MICROSIMULATION MODEL CALIBRATION USING INCREMENTAL MIXTURE APPROXIMATE BAYESIAN COMPUTATION.

IF 1.4 4区 数学 Q2 STATISTICS & PROBABILITY Annals of Applied Statistics Pub Date : 2019-12-01 Epub Date: 2019-11-28 DOI:10.1214/19-aoas1279
Carolyn M Rutter, Jonathan Ozik, Maria DeYoreo, Nicholson Collier
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引用次数: 32

Abstract

Microsimulation models (MSMs) are used to inform policy by predicting population-level outcomes under different scenarios. MSMs simulate individual-level event histories that mark the disease process (such as the development of cancer) and the effect of policy actions (such as screening) on these events. MSMs often have many unknown parameters; calibration is the process of searching the parameter space to select parameters that result in accurate MSM prediction of a wide range of targets. We develop Incremental Mixture Approximate Bayesian Computation (IMABC) for MSM calibration, which results in a simulated sample from the posterior distribution of model parameters given calibration targets. IMABC begins with a rejection-based ABC step, drawing a sample of points from the prior distribution of model parameters and accepting points that result in simulated targets that are near observed targets. Next, the sample is iteratively updated by drawing additional points from a mixture of multivariate normal distributions and accepting points that result in accurate predictions. Posterior estimates are obtained by weighting the final set of accepted points to account for the adaptive sampling scheme. We demonstrate IMABC by calibrating CRC-SPIN 2.0, an updated version of a MSM for colorectal cancer (CRC) that has been used to inform national CRC screening guidelines.

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使用增量混合近似贝叶斯计算的微观模拟模型校准。
微观模拟模型通过预测不同情景下的人口水平结果来为政策提供信息。MSM模拟个体水平的事件历史,标记疾病过程(如癌症的发展)和政策行动(如筛查)对这些事件的影响。MSM通常具有许多未知参数;校准是搜索参数空间以选择参数的过程,该参数导致对大范围目标的精确MSM预测。我们开发了用于MSM校准的增量混合近似贝叶斯计算(IMABC),该计算从给定校准目标的模型参数的后验分布中产生模拟样本。IMABC从基于拒绝的ABC步骤开始,从模型参数的先验分布中提取点的样本,并接受导致模拟目标接近观测目标的点。接下来,通过从多元正态分布的混合物中绘制额外的点并接受导致准确预测的点来迭代更新样本。通过对最终接受点集进行加权来获得后验估计,以考虑自适应采样方案。我们通过校准CRC-SIN 2.0来证明IMABC,CRC-SPIN2.0是癌症(CRC)MSM的更新版本,已用于为国家CRC筛查指南提供信息。
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来源期刊
Annals of Applied Statistics
Annals of Applied Statistics 社会科学-统计学与概率论
CiteScore
3.10
自引率
5.60%
发文量
131
审稿时长
6-12 weeks
期刊介绍: Statistical research spans an enormous range from direct subject-matter collaborations to pure mathematical theory. The Annals of Applied Statistics, the newest journal from the IMS, is aimed at papers in the applied half of this range. Published quarterly in both print and electronic form, our goal is to provide a timely and unified forum for all areas of applied statistics.
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