Approximating Cross-validatory Predictive P-values with Integrated IS for Disease Mapping Models

An important statistical task in disease mapping problems is to identify out- lier/divergent regions with unusually high or low residual risk of disease. Leave-one-out cross-validatory (LOOCV) model assessment is a gold standard for computing predictive p-value that can flag such outliers. However, actual LOOCV is time-consuming because one needs to re-simulate a Markov chain for each posterior distribution in which an observation is held out as a test case. This paper introduces a new method, called iIS, for approximating LOOCV with only Markov chain samples simulated from a posterior based on a full data set. iIS is based on importance sampling (IS). iIS integrates the p-value and the likelihood of the test observation with respect to the distribution of the latent variable without reference to the actual observation. The predictive p-values computed with iIS can be proved to be equivalent to the LOOCV predictive p-values, following the general theory for IS. We com- pare iIS and other three existing methods in the literature with a lip cancer dataset collected in Scotland. Our empirical results show that iIS provides predictive p-values that are al- most identical to the actual LOOCV predictive p-values and outperforms the existing three methods, including the recently proposed ghosting method by Marshall and Spiegelhalter (2007).Comment: 21 page

A Two-stage Polynomial Method for Spectrum Emissivity Modeling

Spectral emissivity is a key in the temperature measurement by radiation methods, but not easy to determine in a combustion environment, due to the interrelated influence of temperature and wave length of the radiation. In multi-wavelength radiation thermometry, knowing the spectral emissivity of the material is a prerequisite. However in many circumstances such a property is a complex function of temperature and wavelength and reliable models are yet to be sought. In this study, a two stages partition low order polynomial fitting is proposed for multi-wavelength radiation thermometry. In the first stage a spectral emissivity model is established as a function of temperature; in the second stage a mathematical model is established to describe the dependence of the coefficients corresponding to the wavelength of the radiation. The new model is tested against the spectral emissivity data of tungsten, and good agreement was found with a maximum error of 0.64