We develop in this manuscript a method for performing estimation and inference for the reproduction number of an epidemiological outbreak, focusing on the COVID-19 epidemic. The estimator is time-dependent and uses spline modelling to adapt to changes in the outbreak. This is accomplished by directly modelling the series of new infections as a function of time and subsequently using the derivative of the function to define a time-varying reproduction number, which is then used to assess the evolution of the epidemic for several countries.
{"title":"A spline-based time-varying reproduction number for modelling epidemiological outbreaks","authors":"Eugen Pircalabelu","doi":"10.1093/jrsssc/qlad027","DOIUrl":"https://doi.org/10.1093/jrsssc/qlad027","url":null,"abstract":"\u0000 We develop in this manuscript a method for performing estimation and inference for the reproduction number of an epidemiological outbreak, focusing on the COVID-19 epidemic. The estimator is time-dependent and uses spline modelling to adapt to changes in the outbreak. This is accomplished by directly modelling the series of new infections as a function of time and subsequently using the derivative of the function to define a time-varying reproduction number, which is then used to assess the evolution of the epidemic for several countries.","PeriodicalId":49981,"journal":{"name":"Journal of the Royal Statistical Society Series C-Applied Statistics","volume":"26 1","pages":""},"PeriodicalIF":1.6,"publicationDate":"2023-04-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74294069","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Ordinal endpoints are common in clinical studies. For example, many clinical trials for evaluating COVID-19 infection therapies have adopted an ordinal scale as recommended by the World Health Organization. Despite their importance in clinical studies, design methods for ordinal endpoints are limited; in practice, a dichotomized approach is often used for simplicity. Here, we introduce a Bayesian group sequential scheme to assess ordinal endpoints, which considers a proportional-odds (PO) model, a nonproportional-odds (NPO) model, and a PO/NPO-switch model to handle various scenarios. Extensive simulations are conducted to demonstrate desirable performance, and the R package BayesOrdDesign has been made publicly available.
{"title":"A Bayesian two-stage group sequential scheme for ordinal endpoints","authors":"Chengxue Zhong, Hongyu Miao, H. Pan","doi":"10.1093/jrsssc/qlad026","DOIUrl":"https://doi.org/10.1093/jrsssc/qlad026","url":null,"abstract":"\u0000 Ordinal endpoints are common in clinical studies. For example, many clinical trials for evaluating COVID-19 infection therapies have adopted an ordinal scale as recommended by the World Health Organization. Despite their importance in clinical studies, design methods for ordinal endpoints are limited; in practice, a dichotomized approach is often used for simplicity. Here, we introduce a Bayesian group sequential scheme to assess ordinal endpoints, which considers a proportional-odds (PO) model, a nonproportional-odds (NPO) model, and a PO/NPO-switch model to handle various scenarios. Extensive simulations are conducted to demonstrate desirable performance, and the R package BayesOrdDesign has been made publicly available.","PeriodicalId":49981,"journal":{"name":"Journal of the Royal Statistical Society Series C-Applied Statistics","volume":"1 1","pages":""},"PeriodicalIF":1.6,"publicationDate":"2023-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86828937","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Henrik Wiechers, Benjamin Eltzner, Kanti V Mardia, Stephan F Huckemann
Abstract Three-dimensional RNA structures frequently contain atomic clashes. Usually, corrections approximate the biophysical chemistry, which is computationally intensive and often does not correct all clashes. We propose fast, data-driven reconstructions from clash-free benchmark data with two-scale shape analysis: microscopic (suites) dihedral backbone angles, mesoscopic sugar ring centre landmarks. Our analysis relates concentrated mesoscopic scale neighbourhoods to microscopic scale clusters, correcting within-suite-backbone-to-backbone clashes exploiting angular shape and size-and-shape Fréchet means. Validation shows that learned classes highly correspond with literature clusters and reconstructions are well within physical resolution. We illustrate the power of our method using cutting-edge SARS-CoV-2 RNA.
{"title":"Learning torus PCA-based classification for multiscale RNA correction with application to SARS-CoV-2","authors":"Henrik Wiechers, Benjamin Eltzner, Kanti V Mardia, Stephan F Huckemann","doi":"10.1093/jrsssc/qlad004","DOIUrl":"https://doi.org/10.1093/jrsssc/qlad004","url":null,"abstract":"Abstract Three-dimensional RNA structures frequently contain atomic clashes. Usually, corrections approximate the biophysical chemistry, which is computationally intensive and often does not correct all clashes. We propose fast, data-driven reconstructions from clash-free benchmark data with two-scale shape analysis: microscopic (suites) dihedral backbone angles, mesoscopic sugar ring centre landmarks. Our analysis relates concentrated mesoscopic scale neighbourhoods to microscopic scale clusters, correcting within-suite-backbone-to-backbone clashes exploiting angular shape and size-and-shape Fréchet means. Validation shows that learned classes highly correspond with literature clusters and reconstructions are well within physical resolution. We illustrate the power of our method using cutting-edge SARS-CoV-2 RNA.","PeriodicalId":49981,"journal":{"name":"Journal of the Royal Statistical Society Series C-Applied Statistics","volume":"54 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-03-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"136091430","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Stochastic models are appealing for mortality forecasting in their ability to generate intervals that quantify uncertainties underlying the forecasts. We present a fully Bayesian implementation of the age-period-cohort-improvement (APCI) model with overdispersion, which is compared with the Lee–Carter model with cohorts. We show that naive prior specification can yield misleading inferences, where we propose Laplace prior as an elegant solution. We also perform model averaging to incorporate model uncertainty. Our findings indicate that the APCI model offers better fit and forecast for England and Wales data spanning 1961–2002. Our approach also allows coherent inclusion of multiple sources of uncertainty, producing well-calibrated probabilistic intervals.
{"title":"Bayesian model comparison for mortality forecasting","authors":"Jackie S. T. Wong, J. Forster, Peter W. F. Smith","doi":"10.1093/jrsssc/qlad021","DOIUrl":"https://doi.org/10.1093/jrsssc/qlad021","url":null,"abstract":"\u0000 Stochastic models are appealing for mortality forecasting in their ability to generate intervals that quantify uncertainties underlying the forecasts. We present a fully Bayesian implementation of the age-period-cohort-improvement (APCI) model with overdispersion, which is compared with the Lee–Carter model with cohorts. We show that naive prior specification can yield misleading inferences, where we propose Laplace prior as an elegant solution. We also perform model averaging to incorporate model uncertainty. Our findings indicate that the APCI model offers better fit and forecast for England and Wales data spanning 1961–2002. Our approach also allows coherent inclusion of multiple sources of uncertainty, producing well-calibrated probabilistic intervals.","PeriodicalId":49981,"journal":{"name":"Journal of the Royal Statistical Society Series C-Applied Statistics","volume":"46 1","pages":""},"PeriodicalIF":1.6,"publicationDate":"2023-03-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88234572","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
High-resolution circumference dendrometers measure the irreversible growth and the reversible shrinking and swelling due to the water content of a tree stem. We propose a novel statistical method to decompose these measurements into a permanent and a temporary component, while explaining differences between the trees and years by covariates. Our model embeds Gaussian processes with parametric mean and covariance functions as response structures in a distributional regression framework with structured additive predictors. We discuss different mean and covariance functions, connections with other model classes, Markov chain Monte Carlo inference, and the efficiency of our sampling scheme.
{"title":"Modelling intra-annual tree stem growth with a distributional regression approach for Gaussian process responses","authors":"Hannes Riebl, N. Klein, T. Kneib","doi":"10.1093/jrsssc/qlad015","DOIUrl":"https://doi.org/10.1093/jrsssc/qlad015","url":null,"abstract":"\u0000 High-resolution circumference dendrometers measure the irreversible growth and the reversible shrinking and swelling due to the water content of a tree stem. We propose a novel statistical method to decompose these measurements into a permanent and a temporary component, while explaining differences between the trees and years by covariates. Our model embeds Gaussian processes with parametric mean and covariance functions as response structures in a distributional regression framework with structured additive predictors. We discuss different mean and covariance functions, connections with other model classes, Markov chain Monte Carlo inference, and the efficiency of our sampling scheme.","PeriodicalId":49981,"journal":{"name":"Journal of the Royal Statistical Society Series C-Applied Statistics","volume":"26 1","pages":""},"PeriodicalIF":1.6,"publicationDate":"2023-03-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84823517","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Existing integer-valued generalised autoregressive conditional heteroskedasticity (INGARCH) models for spatio-temporal counts do not allow for negative parameter and autocorrelation values. Using approximately linear INGARCH models, the unified and flexible spatio-temporal (B)INGARCH framework for modelling unbounded (bounded) counts is proposed. These models combine negative dependencies with kinds of a long memory. They are easily adapted to special marginal features or cross-dependencies: When modelling precipitation data (counts of rainy hours), we account for zero-inflation, while for cloud-coverage data (counts of okta), we deal with missing data and additional cross-correlation. A copula related to the spatial error model shows an appealing performance.
{"title":"Approximately linear INGARCH models for spatio-temporal counts","authors":"Malte Jahn, C. Weiß, Hee-Young Kim","doi":"10.1093/jrsssc/qlad018","DOIUrl":"https://doi.org/10.1093/jrsssc/qlad018","url":null,"abstract":"\u0000 Existing integer-valued generalised autoregressive conditional heteroskedasticity (INGARCH) models for spatio-temporal counts do not allow for negative parameter and autocorrelation values. Using approximately linear INGARCH models, the unified and flexible spatio-temporal (B)INGARCH framework for modelling unbounded (bounded) counts is proposed. These models combine negative dependencies with kinds of a long memory. They are easily adapted to special marginal features or cross-dependencies: When modelling precipitation data (counts of rainy hours), we account for zero-inflation, while for cloud-coverage data (counts of okta), we deal with missing data and additional cross-correlation. A copula related to the spatial error model shows an appealing performance.","PeriodicalId":49981,"journal":{"name":"Journal of the Royal Statistical Society Series C-Applied Statistics","volume":"126 1","pages":""},"PeriodicalIF":1.6,"publicationDate":"2023-03-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80040119","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-03-15eCollection Date: 2023-05-01DOI: 10.1093/jrsssc/qlac005
Bora Jin, David B Dunson, Julia E Rager, David M Reif, Stephanie M Engel, Amy H Herring
We aim to infer bioactivity of each chemical by assay endpoint combination, addressing sparsity of toxicology data. We propose a Bayesian hierarchical framework which borrows information across different chemicals and assay endpoints, facilitates out-of-sample prediction of activity for chemicals not yet assayed, quantifies uncertainty of predicted activity, and adjusts for multiplicity in hypothesis testing. Furthermore, this paper makes a novel attempt in toxicology to simultaneously model heteroscedastic errors and a nonparametric mean function, leading to a broader definition of activity whose need has been suggested by toxicologists. Real application identifies chemicals most likely active for neurodevelopmental disorders and obesity.
{"title":"Bayesian matrix completion for hypothesis testing.","authors":"Bora Jin, David B Dunson, Julia E Rager, David M Reif, Stephanie M Engel, Amy H Herring","doi":"10.1093/jrsssc/qlac005","DOIUrl":"10.1093/jrsssc/qlac005","url":null,"abstract":"<p><p>We aim to infer bioactivity of each chemical by assay endpoint combination, addressing sparsity of toxicology data. We propose a Bayesian hierarchical framework which borrows information across different chemicals and assay endpoints, facilitates out-of-sample prediction of activity for chemicals not yet assayed, quantifies uncertainty of predicted activity, and adjusts for multiplicity in hypothesis testing. Furthermore, this paper makes a novel attempt in toxicology to simultaneously model heteroscedastic errors and a nonparametric mean function, leading to a broader definition of activity whose need has been suggested by toxicologists. Real application identifies chemicals most likely active for neurodevelopmental disorders and obesity.</p>","PeriodicalId":49981,"journal":{"name":"Journal of the Royal Statistical Society Series C-Applied Statistics","volume":"72 2","pages":"254-270"},"PeriodicalIF":1.3,"publicationDate":"2023-03-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10184491/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"9480094","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Designs for screening experiments usually include factors with two levels only. Adding a few four-level factors allows for the inclusion of multi-level categorical factors or quantitative factors with possible quadratic or third-order effects. Three examples motivated us to generate a large catalogue of designs with two-level factors as well as four-level factors. To create the catalogue, we considered three methods. In the first method, we select designs using a search table, and in the second method, we use a procedure that selects candidate designs based on the properties of their projections into fewer factors. The third method is actually a benchmark method, in which we use a general orthogonal array enumeration algorithm. We compare the efficiencies of the new methods for generating complete sets of nonisomorphic designs. Finally, we use the most efficient method to generate a catalogue of designs with up to three four-level factors and up to 20 two-level factors for run sizes 16, 32, 64, and 128. In some cases, a complete enumeration was infeasible. For these cases, we used a bounded enumeration strategy instead. We demonstrate the usefulness of the catalogue by revisiting the motivating examples.
{"title":"Enumeration of regular fractional factorial designs with four-level and two-level factors","authors":"Alexandre Bohyn, E. Schoen, P. Goos","doi":"10.1093/jrsssc/qlad031","DOIUrl":"https://doi.org/10.1093/jrsssc/qlad031","url":null,"abstract":"\u0000 Designs for screening experiments usually include factors with two levels only. Adding a few four-level factors allows for the inclusion of multi-level categorical factors or quantitative factors with possible quadratic or third-order effects. Three examples motivated us to generate a large catalogue of designs with two-level factors as well as four-level factors. To create the catalogue, we considered three methods. In the first method, we select designs using a search table, and in the second method, we use a procedure that selects candidate designs based on the properties of their projections into fewer factors. The third method is actually a benchmark method, in which we use a general orthogonal array enumeration algorithm. We compare the efficiencies of the new methods for generating complete sets of nonisomorphic designs. Finally, we use the most efficient method to generate a catalogue of designs with up to three four-level factors and up to 20 two-level factors for run sizes 16, 32, 64, and 128. In some cases, a complete enumeration was infeasible. For these cases, we used a bounded enumeration strategy instead. We demonstrate the usefulness of the catalogue by revisiting the motivating examples.","PeriodicalId":49981,"journal":{"name":"Journal of the Royal Statistical Society Series C-Applied Statistics","volume":"45 1","pages":""},"PeriodicalIF":1.6,"publicationDate":"2023-03-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"90815208","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
This paper develops a spatial Durbin stochastic frontier model for panel data introducing spillover effects in the determinants of technical efficiency (SDF-STE). The model nests several existing spatial and non-spatial stochastic frontier specifications and is estimated using maximum-likelihood techniques. Estimates are shown to be unbiased even for small sample sizes and for alternative specifications of the spatial weight matrix implementing different Monte Carlo simulations. Finally, an application to the Italian accommodation sector is provided. Empirical findings suggest the relevance of the SDF-STE model in capturing labour productivity and knowledge spillover effects.
{"title":"A spatial stochastic frontier model introducing inefficiency spillovers","authors":"Federica Galli","doi":"10.1093/jrsssc/qlad012","DOIUrl":"https://doi.org/10.1093/jrsssc/qlad012","url":null,"abstract":"\u0000 This paper develops a spatial Durbin stochastic frontier model for panel data introducing spillover effects in the determinants of technical efficiency (SDF-STE). The model nests several existing spatial and non-spatial stochastic frontier specifications and is estimated using maximum-likelihood techniques. Estimates are shown to be unbiased even for small sample sizes and for alternative specifications of the spatial weight matrix implementing different Monte Carlo simulations. Finally, an application to the Italian accommodation sector is provided. Empirical findings suggest the relevance of the SDF-STE model in capturing labour productivity and knowledge spillover effects.","PeriodicalId":49981,"journal":{"name":"Journal of the Royal Statistical Society Series C-Applied Statistics","volume":"18 1","pages":""},"PeriodicalIF":1.6,"publicationDate":"2023-02-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81544168","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
K. Brumberg, Darcy E. Ellis, D. Small, S. Hennessy, P. Rosenbaum
Fluoroquinolones are widely prescribed antibiotics that carry a US Food and Drug Administration warning about possible side-effects on the central and peripheral nervous system. We compare 436,891 patients with sinusitis treated with fluoroquinolones to two control groups treated with azithromycin or amoxicillin. In addition to looking for nervous system complications, we look for evidence of bias using outcomes for which an effect was not anticipated. The comparison uses ‘natural strata’ that form control groups proportional in size to the treated group and balance many covariates beyond those that define the strata. The main technical contribution is a new method for near-optimal construction of natural strata with multiple groups. The online supplement material contains proofs, details, and information about the R package natstrat and replication.
{"title":"Using natural strata when examining unmeasured biases in an observational study of neurological side effects of antibiotics","authors":"K. Brumberg, Darcy E. Ellis, D. Small, S. Hennessy, P. Rosenbaum","doi":"10.1093/jrsssc/qlad010","DOIUrl":"https://doi.org/10.1093/jrsssc/qlad010","url":null,"abstract":"\u0000 Fluoroquinolones are widely prescribed antibiotics that carry a US Food and Drug Administration warning about possible side-effects on the central and peripheral nervous system. We compare 436,891 patients with sinusitis treated with fluoroquinolones to two control groups treated with azithromycin or amoxicillin. In addition to looking for nervous system complications, we look for evidence of bias using outcomes for which an effect was not anticipated. The comparison uses ‘natural strata’ that form control groups proportional in size to the treated group and balance many covariates beyond those that define the strata. The main technical contribution is a new method for near-optimal construction of natural strata with multiple groups. The online supplement material contains proofs, details, and information about the R package natstrat and replication.","PeriodicalId":49981,"journal":{"name":"Journal of the Royal Statistical Society Series C-Applied Statistics","volume":"1 1","pages":""},"PeriodicalIF":1.6,"publicationDate":"2023-02-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84822538","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}