Approximate Integrated Likelihood via ABC methods

We propose a novel use of a recent new computational tool for Bayesian inference, namely the Approximate Bayesian Computation (ABC) methodology. ABC is a way to handle models for which the likelihood function may be intractable or even unavailable and/or too costly to evaluate; in particular, we consider the problem of eliminating the nuisance parameters from a complex statistical model in order to produce a likelihood function depending on the quantity of interest only. Given a proper prior for the entire vector parameter, we propose to approximate the integrated likelihood by the ratio of kernel estimators of the marginal posterior and prior for the quantity of interest. We present several examples.Comment: 28 pages, 8 figure

Approximate Bayesian inference in semiparametric copula models

We describe a simple method for making inference on a functional of a multivariate distribution. The method is based on a copula representation of the multivariate distribution and it is based on the properties of an Approximate Bayesian Monte Carlo algorithm, where the proposed values of the functional of interest are weighed in terms of their empirical likelihood. This method is particularly useful when the "true" likelihood function associated with the working model is too costly to evaluate or when the working model is only partially specified.Comment: 27 pages, 18 figure

Jeffreys priors for mixture estimation

While Jeffreys priors usually are well-defined for the parameters of mixtures of distributions, they are not available in closed form. Furthermore, they often are improper priors. Hence, they have never been used to draw inference on the mixture parameters. We study in this paper the implementation and the properties of Jeffreys priors in several mixture settings, show that the associated posterior distributions most often are improper, and then propose a noninformative alternative for the analysis of mixtures

Jeffreys priors for mixture estimation: properties and alternatives

While Jeffreys priors usually are well-defined for the parameters of mixtures of distributions, they are not available in closed form. Furthermore, they often are improper priors. Hence, they have never been used to draw inference on the mixture parameters. The implementation and the properties of Jeffreys priors in several mixture settings are studied. It is shown that the associated posterior distributions most often are improper. Nevertheless, the Jeffreys prior for the mixture weights conditionally on the parameters of the mixture components will be shown to have the property of conservativeness with respect to the number of components, in case of overfitted mixture and it can be therefore used as a default priors in this context.Comment: arXiv admin note: substantial text overlap with arXiv:1511.0314

Clustering MIC data through Bayesian mixture models: an application to detect M. Tuberculosis resistance mutations

Antimicrobial resistance is becoming a major threat to public health throughout the world. Researchers are attempting to contrast it by developing both new antibiotics and patient-specific treatments. In the second case, whole-genome sequencing has had a huge impact in two ways: first, it is becoming cheaper and faster to perform whole-genome sequencing, and this makes it competitive with respect to standard phenotypic tests; second, it is possible to statistically associate the phenotypic patterns of resistance to specific mutations in the genome. Therefore, it is now possible to develop catalogues of genomic variants associated with resistance to specific antibiotics, in order to improve prediction of resistance and suggest treatments. It is essential to have robust methods for identifying mutations associated to resistance and continuously updating the available catalogues. This work proposes a general method to study minimal inhibitory concentration (MIC) distributions and to identify clusters of strains showing different levels of resistance to antimicrobials. Once the clusters are identified and strains allocated to each of them, it is possible to perform regression method to identify with high statistical power the mutations associated with resistance. The method is applied to a new 96-well microtiter plate used for testing M. Tuberculosis

A review on Bayesian model-based clustering

Clustering is an important task in many areas of knowledge: medicine and epidemiology, genomics, environmental science, economics, visual sciences, among others. Methodologies to perform inference on the number of clusters have often been proved to be inconsistent, and introducing a dependence structure among the clusters implies additional difficulties in the estimation process. In a Bayesian setting, clustering is performed by considering the unknown partition as a random object and define a prior distribution on it. This prior distribution may be induced by models on the observations, or directly defined for the partition. Several recent results, however, have shown the difficulties in consistently estimating the number of clusters, and, therefore, the partition. The problem itself of summarising the posterior distribution on the partition remains open, given the large dimension of the partition space. This work aims at reviewing the Bayesian approaches available in the literature to perform clustering, presenting advantages and disadvantages of each of them in order to suggest future lines of research

Accelerating Metropolis-Hastings algorithms: Delayed acceptance with prefetching

MCMC algorithms such as Metropolis-Hastings algorithms are slowed down by the computation of complex target distributions as exemplified by huge datasets. We offer in this paper an approach to reduce the computational costs of such algorithms by a simple and universal divide-and-conquer strategy. The idea behind the generic acceleration is to divide the acceptance step into several parts, aiming at a major reduction in computing time that outranks the corresponding reduction in acceptance probability. The division decomposes the "prior x likelihood" term into a product such that some of its components are much cheaper to compute than others. Each of the components can be sequentially compared with a uniform variate, the first rejection signalling that the proposed value is considered no further, This approach can in turn be accelerated as part of a prefetching algorithm taking advantage of the parallel abilities of the computer at hand. We illustrate those accelerating features on a series of toy and realistic examples.Comment: 20 pages, 12 figures, 2 tables, submitte