Bayesian Federated Inference for Statistical Models

Abstract

Identifying predictive factors via multivariable statistical analysis is for rare diseases often impossible because the data sets available are too small. Combining data from different medical centers into a single (larger) database would alleviate this problem, but is in practice challenging due to regulatory and logistic problems. Federated Learning (FL) is a machine learning approach that aims to construct from local inferences in separate data centers what would have been inferred had the data sets been merged. It seeks to harvest the statistical power of larger data sets without actually creating them. The FL strategy is not always feasible for small data sets. Therefore, in this paper we refine and implement an alternative Bayesian Federated Inference (BFI) framework for multi center data with the same aim as FL. The BFI framework is designed to cope with small data sets by inferring locally not only the optimal parameter values, but also additional features of the posterior parameter distribution, capturing information beyond that is used in FL. BFI has the additional benefit that a single inference cycle across the centers is sufficient, whereas FL needs multiple cycles. We quantify the performance of the proposed methodology on simulated and real life data.Comment: 19 pages, 3 figures, 4 table