On Flexible finite polygenic models for multiple-trait evaluation

Finite polygenic models (FPM) might be an alternative to the infinitesimal model (TIM) for the genetic evaluation of pedigreed multiple-generation populations for multiple quantitative traits. I present a general flexible Bayesian method that includes the number of genes in the FPM as an additional random variable. Markov-chain Monte Carlo techniques such as Gibbs sampling and the reversible jump sampler are used for implementation. Sampling of genotypes of all genes in the FPM is done via the use of segregation indicators. A broad range of FPM models, some combined with TIM, are empirically tested for the estimation of variance components and the number of genes in the FPM. Four simulation scenarios were studied, including genetic models with 5 or 50 additive independent diallelic genes affecting the traits, and random selection or selection on one of the traits was performed. The results in this study were based on ten replicates per simulation scenario. In the case of random selection, uniform priors on additive gene effects led to posterior mean estimates of genetic variance that were positively correlated with the number of genes fitted in the FPM. In the case of trait selection, assuming normal priors on gene effects also led to genetic variance estimates for the selected trait that were negatively correlated with the number of genes in the FPM. This negative correlation was not observed for the unselected trait. Treating the number of genes in the FPM as random revealed a positive correlation between prior and posterior mean estimates of this number, but the prior hardly affected the posterior estimates of genetic variance. Posterior inferences about the number of genes should be considered to be indicative where trait selection seems to improve the power of distinguishing between TIM and FPM. Based on the results of this study, I suggest not replacing TIM by the FPM, but combining TIM and FPM with the number of genes treated as random, to facilitate a highly flexible and thereby robust method for variance component estimation in pedigreed populations. Further study is required to explore the full potential of these models under different genetic model assumption

An Information-Theoretic Analysis of Thompson Sampling

We provide an information-theoretic analysis of Thompson sampling that applies across a broad range of online optimization problems in which a decision-maker must learn from partial feedback. This analysis inherits the simplicity and elegance of information theory and leads to regret bounds that scale with the entropy of the optimal-action distribution. This strengthens preexisting results and yields new insight into how information improves performance

On weighted local fitting and its relation to the Horvitz-Thompson estimator

Weighting is a largely used concept in many fields of statistics and has frequently caused controversies on its justification and profit. In this paper, we analyze a weighted version of the well-known local polynomial regression estimators, derive their asymptotic bias and variance, and find that the conflict between the asymptotically optimal weighting scheme and the practical requirements has a surprising counterpart in sampling theory, leading us back to the discussion on Basu's (1971) elephants

Conditional inference with a complex sampling: exact computations and Monte Carlo estimations

In survey statistics, the usual technique for estimating a population total consists in summing appropriately weighted variable values for the units in the sample. Different weighting systems exit: sampling weights, GREG weights or calibration weights for example. In this article, we propose to use the inverse of conditional inclusion probabilities as weighting system. We study examples where an auxiliary information enables to perform an a posteriori stratification of the population. We show that, in these cases, exact computations of the conditional weights are possible. When the auxiliary information consists in the knowledge of a quantitative variable for all the units of the population, then we show that the conditional weights can be estimated via Monte-Carlo simulations. This method is applied to outlier and strata-Jumper adjustments

Scalable Bayesian model averaging through local information propagation

We show that a probabilistic version of the classical forward-stepwise variable inclusion procedure can serve as a general data-augmentation scheme for model space distributions in (generalized) linear models. This latent variable representation takes the form of a Markov process, thereby allowing information propagation algorithms to be applied for sampling from model space posteriors. In particular, we propose a sequential Monte Carlo method for achieving effective unbiased Bayesian model averaging in high-dimensional problems, utilizing proposal distributions constructed using local information propagation. We illustrate our method---called LIPS for local information propagation based sampling---through real and simulated examples with dimensionality ranging from 15 to 1,000, and compare its performance in estimating posterior inclusion probabilities and in out-of-sample prediction to those of several other methods---namely, MCMC, BAS, iBMA, and LASSO. In addition, we show that the latent variable representation can also serve as a modeling tool for specifying model space priors that account for knowledge regarding model complexity and conditional inclusion relationships

A Conditional Empirical Likelihood Based Method for Model Parameter Estimation from Complex survey Datasets

We consider an empirical likelihood framework for inference for a statistical model based on an informative sampling design. Covariate information is incorporated both through the weights and the estimating equations. The estimator is based on conditional weights. We show that under usual conditions, with population size increasing unbounded, the estimates are strongly consistent, asymptotically unbiased and normally distributed. Our framework provides additional justification for inverse probability weighted score estimators in terms of conditional empirical likelihood. In doing so, it bridges the gap between design-based and model-based modes of inference in survey sampling settings. We illustrate these ideas with an application to an electoral survey