10 results on '"Bayesian P-spline"'
Search Results
2. Bayesian Analysis of Tweedie Compound Poisson Partial Linear Mixed Models with Nonignorable Missing Response and Covariates.
- Author
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Wu, Zhenhuan, Duan, Xingde, and Zhang, Wenzhuan
- Subjects
- *
BAYESIAN analysis , *GIBBS sampling , *POISSON distribution , *REGRESSION analysis , *MISSING data (Statistics) , *NONPARAMETRIC estimation , *LOGISTIC regression analysis , *OSTEOARTHRITIS - Abstract
Under the Bayesian framework, this study proposes a Tweedie compound Poisson partial linear mixed model on the basis of Bayesian P-spline approximation to nonparametric function for longitudinal semicontinuous data in the presence of nonignorable missing covariates and responses. The logistic regression model is simultaneously used to specify the missing response and covariate mechanisms. A hybrid algorithm combining the Gibbs sampler and the Metropolis–Hastings algorithm is employed to produce the joint Bayesian estimates of unknown parameters and random effects as well as nonparametric function. Several simulation studies and a real example relating to the osteoarthritis initiative data are presented to illustrate the proposed methodologies. [ABSTRACT FROM AUTHOR]
- Published
- 2023
- Full Text
- View/download PDF
3. Appropriately smoothing prevalence data to inform estimates of growth rate and reproduction number
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Oliver Eales, Kylie E.C. Ainslie, Caroline E. Walters, Haowei Wang, Christina Atchison, Deborah Ashby, Christl A. Donnelly, Graham Cooke, Wendy Barclay, Helen Ward, Ara Darzi, Paul Elliott, and Steven Riley
- Subjects
SARS-CoV-2 ,COVID-19 ,Bayesian P-spline ,Cross-sectional study ,Reproduction number ,Infectious and parasitic diseases ,RC109-216 - Abstract
The time-varying reproduction number (Rt) can change rapidly over the course of a pandemic due to changing restrictions, behaviours, and levels of population immunity. Many methods exist that allow the estimation of Rtfrom case data. However, these are not easily adapted to point prevalence data nor can they infer Rtacross periods of missing data. We developed a Bayesian P-spline model suitable for fitting to a wide range of epidemic time-series, including point-prevalence data. We demonstrate the utility of the model by fitting to periodic daily SARS-CoV-2 swab-positivity data in England from the first 7 rounds (May 2020–December 2020) of the REal-time Assessment of Community Transmission-1 (REACT-1) study. Estimates of Rtover the period of two subsequent rounds (6–8 weeks) and single rounds (2–3 weeks) inferred using the Bayesian P-spline model were broadly consistent with estimates from a simple exponential model, with overlapping credible intervals. However, there were sometimes substantial differences in point estimates. The Bayesian P-spline model was further able to infer changes in Rtover shorter periods tracking a temporary increase above one during late-May 2020, a gradual increase in Rtover the summer of 2020 as restrictions were eased, and a reduction in Rtduring England’s second national lockdown followed by an increase as the Alpha variant surged. The model is robust against both under-fitting and over-fitting and is able to interpolate between periods of available data; it is a particularly versatile model when growth rate can change over small timescales, as in the current SARS-CoV-2 pandemic. This work highlights the importance of pairing robust methods with representative samples to track pandemics.
- Published
- 2022
- Full Text
- View/download PDF
4. Bayesian semiparametric reproductive dispersion mixed models for non-normal longitudinal data: estimation and case influence analysis.
- Author
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Duan, Xingde, Kam Fung, Wing, and Tang, Niansheng
- Subjects
- *
BAYESIAN analysis , *DIRICHLET problem , *MATHEMATICAL functions , *DIVERGENCE theorem , *APPROXIMATION theory - Abstract
Semiparametric reproductive dispersion mixed model (SPRDMM) is a natural extension of the reproductive dispersion model and the semiparametric mixed model. In this paper, we relax the normality assumption of random effects in SPRDMM and use a truncated and centred Dirichlet process prior to specify random effects, and present the Bayesian P-spline to approximate the smoothing unknown function. A hybrid algorithm combining the block Gibbs sampler and the Metropolis–Hastings algorithm is implemented to sample observations from the posterior distribution. Also, we develop Bayesian case deletion influence measure for SPRDMM based on theφ-divergence and present those computationally feasible formulas. Several simulation studies and a real example are presented to illustrate the proposed methodologies. [ABSTRACT FROM AUTHOR]
- Published
- 2017
- Full Text
- View/download PDF
5. Appropriately smoothing prevalence data to inform estimates of growth rate and reproduction number.
- Author
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Eales, Oliver, Ainslie, Kylie E.C., Walters, Caroline E., Wang, Haowei, Atchison, Christina, Ashby, Deborah, Donnelly, Christl A., Cooke, Graham, Barclay, Wendy, Ward, Helen, Darzi, Ara, Elliott, Paul, and Riley, Steven
- Abstract
The time-varying reproduction number (R t) can change rapidly over the course of a pandemic due to changing restrictions, behaviours, and levels of population immunity. Many methods exist that allow the estimation of R t from case data. However, these are not easily adapted to point prevalence data nor can they infer R t across periods of missing data. We developed a Bayesian P-spline model suitable for fitting to a wide range of epidemic time-series, including point-prevalence data. We demonstrate the utility of the model by fitting to periodic daily SARS-CoV-2 swab-positivity data in England from the first 7 rounds (May 2020–December 2020) of the REal-time Assessment of Community Transmission-1 (REACT-1) study. Estimates of R t over the period of two subsequent rounds (6–8 weeks) and single rounds (2–3 weeks) inferred using the Bayesian P-spline model were broadly consistent with estimates from a simple exponential model, with overlapping credible intervals. However, there were sometimes substantial differences in point estimates. The Bayesian P-spline model was further able to infer changes in R t over shorter periods tracking a temporary increase above one during late-May 2020, a gradual increase in R t over the summer of 2020 as restrictions were eased, and a reduction in R t during England's second national lockdown followed by an increase as the Alpha variant surged. The model is robust against both under-fitting and over-fitting and is able to interpolate between periods of available data; it is a particularly versatile model when growth rate can change over small timescales, as in the current SARS-CoV-2 pandemic. This work highlights the importance of pairing robust methods with representative samples to track pandemics. • Real-time Assessment of Community Transmission-1 (REACT-1) study May–December 2020. • Randomly selected community samples measure SARS-CoV-2 prevalence in England. • Trends in prevalence over time inferred using a Bayesian Penalised-spline (P-spline). • Trends over time in the reproduction number and instantaneous growth rate quantified. [ABSTRACT FROM AUTHOR]
- Published
- 2022
- Full Text
- View/download PDF
6. Bayesian P-splines and advanced computing in R for a changepoint analysis on spatio-temporal point processes
- Author
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Fedele Pasquale Greco, E.M. Scott, Linda Altieri, Janine B. Illian, Daniela Cocchi, Altieri, L., Cocchi, D., Greco, F., Illian, J.B., Scott, E.M., University of St Andrews. School of Mathematics and Statistics, University of St Andrews. Scottish Oceans Institute, and University of St Andrews. Centre for Research into Ecological & Environmental Modelling
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Parallel computing ,QA75 ,Statistics and Probability ,010504 meteorology & atmospheric sciences ,QA75 Electronic computers. Computer science ,Bayesian probability ,NDAS ,spatial effect ,P splines ,computer.software_genre ,01 natural sciences ,Point process ,010104 statistics & probability ,Bayesian P-spline ,Modelling and Simulation ,Bayesian hierarchical modeling ,QA Mathematics ,0101 mathematics ,QA ,0105 earth and related environmental sciences ,Mathematics ,Bayesian P-splines ,parallel computing ,log-Gaussian Cox processe ,Applied Mathematics ,Perspective (graphical) ,Probability and statistics ,Spatial effect ,Data set ,Spatio-temporal point processes ,Earthquake data ,Modeling and Simulation ,Changepoint analysis ,62M30 ,spatio-temporal point processe ,Data mining ,Statistics, Probability and Uncertainty ,Focus (optics) ,Log-Gaussian Cox processes ,62H11 ,changepoint analysi ,computer - Abstract
As regards authors Linda Altieri and Fedele Greco, the research work underlying this paper was partially funded by an FIRB 2012 [grant number RBFR12URQJ]; title: Statistical modelling of environmental phenomena: pollution, meteorology, health and their interactions) for research projects by the Italian Ministry of Education, Universities and Research. This work presents advanced computational aspects of a new method for changepoint detection on spatio-temporal point process data. We summarize the methodology, based on building a Bayesian hierarchical model for the data and declaring prior conjectures on the number and positions of the changepoints, and show how to take decisions regarding the acceptance of potential changepoints. The focus of this work is about choosing an approach that detects the correct changepoint and delivers smooth reliable estimates in a feasible computational time; we propose Bayesian P-splines as a suitable tool for managing spatial variation, both under a computational and a model fitting performance perspective. The main computational challenges are outlined and a solution involving parallel computing in R is proposed and tested on a simulation study. An application is also presented on a data set of seismic events in Italy over the last 20 years. Postprint
- Published
- 2016
- Full Text
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7. Non-parametric regression on compositional covariates using Bayesian P-splines
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Massimo Ventrucci, Francesca Bruno, Fedele Pasquale Greco, Bruno, Francesca, Greco, Fedele, and Ventrucci, Massimo
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Statistics and Probability ,Bayesian probability ,Isometric log-ratio ,Vegetation cover ,Compositional data ,010501 environmental sciences ,01 natural sciences ,Regression ,Nonparametric regression ,010104 statistics & probability ,Spline (mathematics) ,Bayesian P-spline ,Statistics ,Covariate ,Prior probability ,Intrinsinc Gaussian Markov ,Applied mathematics ,0101 mathematics ,Statistics, Probability and Uncertainty ,Spatial analysis ,Random Field ,0105 earth and related environmental sciences ,Mathematics - Abstract
Methods to perform regression on compositional covariates have recently been proposed using isometric log-ratios (ilr) representation of compositional parts. This approach consists of first applying standard regression on ilr coordinates and second, transforming the estimated ilr coefficients into their contrast log-ratio counterparts. This gives easy-to-interpret parameters indicating the relative effect of each compositional part. In this work we present an extension of this framework, where compositional covariate effects are allowed to be smooth in the ilr domain. This is achieved by fitting a smooth function over the multidimensional ilr space, using Bayesian P-splines. Smoothness is achieved by assuming random walk priors on spline coefficients in a hierarchical Bayesian framework. The proposed methodology is applied to spatial data from an ecological survey on a gypsum outcrop located in the Emilia Romagna Region, Italy.
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- 2016
8. Penalized complexity priors for degrees of freedom in Bayesian P-splines
- Author
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Massimo Ventrucci, Håvard Rue, Ventrucci, M, and Rue, H
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FOS: Computer and information sciences ,Statistics and Probability ,Computer science ,Gaussian ,05 social sciences ,Bayesian probability ,Penalized complexity prior ,P splines ,penalized spline regression ,01 natural sciences ,Methodology (stat.ME) ,010104 statistics & probability ,symbols.namesake ,Spline (mathematics) ,Bayesian P-spline ,degrees of freedom ,0502 economics and business ,Prior probability ,symbols ,0101 mathematics ,Statistics, Probability and Uncertainty ,Gaussian markov random fields ,Algorithm ,Statistics - Methodology ,050205 econometrics - Abstract
Bayesian penalized splines (P-splines) assume an intrinsic Gaussian Markov random field prior on the spline coefficients, conditional on a precision hyper-parameter [Formula: see text]. Prior elicitation of [Formula: see text] is difficult. To overcome this issue, we aim to building priors on an interpretable property of the model, indicating the complexity of the smooth function to be estimated. Following this idea, we propose penalized complexity (PC) priors for the number of effective degrees of freedom. We present the general ideas behind the construction of these new PC priors, describe their properties and show how to implement them in P-splines for Gaussian data.
- Published
- 2015
9. Bayesian P-spline models for land use raster datasets
- Author
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VENTRUCCI, MASSIMO, COCCHI, DANIELA, Scott M., Ventrucci M., Cocchi D., and Scott M.
- Subjects
urban sprawl ,Bayesian P-spline ,raster - Published
- 2013
10. A simulation study with different number of observation using nonparametric regression splines
- Author
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Memmedli, Memmedaga, Nizamitdinov, A., and Anadolu Üniversitesi, Fen Fakültesi, İstatistik Bölümü
- Subjects
Bayesian P-Spline ,P-Spline ,Box-Plot ,Regression Spline ,Adaptive Bayesian Regression Spline ,Simulation Study - Abstract
11th WSEAS International Conference on Signal Processing, Computational Geometry and Artificial Vision, ISCGAV'11, 11th WSEAS International Conference on Systems Theory and Scientific Computation, ISTASC'11 -- 23 August 2011 through 25 August 2011 -- Florence -- 87580, In this study we made a simulation study using various nonparametric techniques. The methods that we have used in this study are following: regression spline, penalized spline, and their Bayesian versions: adaptive Bayesian regression spline and Bayesian P-splines. The main goal of our study is to compare nonparametric regression techniques and Bayesian versions of these techniques. For this purpose we made a simulation study with different functions. For each function we sampled n = 50, n =100 n = 200 n = 400 number of observations. The purpose of using different number of sampled observations is to analyze the behavior of utilized techniques. For simulation study we used dataset which sampled from the functions in the paper of [7]. The results of simulation study are compared with each other using mean value of the MSE (mean squared error) and showed results graphically using box plot of MSE.
- Published
- 2011
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