Choosing the Link Function and Accounting for Link Uncertainty in Generalized Linear Models using Bayes Factors

One important component of model selection using generalized linear models (GLM) is the choice of a link function. Approximate Bayes factors are used to assess the improvement in fit over a GLM with canonical link when a parametric link family is used. For this approximate Bayes factors are calculated using the approximations given in Raftery (1996), together with a reference set of prior distributions. This methodology can also be used to differentiate between different parametric link families, as well as allowing one to jointly select the link family and the independent variables. This involves comparing nonnested models. This is illustrated using parametric link families studied in Czado (1997) for two data sets involving binomial responses

BIC extensions for order-constrained model selection

The Schwarz or Bayesian information criterion (BIC) is one of the most widely used tools for model comparison in social science research. The BIC, however, is not suitable for evaluating models with order constraints on the parameters of interest. This article explores two extensions of the BIC for evaluating order-constrained models, one where a truncated unit information prior is used under the order-constrained model and the other where a truncated local unit information prior is used. The first prior is centered on the maximum likelihood estimate, and the latter prior is centered on a null value. Several analyses show that the order-constrained BIC based on the local unit information prior works better as an Occam’s razor for evaluating order-constrained models and results in lower error probabilities. The methodology based on the local unit information prior is implemented in the R package “BICpack” which allows researchers to easily apply the method for order-constrained model selection. The usefulness of the methodology is illustrated using data from the European Values Study

Progress and challenges in modelling country-level HIV/AIDS epidemics: the UNAIDS Estimation and Projection Package 2007

The UNAIDS Estimation and Projection Package (EPP) was developed to aid in country-level estimation and short-term projection of HIV/AIDS epidemics. This paper describes advances reflected in the most recent update of this tool (EPP 2007), and identifies key issues that remain to be addressed in future versions. The major change to EPP 2007 is the addition of uncertainty estimation for generalised epidemics using the technique of Bayesian melding, but many additional changes have been made to improve the user interface and efficiency of the package. This paper describes the interface for uncertainty analysis, changes to the user interface for calibration procedures and other user interface changes to improve EPP’s utility in different settings. While formal uncertainty assessment remains an unresolved challenge in low-level and concentrated epidemics, the Bayesian melding approach has been applied to provide analysts in these settings with a visual depiction of the range of models that may be consistent with their data. In fitting the model to countries with longer-running epidemics in sub-Saharan Africa, a number of limitations have been identified in the current model with respect to accommodating behaviour change and accurately replicating certain observed epidemic patterns. This paper discusses these issues along with their implications for future changes to EPP and to the underlying UNAIDS Reference Group model

Early Universe Constraints on Time Variation of Fundamental Constants

We study the time variation of fundamental constants in the early Universe. Using data from primordial light nuclei abundances, CMB and the 2dFGRS power spectrum, we put constraints on the time variation of the fine structure constant $\alpha$, and the Higgs vacuum expectation value $$without assuming any theoretical framework. A variation in$$ leads to a variation in the electron mass, among other effects. Along the same line, we study the variation of $\alpha$ and the electron mass $m_e$. In a purely phenomenological fashion, we derive a relationship between both variations.Comment: 18 pages, 12 figures, accepted for publication in Physical Review

Tests of Bayesian Model Selection Techniques for Gravitational Wave Astronomy

The analysis of gravitational wave data involves many model selection problems. The most important example is the detection problem of selecting between the data being consistent with instrument noise alone, or instrument noise and a gravitational wave signal. The analysis of data from ground based gravitational wave detectors is mostly conducted using classical statistics, and methods such as the Neyman-Pearson criteria are used for model selection. Future space based detectors, such as the \emph{Laser Interferometer Space Antenna} (LISA), are expected to produced rich data streams containing the signals from many millions of sources. Determining the number of sources that are resolvable, and the most appropriate description of each source poses a challenging model selection problem that may best be addressed in a Bayesian framework. An important class of LISA sources are the millions of low-mass binary systems within our own galaxy, tens of thousands of which will be detectable. Not only are the number of sources unknown, but so are the number of parameters required to model the waveforms. For example, a significant subset of the resolvable galactic binaries will exhibit orbital frequency evolution, while a smaller number will have measurable eccentricity. In the Bayesian approach to model selection one needs to compute the Bayes factor between competing models. Here we explore various methods for computing Bayes factors in the context of determining which galactic binaries have measurable frequency evolution. The methods explored include a Reverse Jump Markov Chain Monte Carlo (RJMCMC) algorithm, Savage-Dickie density ratios, the Schwarz-Bayes Information Criterion (BIC), and the Laplace approximation to the model evidence. We find good agreement between all of the approaches.Comment: 11 pages, 6 figure

A Bayesian Approach to the Detection Problem in Gravitational Wave Astronomy

The analysis of data from gravitational wave detectors can be divided into three phases: search, characterization, and evaluation. The evaluation of the detection - determining whether a candidate event is astrophysical in origin or some artifact created by instrument noise - is a crucial step in the analysis. The on-going analyses of data from ground based detectors employ a frequentist approach to the detection problem. A detection statistic is chosen, for which background levels and detection efficiencies are estimated from Monte Carlo studies. This approach frames the detection problem in terms of an infinite collection of trials, with the actual measurement corresponding to some realization of this hypothetical set. Here we explore an alternative, Bayesian approach to the detection problem, that considers prior information and the actual data in hand. Our particular focus is on the computational techniques used to implement the Bayesian analysis. We find that the Parallel Tempered Markov Chain Monte Carlo (PTMCMC) algorithm is able to address all three phases of the anaylsis in a coherent framework. The signals are found by locating the posterior modes, the model parameters are characterized by mapping out the joint posterior distribution, and finally, the model evidence is computed by thermodynamic integration. As a demonstration, we consider the detection problem of selecting between models describing the data as instrument noise, or instrument noise plus the signal from a single compact galactic binary. The evidence ratios, or Bayes factors, computed by the PTMCMC algorithm are found to be in close agreement with those computed using a Reversible Jump Markov Chain Monte Carlo algorithm.Comment: 19 pages, 12 figures, revised to address referee's comment

Modelling national HIV/AIDS epidemics: revised approach in the UNAIDS Estimation and Projection Package 2011

Objective: United Nations Programme on HIV/AIDS reports regularly on estimated levels and trends in HIV/AIDS epidemics, which are evaluated using an epidemiological model within the Estimation and Projection Package (EPP). The relatively simple four-parameter model of HIV incidence used in EPP through the previous round of estimates has encountered challenges when attempting to fit certain data series on prevalence over time, particularly in settings with long running epidemics where prevalence has increased recently. To address this, the most recent version of the modelling package (EPP 2011) includes a more flexible epidemiological model that allows HIV infection risk to vary over time. This paper describes the technical details of this flexible approach to modelling HIV transmission dynamics within EPP 2011. Methodology For the flexible modelling approach, the force of infection parameter, r, is allowed to vary over time through a random walk formulation, and an informative prior distribution is used to improve short-term projections beyond the last year of data. Model parameters are estimated using a Bayesian estimation approach in which models are fit to HIV seroprevalence data from surveillance sites. Results: This flexible model can yield better estimates of HIV prevalence over time in situations where the classic EPP model has difficulties, such as in Uganda, where prevalence is no longer falling. Based on formal out-of-sample projection tests, the flexible modelling approach also improves predictions and CIs for extrapolations beyond the last observed data point. Conclusions: We recommend use of a flexible modelling approach where data are sufficient (eg, where at least 5 years of observations are available), and particularly where an epidemic is beyond its peak

Bayesian Blocks, A New Method to Analyze Structure in Photon Counting Data

I describe a new time-domain algorithm for detecting localized structures (bursts), revealing pulse shapes, and generally characterizing intensity variations. The input is raw counting data, in any of three forms: time-tagged photon events (TTE), binned counts, or time-to-spill (TTS) data. The output is the most likely segmentation of the observation into time intervals during which the photon arrival rate is perceptibly constant -- i.e. has a fixed intensity without statistically significant variations. Since the analysis is based on Bayesian statistics, I call the resulting structures Bayesian Blocks. Unlike most, this method does not stipulate time bins -- instead the data themselves determine a piecewise constant representation. Therefore the analysis procedure itself does not impose a lower limit to the time scale on which variability can be detected. Locations, amplitudes, and rise and decay times of pulses within a time series can be estimated, independent of any pulse-shape model -- but only if they do not overlap too much, as deconvolution is not incorporated. The Bayesian Blocks method is demonstrated by analyzing pulse structure in BATSE $\gamma$-ray data. The MatLab scripts and sample data can be found on the WWW at: http://george.arc.nasa.gov/~scargle/papers.htmlComment: 42 pages, 2 figures; revision correcting mathematical errors; clarifications; removed Cyg X-1 sectio