment: Published in at http://dx.doi.org/10.1214/11-AOAS517 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

Computational statistics using the Bayesian Inference Engine

This paper introduces the Bayesian Inference Engine (BIE), a general parallel, optimised software package for parameter inference and model selection. This package is motivated by the analysis needs of modern astronomical surveys and the need to organise and reuse expensive derived data. The BIE is the first platform for computational statistics designed explicitly to enable Bayesian update and model comparison for astronomical problems. Bayesian update is based on the representation of high-dimensional posterior distributions using metric-ball-tree based kernel density estimation. Among its algorithmic offerings, the BIE emphasises hybrid tempered MCMC schemes that robustly sample multimodal posterior distributions in high-dimensional parameter spaces. Moreover, the BIE is implements a full persistence or serialisation system that stores the full byte-level image of the running inference and previously characterised posterior distributions for later use. Two new algorithms to compute the marginal likelihood from the posterior distribution, developed for and implemented in the BIE, enable model comparison for complex models and data sets. Finally, the BIE was designed to be a collaborative platform for applying Bayesian methodology to astronomy. It includes an extensible object-oriented and easily extended framework that implements every aspect of the Bayesian inference. By providing a variety of statistical algorithms for all phases of the inference problem, a scientist may explore a variety of approaches with a single model and data implementation. Additional technical details and download details are available from http://www.astro.umass.edu/bie. The BIE is distributed under the GNU GPL.Comment: Resubmitted version. Additional technical details and download details are available from http://www.astro.umass.edu/bie. The BIE is distributed under the GNU GP