On predictive probability matching priors

We revisit the question of priors that achieve approximate matching of Bayesian and frequentist predictive probabilities. Such priors may be thought of as providing frequentist calibration of Bayesian prediction or simply as devices for producing frequentist prediction regions. Here we analyse the $O(n^{-1})$ term in the expansion of the coverage probability of a Bayesian prediction region, as derived in [Ann. Statist. 28 (2000) 1414--1426]. Unlike the situation for parametric matching, asymptotic predictive matching priors may depend on the level $\alpha$. We investigate uniformly predictive matching priors (UPMPs); that is, priors for which this $O(n^{-1})$ term is zero for all $\alpha$. It was shown in [Ann. Statist. 28 (2000) 1414--1426] that, in the case of quantile matching and a scalar parameter, if such a prior exists then it must be Jeffreys' prior. In the present article we investigate UPMPs in the multiparameter case and present some general results about the form, and uniqueness or otherwise, of UPMPs for both quantile and highest predictive density matching.Comment: Published in at http://dx.doi.org/10.1214/074921708000000048 the IMS Collections (http://www.imstat.org/publications/imscollections.htm) by the Institute of Mathematical Statistics (http://www.imstat.org

Nonsubjective priors via predictive relative entropy regret

We explore the construction of nonsubjective prior distributions in Bayesian statistics via a posterior predictive relative entropy regret criterion. We carry out a minimax analysis based on a derived asymptotic predictive loss function and show that this approach to prior construction has a number of attractive features. The approach here differs from previous work that uses either prior or posterior relative entropy regret in that we consider predictive performance in relation to alternative nondegenerate prior distributions. The theory is illustrated with an analysis of some specific examples.Comment: Published at http://dx.doi.org/10.1214/009053605000000804 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Are the scientific foundations of temperate marine reserves too warm and hard?

The scientific literature (including some of the most high-profile papers) on the ecological and fisheries effects of permanent no-take marine reserves is dominated by examples from hard tropical and warm temperate ecosystems. It appears to have been tacitly assumed that inference from these studies can directly inform expectations of marine reserve effects in cooler temperate and cold temperate waters. Trends in peer-reviewed studies indicate that the empirical basis for this assumption is tenuous because of a relative lack of research effort in cooler seas, and differences between tropical and temperate regions in ecology, seasonality, the nature of fisheries and prevailing governance regimes. © Copyright Foundation for Environmental Conservation 2012

Disordered macrophage cytokine secretion underlies impaired acute inflammation and bacterial clearance in Crohn's disease

The cause of Crohn's disease (CD) remains poorly understood. Counterintuitively, these patients possess an impaired acute inflammatory response, which could result in delayed clearance of bacteria penetrating the lining of the bowel and predispose to granuloma formation and chronicity. We tested this hypothesis in human subjects by monitoring responses to killed Escherichia coli injected subcutaneously into the forearm. Accumulation of 111In-labeled neutrophils at these sites and clearance of 32P-labeled bacteria from them were markedly impaired in CD. Locally increased blood flow and bacterial clearance were dependent on the numbers of bacteria injected. Secretion of proinflammatory cytokines by CD macrophages was grossly impaired in response to E. coli or specific Toll-like receptor agonists. Despite normal levels and stability of cytokine messenger RNA, intracellular levels of tumor necrosis factor (TNF) were abnormally low in CD macrophages. Coupled with reduced secretion, these findings indicate accelerated intracellular breakdown. Differential transcription profiles identified disease-specific genes, notably including those encoding proteins involved in vesicle trafficking. Intracellular destruction of TNF was decreased by inhibitors of lysosomal function. Together, our findings suggest that in CD macrophages, an abnormal proportion of cytokines are routed to lysosomes and degraded rather than being released through the normal secretory pathway

Plasmacytoid Dendritic Cells Sequester High Prion Titres at Early Stages of Prion Infection

In most transmissible spongiform encephalopathies prions accumulate in the lymphoreticular system (LRS) long before they are detectable in the central nervous system. While a considerable body of evidence showed that B lymphocytes and follicular dendritic cells play a major role in prion colonization of lymphoid organs, the contribution of various other cell types, including antigen-presenting cells, to the accumulation and the spread of prions in the LRS are not well understood. A comprehensive study to compare prion titers of candidate cell types has not been performed to date, mainly due to limitations in the scope of animal bioassays where prohibitively large numbers of mice would be required to obtain sufficiently accurate data. By taking advantage of quantitative in vitro prion determination and magnetic-activated cell sorting, we studied the kinetics of prion accumulation in various splenic cell types at early stages of prion infection. Robust estimates for infectious titers were obtained by statistical modelling using a generalized linear model. Whilst prions were detectable in B and T lymphocytes and in antigen-presenting cells like dendritic cells and macrophages, highest infectious titers were determined in two cell types that have previously not been associated with prion pathogenesis, plasmacytoid dendritic (pDC) and natural killer (NK) cells. At 30 days after infection, NK cells were more than twice, and pDCs about seven-fold, as infectious as lymphocytes respectively. This result was unexpected since, in accordance to previous reports prion protein, an obligate requirement for prion replication, was undetectable in pDCs. This underscores the importance of prion sequestration and dissemination by antigen-presenting cells which are among the first cells of the immune system to encounter pathogens. We furthermore report the first evidence for a release of prions from lymphocytes and DCs of scrapie-infected mice ex vivo, a process that is associated with a release of exosome-like membrane vesicles

On the implementation of local probability matching priors for interest parameters

Probability matching priors are priors for which the posterior probabilities of certain specified sets are exactly or approximately equal to their coverage probabilities. These priors arise as solutions of partial differential equations that may be difficult to solve, either analytically or numerically. Recently Levine & Casella (2003) presented an algorithm for the implementation of probability matching priors for an interest parameter in the presence of a single nuisance parameter. In this paper we develop a local implementation that is very much more easily computed. A local probability matching prior is a data-dependent approximation to a probability matching prior and is such that the asymptotic order of approximation of the frequentist coverage probability is not degraded. We illustrate the theory with a number of examples, including three discussed in Levine & Casella (2003). Copyright 2005, Oxford University Press.

Coverage Probability Bias, Objective Bayes and the Likelihood Principle

this paper, the discussion focuses on the case of a single real parameter

Some new formulae for posterior expectations and Bartlett corrections

Some new accurate approximations for posterior expectations and Bartlett corrections are derived. These approximations are modifications of formulae based on signed root log-likelihood ratios obtained in Sweeting (1996) and are designed to address two problems that arise in the practical application of these formulae in the multiparameter case. The first problem is a computational one associated with inversion of signed root log-likelihood ratios. The second concerns the form of the posterior expectation formula, which is not in a particularly convenient form for the computation of predictive densities. The theory is illustrated by two examples