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Reflections on Murray Aitkin's contributions to nonparametric mixture models and Bayes factors Murray Aitkin对非参数混合模型和贝叶斯因子贡献的思考
IF 1 4区 数学 Q2 STATISTICS & PROBABILITY Pub Date : 2021-02-08 DOI: 10.1177/1471082X20981312
A. Agresti, F. Bartolucci, A. Mira
We describe two interesting and innovative strands of Murray Aitkin's research publications, dealing with mixture models and with Bayesian inference. Of his considerable publications on mixture models, we focus on a nonparametric random effects approach in generalized linear mixed modelling, which has proven useful in a wide variety of applications. As an early proponent of ways of implementing the Bayesian paradigm, Aitkin proposed an alternative Bayes factor based on a posterior mean likelihood. We discuss these innovative approaches and some research lines motivated by them and also suggest future related methodological implementations.
我们描述了Murray Aitkin研究出版物中两个有趣且创新的部分,涉及混合模型和贝叶斯推理。在他关于混合模型的大量出版物中,我们专注于广义线性混合模型中的非参数随机效应方法,该方法已被证明在各种应用中有用。作为实现贝叶斯范式方法的早期支持者,艾特金提出了一种基于后验均值似然的替代贝叶斯因子。我们讨论了这些创新方法和受其启发的一些研究路线,并提出了未来相关的方法实施建议。
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引用次数: 0
Editorial 社论
IF 1 4区 数学 Q2 STATISTICS & PROBABILITY Pub Date : 2021-02-01 DOI: 10.1177/1471082x20943971
B. Marx, Komárek Arnošt, V. Núñez-Antón
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引用次数: 0
Assessing Importance of Biomarkers: a Bayesian Joint Modeling Approach of Longitudinal and Survival Data with Semicompeting Risks. 评估生物标志物的重要性:具有半竞争风险的纵向和生存数据的贝叶斯联合建模方法。
IF 1 4区 数学 Q2 STATISTICS & PROBABILITY Pub Date : 2021-02-01 Epub Date: 2020-07-27 DOI: 10.1177/1471082x20933363
Fan Zhang, Ming-Hui Chen, Xiuyu Julie Cong, Qingxia Chen

Longitudinal biomarkers such as patient-reported outcomes (PROs) and quality of life (QOL) are routinely collected in cancer clinical trials or other studies. Joint modeling of PRO/QOL and survival data can provide a comparative assessment of patient-reported changes in specific symptoms or global measures that correspond to changes in survival. Motivated by a head and neck cancer clinical trial, we develop a class of trajectory-based models for longitudinal and survival data with disease progression. Specifically, we propose a class of mixed effects regression models for longitudinal measures, a cure rate model for the disease progression time (T P ), and a Cox proportional hazards model with time-varying covariates for the overall survival time (T D ) to account for T P and treatment switching. Under the semi-competing risks framework, the disease progression is the nonterminal event, the occurrence of which is subject to a terminal event of death. The properties of the proposed models are examined in detail. Within the Bayesian paradigm, we derive the decompositions of the deviance information criterion (DIC) and the logarithm of the pseudo marginal likelihood (LPML) to assess the fit of the longitudinal component of the model and the fit of each survival component, separately. We further develop ΔDIC as well as ΔLPML to determine the importance and contribution of the longitudinal data to the model fit of the T P and T D data.

纵向生物标志物,如患者报告的结果(PROs)和生活质量(QOL),通常在癌症临床试验或其他研究中收集。PRO/QOL和生存数据的联合建模可以对患者报告的特定症状的变化或与生存变化相对应的全局措施进行比较评估。在头颈癌临床试验的激励下,我们开发了一类基于轨迹的模型,用于疾病进展的纵向和生存数据。具体来说,我们提出了一类用于纵向测量的混合效应回归模型,一个用于疾病进展时间(tp)的治愈率模型,以及一个用于总生存时间(td)的具有时变协变量的Cox比例风险模型,以考虑tp和治疗切换。在半竞争风险框架下,疾病进展为非终点事件,其发生以死亡为终点事件。对所提出的模型的性质进行了详细的研究。在贝叶斯范式中,我们推导了偏差信息准则(DIC)和伪边际似然(LPML)的对数的分解,分别评估模型的纵向分量和每个生存分量的拟合。我们进一步发展ΔDIC和ΔLPML来确定纵向数据对T P和T D数据模型拟合的重要性和贡献。
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引用次数: 7
Joint modelling of longitudinal and survival data in the presence of competing risks with applications to prostate cancer data. 在存在竞争风险的情况下对纵向数据和生存数据进行联合建模,并应用于前列腺癌数据。
IF 1.2 4区 数学 Q2 STATISTICS & PROBABILITY Pub Date : 2021-02-01 Epub Date: 2020-09-25 DOI: 10.1177/1471082X20944620
Md Tuhin Sheikh, Joseph G Ibrahim, Jonathan A Gelfond, Wei Sun, Ming-Hui Chen

This research is motivated from the data from a large Selenium and Vitamin E Cancer Prevention Trial (SELECT). The prostate specific antigens (PSAs) were collected longitudinally, and the survival endpoint was the time to low-grade cancer or the time to high-grade cancer (competing risks). In this article, the goal is to model the longitudinal PSA data and the time-to-prostate cancer (PC) due to low- or high-grade. We consider the low-grade and high-grade as two competing causes of developing PC. A joint model for simultaneously analysing longitudinal and time-to-event data in the presence of multiple causes of failure (or competing risk) is proposed within the Bayesian framework. The proposed model allows for handling the missing causes of failure in the SELECT data and implementing an efficient Markov chain Monte Carlo sampling algorithm to sample from the posterior distribution via a novel reparameterization technique. Bayesian criteria, ΔDICSurv, and ΔWAICSurv, are introduced to quantify the gain in fit in the survival sub-model due to the inclusion of longitudinal data. A simulation study is conducted to examine the empirical performance of the posterior estimates as well as ΔDICSurv and ΔWAICSurv and a detailed analysis of the SELECT data is also carried out to further demonstrate the proposed methodology.

这项研究的灵感来自于一项大型硒和维生素 E 癌症预防试验(SELECT)的数据。该试验纵向收集了前列腺特异性抗原(PSA)数据,生存终点是低级别癌症发生时间或高级别癌症发生时间(竞争风险)。本文的目标是对纵向 PSA 数据以及低级别或高级别前列腺癌(PC)的发生时间进行建模。我们将低分化和高分化视为导致前列腺癌的两个相互竞争的原因。我们在贝叶斯框架内提出了一个联合模型,用于在存在多种失败原因(或竞争风险)的情况下同时分析纵向数据和时间到事件数据。所提出的模型可以处理 SELECT 数据中缺失的故障原因,并通过一种新颖的重参数化技术实施高效的马尔科夫链蒙特卡罗采样算法,从后验分布中进行采样。引入贝叶斯标准 ΔDICSurv 和 ΔWAICSurv 来量化由于纳入纵向数据而在生存子模型中获得的拟合收益。为了检验后验估计值以及 ΔDICSurv 和 ΔWAICSurv 的经验性能,我们进行了模拟研究,并对 SELECT 数据进行了详细分析,以进一步证明所建议的方法。
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引用次数: 0
Guest Editorial 客人编辑
IF 1 4区 数学 Q2 STATISTICS & PROBABILITY Pub Date : 2021-02-01 DOI: 10.1177/1471082X20967121
C. Armero, V. Gómez‐Rubio
The main objective of this journal, Statistical Modelling, deals with original papers which consider statistical modelling as a fundamental tool for statistical learning, both methodological and applied. This special issue, devoted to Bayesian Inference for Joint Models in Survival Analysis, has been entirely inspired by this idea. Survival joint models account for complex structured modelling. Typically, the outcomes of interest are times-to-event which can be jointly analysed with other type of information in order to improve inference and gain a better insight on the scientific question under study. Usually, longitudinal input is modelled jointly with time-to-event data to allow the inclusion of temporal covariates in the survival model, but joint modelling can be extended to deal with other types of data such as spatial observations. In addition, joint models are also suitable for dealing with longitudinal scenarios with non-ignorable missing patterns which can be described in terms of survival tools. Bayesian inference offers a flexible and attractive conceptual framework to joint models of survival data mainly due to its special conception of probability that allows to quantify in probabilistic terms all the sources of uncertainty, observable or not, in the problem under study, and the use of Bayes’ theorem to sequentially update probabilities as more relevant information is obtained. Bayes computation for complex models is not easy. This topic is particularly important in the framework of Bayesian survival joint models because their practical implementation generates new computational scenarios that involve novel questions and challenges. This special issue contains eight articles which include new proposals for model implementation, methodological developments as well as interesting practical applications. Although most of the papers in this issue are methodological, all of them have a special section in which the proposed methodology is applied to a real problem, usually coming from medical contexts. Below, we briefly present the different works in this special issue. The conceptual framework of Beesley and Taylor is multistate models, a class of stochastic processes which account for event history data with individuals who may experience different events in time. This article focuses on model selection, a key topic in multistate models due to the high number of parameters in its specification which are exacerbated by complicated patterns derived from data missingness, the presence of highly correlated predictors, and complex hierarchical parameter relationships. Model selection is based on shrinkage methods that Bayesian methodology addresses through the specification of prior distributions. Horseshoe priors, and spike and slab priors defined in terms of a mixture of two normal distributions and the particular case of a spike with point mass at zero are considered. These proposals are discussed for an illness-and-death model and a gener
本杂志的主要目标,统计建模,处理原始论文,认为统计建模作为统计学习的基本工具,无论是方法和应用。本期特刊,专门讨论生存分析中联合模型的贝叶斯推理,完全是受这个想法的启发。生存关节模型解释了复杂的结构建模。通常,感兴趣的结果是事件的时间,可以与其他类型的信息联合分析,以改进推理并更好地了解所研究的科学问题。通常,纵向输入与时间到事件数据联合建模,以允许在生存模型中包含时间协变量,但联合建模可以扩展到处理其他类型的数据,如空间观测。此外,联合模型也适用于处理具有不可忽略的缺失模式的纵向情景,这些模式可以用生存工具来描述。贝叶斯推理为生存数据联合模型提供了一个灵活而有吸引力的概念框架,主要是因为其特殊的概率概念允许用概率术语量化所研究问题中所有不确定性的来源,无论是否可观察到,并使用贝叶斯定理在获得更多相关信息时顺序更新概率。复杂模型的贝叶斯计算并不容易。这个主题在贝叶斯生存联合模型的框架中尤为重要,因为它们的实际实现产生了涉及新问题和挑战的新计算场景。这期特刊包含八篇文章,其中包括模型实现的新建议,方法的发展以及有趣的实际应用。虽然本刊的大多数论文都是方法论的,但它们都有一个特殊的部分,其中所提出的方法应用于实际问题,通常来自医学背景。下面,我们将简要介绍本期特刊中不同的作品。Beesley和Taylor的概念框架是多状态模型,这是一类随机过程,用于解释个体在时间上可能经历不同事件的事件历史数据。本文的重点是模型选择,这是多状态模型的一个关键主题,因为它的规范中有大量的参数,而由于数据缺失、高度相关的预测因子的存在和复杂的分层参数关系而产生的复杂模式加剧了模型选择。模型选择是基于收缩方法,贝叶斯方法解决通过规范的先验分布。考虑了马蹄形先验,以及根据两个正态分布的混合定义的spike和slab先验,以及点质量为零的spike的特殊情况。这些建议分别讨论了前列腺癌和头颈癌患者治疗的疾病-死亡模型和广义多状态治愈模型。
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引用次数: 0
Renewal model for anomalous traffic in Internet2 links Internet2链路中异常流量的更新模型
IF 1 4区 数学 Q2 STATISTICS & PROBABILITY Pub Date : 2021-02-01 DOI: 10.1177/1471082x19983146
John Nicholson, Piotr Kokoszka, Robert Lund, Peter Kiessler, Julia Sharp

We propose and estimate an alternating renewal model describing the propagation of anomalies in a backbone internet network in the United States. Internet anomalies, either caused by equipment malfunction, news events or malicious attacks, have been a focus of research in network engineering since the advent of the internet over 30 years ago. This article contributes to the understanding of statistical properties of the times between the arrivals of the anomalies, their duration and stochastic structure. Anomalous, or active, time periods are modelled as periods containing clusters or 1s, where 1 indicates a presence of an anomaly. The inactive periods consisting entirely of 0s dominate the 0–1 time series in every link. Since the active periods contain 0s, a separation parameter is introduced and estimated jointly with all other parameters of the model. Our statistical analysis shows that the integer-valued separation parameter and five other non-negative, scalar parameters satisfactorily describe all statistical properties of the observed 0–1 series.

我们提出并估计了一个交替更新模型,该模型描述了美国骨干网中异常的传播。自30多年前互联网出现以来,由设备故障、新闻事件或恶意攻击引起的互联网异常一直是网络工程研究的重点。本文有助于理解异常出现的时间间隔、持续时间和随机结构的统计性质。异常或活跃的时间段被建模为包含集群或1的周期,其中1表示存在异常。完全由0组成的非活动时段在各环节的0-1时间序列中占主导地位。由于活动周期包含0,因此引入分离参数并与模型的所有其他参数联合估计。我们的统计分析表明,整数值分离参数和其他五个非负标量参数满意地描述了观测到的0-1序列的所有统计性质。
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引用次数: 0
Renewal model for anomalous traffic in Internet2 links Internet2链路中异常流量的更新模型
IF 1 4区 数学 Q2 STATISTICS & PROBABILITY Pub Date : 2021-02-01 DOI: 10.1177/1471082x19983146
John Nicholson, Piotr Kokoszka, Robert Lund, Peter Kiessler, Julia Sharp

We propose and estimate an alternating renewal model describing the propagation of anomalies in a backbone internet network in the United States. Internet anomalies, either caused by equipment malfunction, news events or malicious attacks, have been a focus of research in network engineering since the advent of the internet over 30 years ago. This article contributes to the understanding of statistical properties of the times between the arrivals of the anomalies, their duration and stochastic structure. Anomalous, or active, time periods are modelled as periods containing clusters or 1s, where 1 indicates a presence of an anomaly. The inactive periods consisting entirely of 0s dominate the 0–1 time series in every link. Since the active periods contain 0s, a separation parameter is introduced and estimated jointly with all other parameters of the model. Our statistical analysis shows that the integer-valued separation parameter and five other non-negative, scalar parameters satisfactorily describe all statistical properties of the observed 0–1 series.

我们提出并估计了一个交替更新模型,该模型描述了美国骨干网中异常的传播。自30多年前互联网出现以来,由设备故障、新闻事件或恶意攻击引起的互联网异常一直是网络工程研究的重点。本文有助于理解异常出现的时间间隔、持续时间和随机结构的统计性质。异常或活跃的时间段被建模为包含集群或1的周期,其中1表示存在异常。完全由0组成的非活动时段在各环节的0-1时间序列中占主导地位。由于活动周期包含0,因此引入分离参数并与模型的所有其他参数联合估计。我们的统计分析表明,整数值分离参数和其他五个非负标量参数满意地描述了观测到的0-1序列的所有统计性质。
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引用次数: 0
Renewal model for anomalous traffic in Internet2 links Internet2链路中异常流量的更新模型
IF 1 4区 数学 Q2 STATISTICS & PROBABILITY Pub Date : 2021-01-22 DOI: 10.1177/1471082X20983146
J. Nicholson, P. Kokoszka, Robert Lund, P. Kiessler, J. Sharp
We propose and estimate an alternating renewal model describing the propagation of anomalies in a backbone internet network in the United States. Internet anomalies, either caused by equipment malfunction, news events or malicious attacks, have been a focus of research in network engineering since the advent of the internet over 30 years ago. This article contributes to the understanding of statistical properties of the times between the arrivals of the anomalies, their duration and stochastic structure. Anomalous, or active, time periods are modelled as periods containing clusters or 1s, where 1 indicates a presence of an anomaly. The inactive periods consisting entirely of 0s dominate the 0–1 time series in every link. Since the active periods contain 0s, a separation parameter is introduced and estimated jointly with all other parameters of the model. Our statistical analysis shows that the integer-valued separation parameter and five other non-negative, scalar parameters satisfactorily describe all statistical properties of the observed 0–1 series.
我们提出并估计了一个交替更新模型,该模型描述了美国骨干网中异常的传播。自30多年前互联网出现以来,由设备故障、新闻事件或恶意攻击引起的互联网异常一直是网络工程研究的重点。本文有助于理解异常出现的时间间隔、持续时间和随机结构的统计性质。异常或活跃的时间段被建模为包含集群或1的周期,其中1表示存在异常。完全由0组成的非活动时段在各环节的0-1时间序列中占主导地位。由于活动周期包含0,因此引入分离参数并与模型的所有其他参数联合估计。我们的统计分析表明,整数值分离参数和其他五个非负标量参数满意地描述了观测到的0-1序列的所有统计性质。
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引用次数: 1
Multivariate ordinal random effects models including subject and group specific response style effects 多元有序随机效应模型,包括受试者和群体特定反应风格效应
IF 1 4区 数学 Q2 STATISTICS & PROBABILITY Pub Date : 2021-01-06 DOI: 10.1177/1471082X20978034
G. Schauberger, G. Tutz
Common random effects models for repeated measurements account for the heterogeneity in the population by including subject-specific intercepts or variable effects. They do not account for the heterogeneity in answering tendencies. For ordinal responses in particular, the tendency to choose extreme or middle responses can vary in the population. Extended models are proposed that account for this type of heterogeneity. Location effects as well as the tendency to extreme or middle responses are modelled as functions of explanatory variables. It is demonstrated that ignoring response styles may affect the accuracy of parameter estimates. An example demonstrates the applicability of the method.
用于重复测量的常见随机效应模型通过包括受试者特定的截点或可变效应来解释群体中的异质性。他们没有解释回答倾向的异质性。特别是对于有序的反应,选择极端或中间反应的倾向在人群中是不同的。提出了解释这种异质性的扩展模型。区位效应以及极端或中等反应的倾向被建模为解释变量的函数。结果表明,忽略响应类型会影响参数估计的准确性。算例说明了该方法的适用性。
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引用次数: 1
A mixed hidden Markov model for multivariate monotone disease processes in the presence of measurement errors 存在测量误差的多变量单调疾病过程的混合隐马尔可夫模型
IF 1 4区 数学 Q2 STATISTICS & PROBABILITY Pub Date : 2020-12-22 DOI: 10.1177/1471082X20973473
L. Naranjo, E. Lesaffre, C. J. Pérez
Motivated by a longitudinal oral health study, the Signal-Tandmobiel® study, an inhomogeneous mixed hidden Markov model with continuous state-space is proposed to explain the caries disease process in children between 6 and 12 years of age. The binary caries experience outcomes are subject to misclassification. We modelled this misclassification process via a longitudinal latent continuous response subject to a measurement error process and showing a monotone behaviour. The baseline distributions of the unobservable continuous processes are defined as a function of the covariates through the specification of conditional distributions making use of the Markov property. In addition, random effects are considered to model the relationships among the multivariate responses. Our approach is in contrast with a previous approach working on the binary outcome scale. This method requires conditional independence of the possibly corrupted binary outcomes on the true binary outcomes. We assumed conditional independence on the latent scale, which is a weaker assumption than conditional independence on the binary scale. The aim of this article is therefore to show the properties of a model for a progressive longitudinal response with misclassification on the manifest scale but modelled on the latent scale. The model parameters are estimated in a Bayesian way using an efficient Markov chain Monte Carlo method. The model performance is shown through a simulation-based example, and the analysis of the motivating dataset is presented.
受一项纵向口腔健康研究Signal Tandmobiel®研究的启发,提出了一个具有连续状态空间的非均匀混合隐马尔可夫模型来解释6-12岁儿童的龋齿发病过程。二元龋齿体验结果可能会被错误分类。我们通过受测量误差过程影响的纵向潜在连续响应来模拟这种错误分类过程,并表现出单调行为。通过利用马尔可夫性质指定条件分布,将不可观测连续过程的基线分布定义为协变量的函数。此外,还考虑了随机效应来建模多变量响应之间的关系。我们的方法与以前的二元结果量表方法形成对比。该方法要求可能损坏的二元结果与真实二元结果的条件独立性。我们在潜在尺度上假设了条件独立性,这是一个比二元尺度上的条件独立性弱的假设。因此,本文的目的是展示渐进纵向响应模型的性质,该模型在明显尺度上错误分类,但在潜在尺度上建模。使用有效的马尔可夫链蒙特卡罗方法以贝叶斯方式估计模型参数。通过一个仿真实例展示了模型的性能,并对激励数据集进行了分析。
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引用次数: 2
期刊
Statistical Modelling
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