Frequentist Properties Research Articles

Evaluating time-to-event surrogates for time-to-event true endpoints: an information-theoretic approach based on causal inference.

Putative surrogate endpoints must undergo a rigorous statistical evaluation before they can be used in clinical trials. Numerous frameworks have been introduced for this purpose. In this study, we extend the scope of the information-theoretic causal-inference approach to encompass scenarios where both outcomes are time-to-event endpoints, using the flexibility provided by D-vine copulas. We evaluate the quality of the putative surrogate using the individual causal association (ICA)-a measure based on the mutual information between the individual causal treatment effects. However, in spite of its appealing mathematical properties, the ICA may be ill defined for composite endpoints. Therefore, we also propose an alternative rank-based metric for assessing the ICA. Due to the fundamental problem of causal inference, the joint distribution of all potential outcomes is only partially identifiable and, consequently, the ICA cannot be estimated without strong unverifiable assumptions. This is addressed by a formal sensitivity analysis that is summarized by the so-called intervals of ignorance and uncertainty. The frequentist properties of these intervals are discussed in detail. Finally, the proposed methods are illustrated with an analysis of pooled data from two advanced colorectal cancer trials. The newly developed techniques have been implemented in the R package Surrogate.

Periodicity significance testing with null-signal templates: reassessment of PTF’s SMBH binary candidates

ABSTRACT Periodograms are widely employed for identifying periodicity in time series data, yet they often struggle to accurately quantify the statistical significance of detected periodic signals when the data complexity precludes reliable simulations. We develop a data-driven approach to address this challenge by introducing a null-signal template (NST). The NST is created by carefully randomizing the period of each cycle in the periodogram template, rendering it non-periodic. It has the same frequentist properties as a periodic signal template, and we show with simulations that the distribution of false positives is the same as with the original periodic template, regardless of the underlying data. Thus, performing a periodicity search with the NST acts as an effective simulation of the null (no-signal) hypothesis, without having to simulate the noise properties of the data. We apply the NST method to the supermassive black hole binaries (SMBHB) search in the Palomar Transient Factory (PTF), where Charisi et al. had previously proposed 33 high signal-to-noise candidates utilizing simulations to quantify their significance. Our approach reveals that these simulations do not capture the complexity of the real data. There are no statistically significant periodic signal detections above the non-periodic background. To improve the search sensitivity, we introduce a Gaussian quadrature based algorithm for the Bayes Factor with correlated noise as a test statistic. We show with simulations that this improves sensitivity to true signals by more than an order of magnitude. However, the Bayes Factor approach also results in no statistically significant detections in the PTF data.

Bayesian Shrinkage Estimation of Credible Subgroups for Count Data with Excess Zeros

Heterogeneity of treatment effects due to heterogeneous patient characteristics often arises in clinical trials. Subgroup analysis and the analysis of interactions are the most common approaches for evaluating such heterogeneous effects but do not explicitly address multiplicity issues. Another common challenge of analyzing treatment effect heterogeneity is the large number of possible covariates which inevitably causes problems related to multiplicity and lack of power. In this article, we develop a Bayesian credible subgroups method using continuous shrinkage priors to assess heterogeneity in treatment effects and multiplicity-adjusted benefiting subgroup identification for zero-inflated count data, which are often encountered in medical and public health studies. Our proposed method provides two bounding subgroups for the true benefiting subgroup: one that is probably contained by the true benefiting subgroup and one that probably contains the true benefiting subgroup. A simulation study has been conducted to compare the performance of the proposed method with other methods through frequentist properties. We apply our method to a clinical bladder tumor trial studying the effect of thiotepa treatment on the reduction of the recurrence of bladder tumor.

Flexible Bayesian reliability demonstration testing

AbstractThe aim is to demonstrate the reliability of a population at consecutive points in time, where a sample at each current point must prove that at least 100% of the devices function until the next point with a probability of at least . To test the reliability of the population, we flexibilise standard lifetime models by allowing the unknown parameter(s) of the corresponding counting process to vary in time. At the same time, we assign a prior distribution that assumes the parameters to be constant within a certain interval. This flexibilisation has several advantages: it can be applied for all parametric lifetimes; its Markov property allows the efficient derivation of the number of defective devices, even for a large number of testing times; and the inference is less certain and hence more realistic and leads to less frequent acceptance of poor quality populations. On the other hand, the inference is stabilised by the informative prior. Based on the flexibilisation of the homogeneous Poisson process (HPP), we derive acceptance sampling plans to test the future reliability of a population. Applying the zero failure sampling plans on simulations of Weibull processes shows their good frequentist properties and their robustness. In the case of utility meters subject to German regulations (Mess‐ und Eichverordnung (MessEV). 2014: 2010–2073.), application of the derived sequential sampling plans when the conditions of these plans are met can lead to an extension of the verification validity period. These sampling plans protect the consumer better than those from an HPP and are still cost efficient.

Consistency of the Bayes method for the inverse scattering problem

In this work, we consider the inverse scattering problem of determining an unknown refractive index from the far-field measurements using the nonparametric Bayesian approach. We use a collection of large ‘samples’, which are noisy discrete measurements taking from the scattering amplitude. We will study the frequentist property of the posterior distribution as the sample size tends to infinity. Our aim is to establish the consistency of the posterior distribution with an explicit contraction rate in terms of the sample size. We will consider two different priors on the space of parameters. The proof relies on the stability estimates of the forward and inverse problems. Due to the ill-posedness of the inverse scattering problem, the contraction rate is of a logarithmic type. We also show that such contraction rate is optimal in the statistical minimax sense.

Semiparametric Bayesian Inference for Local Extrema of Functions in the Presence of Noise

There is a wide range of applications where the local extrema of a function are the key quantity of interest. However, there is surprisingly little work on methods to infer local extrema with uncertainty quantification in the presence of noise. By viewing the function as an infinite-dimensional nuisance parameter, a semiparametric formulation of this problem poses daunting challenges, both methodologically and theoretically, as (i) the number of local extrema may be unknown, and (ii) the induced shape constraints associated with local extrema are highly irregular. In this article, we build upon a derivative-constrained Gaussian process prior recently proposed by Yu et al. to derive what we call an encompassing approach that indexes possibly multiple local extrema by a single parameter. We provide closed-form characterization of the posterior distribution and study its large sample behavior under this unconventional encompassing regime. We show that the posterior measure converges to a mixture of Gaussians with the number of components matching the underlying truth, leading to posterior exploration that accounts for multi-modality. Point and interval estimates of local extrema with frequentist properties are also provided. The encompassing approach leads to a remarkably simple, fast semiparametric approach for inference on local extrema. We illustrate the method through simulations and a real data application to event-related potential analysis. Supplementary materials for this article are available online.

New discrete trigonometric distributions: estimation with application to count data

ABSTRACT In this research, we contribute to the development of original discrete distributions for count data analysis. We elaborate four new and different discrete trigonometric distributions with two parameters based on a discretization of the so-called sin-Weibull, cos-Weibull, tan-Weibull, and type II tan-Weibull distributions. We investigate the advantages of the proposed distributions and their trigonometric nature for capturing count data. In particular, some fundamental distributional properties of the discrete sin-Weibull distribution are derived. Subsequently, we turn it into a statistical model. Parameter estimation by the maximum likelihood and proportion of zeros and ones methods are then discussed. A simulation study is carried out to evaluate some frequentist properties of the developed methodology. As the study focuses mainly on the practical aspect, the applicability of the proposed models is evaluated using real-count datasets from various fields.

A fiducial-based confidence interval for the linear combination of multinomial probabilities.

Across a broad set of applications, system outcomes may be summarized as probabilities in confusion or contingency tables. In settings with more than two outcomes (e.g., stages of cancer), these outcomes represent multinomial experiments. Measures to summarize system performance have been presented as linear combinations of the resulting multinomial probabilities. Statistical inference on the linear combination of multinomial probabilities has been focused on large-sample and parametric settings and not small-sample settings. Such inference is valuable, however, especially in settings such as those resulting from pilot or low-cost studies. To address this gap, we leverage the fiducial approach to derive confidence intervals around the linear combination of multinomial parameters with desirable frequentist properties. One of the original arguments against the fiducial approach was its inability to extend to multiparameter settings. Therefore, the great novelty of this work is both the derived interval and the logical framework for applying the fiducial approach in multiparameter settings. Through simulation, we demonstrate that the proposed method maintains a minimum coverage of , unlike the bootstrap and large-sample methods, at comparable interval lengths. Finally, we illustrate its use in a medical problem of selecting classifiers for diagnosing chronic allograph nephropathy in postkidney transplantpatients.

Bayesian estimation of the binomial parameter in sequential experiments.

This article presents an objective Bayesian approach to estimating the binomial parameter in group sequential experiments with a binary endpoint. The idea of deriving design-dependent priors was first introduced using Jeffreys criterion. Another class of priors was developed based on the reference prior theory. A theoretical framework was established showing that explicit reference to the experimental design in the prior is fully Bayesian justified. Using a design-dependent prior which generalizes the reference prior, I propose a comprehensive and unified approach to the point and the interval estimations in group sequential experiments, and I evidence the good frequentist properties of the posterior estimators through comparative studies with the existing methods. The effect of the prior correction on the posterior estimates is studied in three classical designs of clinical trials. Finally, I discuss the idea of using this approach as a default choice for estimation upon sequential experiment termination.

Modeling of System Availability and Bayesian Analysis of Bivariate Distribution

To meet the desired standard, it is important to monitor and analyze different engineering processes to obtain the desired output. The bivariate distributions have received a significant amount of attention in recent years due to their ability to describe randomness of natural as well as artificial mechanisms. In this article, a bivariate model is constructed by compounding two independent asymmetric univariate distributions and by using the nesting approach to study the effect of each component on reliability for better understanding. Furthermore, the Bayes analysis of system availability is studied by considering prior parametric variations in the failure time and repair time distributions. Basic statistical characteristics of marginal distribution like mean median and quantile function are discussed. We used inverse Gamma prior to study its frequentist properties by conducting a Monte Carlo Markov Chain (MCMC) sampling scheme.

Pseudo-Bayesian Small-Area Estimation

Abstract In sample surveys, a subpopulation is referred to as a “small area” or “small domain” if it does not have a large enough sample that alone will yield an adequately accurate estimate of a characteristic. In small-area estimation, the sample size from various subpopulations is often too small to accurately estimate its mean, and so one borrows strength from similar subpopulations through an appropriate model based on relevant covariates. The empirical best linear unbiased prediction (EBLUP) method has been the dominant frequentist model-based approach in small-area estimation. This method relies on estimation of model parameters based on the marginal distribution of the data. As an alternative to this method, the observed best prediction (OBP) method estimates the parameters by minimizing an objective function that is implied by the total mean squared prediction error. We use this objective function in the Fay–Herriot model to construct a pseudo-posterior distribution for the model parameters under nearly noninformative priors for them. Data analysis and simulation show that the pseudo-Bayesian estimators (PBEs) compete favorably with the OBPs and EBLUPs. The PBE estimates are robust to mean misspecification and have good frequentist properties. Being Bayesian by construction, they automatically avoid negative estimates of standard errors, enjoy a dual justification, and provide an attractive alternative to practitioners.

Causal Inference Under Mis-Specification: Adjustment Based on the Propensity Score (with Discussion)

We study Bayesian approaches to causal inference via propensity score regression. Much of Bayesian methodology relies on parametric and distributional assumptions, with presumed correct specification, whereas the extant propensity score methods in Bayesian literature have relied on approaches that cannot be viewed as fully Bayesian in the context of conventional ‘likelihood times prior’ posterior inference. We emphasize that causal inference is typically carried out in settings of mis-specification, and develop strategies for fully Bayesian inference that reflect this. We focus on methods based on decision-theoretic arguments, and show how inference based on loss-minimization can give valid and fully Bayesian inference. We propose a computational approach to inference based on the Bayesian bootstrap which has good Bayesian and frequentist properties.

A special issue on Bayesian inference: challenges, perspectives and prospects.

A special issue on Bayesian inference: challenges, perspectives and prospects.

GPMatch: A Bayesian causal inference approach using Gaussian process covariance function as a matching tool

A Gaussian process (GP) covariance function is proposed as a matching tool for causal inference within a full Bayesian framework under relatively weaker causal assumptions. We demonstrate that matching can be accomplished by utilizing GP prior covariance function to define matching distance. The matching properties of GPMatch is presented analytically under the setting of categorical covariates. Under the conditions of either (1) GP mean function is correctly specified; or (2) the GP covariance function is correctly specified, we suggest GPMatch possesses doubly robust properties asymptotically. Simulation studies were carried out without assuming any a priori knowledge of the functional forms of neither the outcome nor the treatment assignment. The results demonstrate that GPMatch enjoys well-calibrated frequentist properties and outperforms many widely used methods including Bayesian Additive Regression Trees. The case study compares the effectiveness of early aggressive use of biological medication in treating children with newly diagnosed Juvenile Idiopathic Arthritis, using data extracted from electronic medical records. Discussions and future directions are presented.

A monotone single index model for missing-at-random longitudinal proportion data

Beta distributions are commonly used to model proportion valued response variables, often encountered in longitudinal studies. In this article, we develop semi-parametric Beta regression models for proportion valued responses, where the aggregate covariate effect is summarized and flexibly modeled, using a interpretable monotone time-varying single index transform of a linear combination of the potential covariates. We utilize the potential of single index models, which are effective dimension reduction tools and accommodate link function misspecification in generalized linear mixed models. Our Bayesian methodology incorporates the missing-at-random feature of the proportion response and utilize Hamiltonian Monte Carlo sampling to conduct inference. We explore finite-sample frequentist properties of our estimates and assess the robustness via detailed simulation studies. Finally, we illustrate our methodology via application to a motivating longitudinal dataset on obesity research recording proportion body fat.

Application of objective priors for the multivariate Lomax distribution

For a model incorporating the effect of a common environment on several components of a system, a multivariate Lomax distribution (MLD) is generally considered by mixing exponential variables. Objective Bayesian has very good frequentist properties and provides a moderate solution for the prior elicitation which is one of important and difficult issues on Bayesian analysis. In this paper, we develop noninformative priors, such as the probability matching priors and reference priors, for the parameters of the MLD. We proved that a reference prior for the shape parameter is a first-order probability matching prior, but the reference priors for the scale parameters do not satisfy the first-order matching criterion. In addition, a second-order probability matching prior does not exist for all parameters. We also presented the conditions that make the posterior distributions for the general prior, including the probability matching prior and reference priors, to be proper. In particular, Jeffreys’ prior and probability matching priors for all parameters give proper posteriors, whereas reference priors for scale parameters give improper posteriors.

Highly scalable maximum likelihood and conjugate Bayesian inference for ERGMs on graph sets with equivalent vertices.

The exponential family random graph modeling (ERGM) framework provides a highly flexible approach for the statistical analysis of networks (i.e., graphs). As ERGMs with dyadic dependence involve normalizing factors that are extremely costly to compute, practical strategies for ERGMs inference generally employ a variety of approximations or other workarounds. Markov Chain Monte Carlo maximum likelihood (MCMC MLE) provides a powerful tool to approximate the maximum likelihood estimator (MLE) of ERGM parameters, and is generally feasible for typical models on single networks with as many as a few thousand nodes. MCMC-based algorithms for Bayesian analysis are more expensive, and high-quality answers are challenging to obtain on large graphs. For both strategies, extension to the pooled case—in which we observe multiple networks from a common generative process—adds further computational cost, with both time and memory scaling linearly in the number of graphs. This becomes prohibitive for large networks, or cases in which large numbers of graph observations are available. Here, we exploit some basic properties of the discrete exponential families to develop an approach for ERGM inference in the pooled case that (where applicable) allows an arbitrarily large number of graph observations to be fit at no additional computational cost beyond preprocessing the data itself. Moreover, a variant of our approach can also be used to perform Bayesian inference under conjugate priors, again with no additional computational cost in the estimation phase. The latter can be employed either for single graph observations, or for observations from graph sets. As we show, the conjugate prior is easily specified, and is well-suited to applications such as regularization. Simulation studies show that the pooled method leads to estimates with good frequentist properties, and posterior estimates under the conjugate prior are well-behaved. We demonstrate the usefulness of our approach with applications to pooled analysis of brain functional connectivity networks and to replicated x-ray crystal structures of hen egg-white lysozyme.

Bayesian Simultaneous Credible Intervals for Effect Measures from Multiple Markers

Inference from multiple markers is often encountered in biomedical research, especially when comparing treatments. Most common statistical methods rely on hypothesis testing with null hypothesis of no effect for each marker and methods based on closed testing for getting the combined p-value. This article proposes the use of simultaneous credible intervals obtained from the joint posterior distribution of effect measures of multiple markers for combined inference. The advantage of this method is that it finds the actual effect sizes and also allows different types of effect measures for various markers. We used equal tailed intervals and highest posterior density regions for effect measures of multiple markers. Simulation studies were carried out to examine frequentist properties of these simultaneous credible regions. These studies revealed that the inference based on simultaneous intervals can be different than the inference based on individual marker. The method is demonstrated through two case studies: (a) an observational study of wet age-related macular degeneration (wet-AMD); and (b) reanalysis of a randomized controlled trial for treatment of migraine. The wet-AMD observational study was the motivation for the present research.

On a prior based on the Wasserstein information matrix

We introduce a prior for the parameters of univariate continuous distributions, based on the Wasserstein information matrix, which is invariant under reparameterisations. We discuss the links between the proposed prior with information geometry. We present sufficient conditions for the propriety of the posterior distribution for general classes of models. We present a simulation study that shows that the induced posteriors have good frequentist properties.

Posterior propriety of an objective prior for generalized hierarchical normal linear models

ABSTRACT Bayesian Hierarchical models has been widely used in modern statistical application. To deal with the data having complex structures, we propose a generalized hierarchical normal linear (GHNL) model which accommodates arbitrarily many levels, usual design matrices and ‘vanilla’ covariance matrices. Objective hyperpriors can be employed for the GHNL model to express ignorance or match frequentist properties, yet the common objective Bayesian approaches are infeasible or fraught with danger in hierarchical modelling. To tackle this issue, [Berger, J., Sun, D., & Song, C. (2020b). An objective prior for hyperparameters in normal hierarchical models. Journal of Multivariate Analysis, 178, 104606. https://doi.org/10.1016/j.jmva.2020.104606] proposed a particular objective prior and investigated its properties comprehensively. Posterior propriety is important for the choice of priors to guarantee the convergence of MCMC samplers. James Berger conjectured that the resulting posterior is proper for a hierarchical normal model with arbitrarily many levels, a rigorous proof of which was not given, however. In this paper, we complete this story and provide an user-friendly guidance. One main contribution of this paper is to propose a new technique for deriving an elaborate upper bound on the integrated likelihood, but also one unified approach to checking the posterior propriety for linear models. An efficient Gibbs sampling method is also introduced and outperforms other sampling approaches considerably.