Search results for "Bayesian information criterion"
showing 10 items of 10 documents
Bayesian versus data driven model selection for microarray data
2014
Clustering is one of the most well known activities in scientific investigation and the object of research in many disciplines, ranging from Statistics to Computer Science. In this beautiful area, one of the most difficult challenges is a particular instance of the model selection problem, i.e., the identification of the correct number of clusters in a dataset. In what follows, for ease of reference, we refer to that instance still as model selection. It is an important part of any statistical analysis. The techniques used for solving it are mainly either Bayesian or data-driven, and are both based on internal knowledge. That is, they use information obtained by processing the input data. A…
The Effective Sample Size
2013
Model selection procedures often depend explicitly on the sample size n of the experiment. One example is the Bayesian information criterion (BIC) criterion and another is the use of Zellner–Siow priors in Bayesian model selection. Sample size is well-defined if one has i.i.d real observations, but is not well-defined for vector observations or in non-i.i.d. settings; extensions of critera such as BIC to such settings thus requires a definition of effective sample size that applies also in such cases. A definition of effective sample size that applies to fairly general linear models is proposed and illustrated in a variety of situations. The definition is also used to propose a suitable ‘sc…
Mathematical models for the diffusion magnetic resonance signal abnormality in patients with prion diseases
2014
In clinical practice signal hyperintensity in the cortex and/or in the striatum on magnetic resonance (MR) diffusion-weighted images (DWIs) is a marker of sporadic Creutzfeldt–Jakob Disease (sCJD). MR diagnostic accuracy is greater than 90%, but the biophysical mechanisms underpinning the signal abnormality are unknown. The aim of this prospective study is to combine an advanced DWI protocol with new mathematical models of the microstructural changes occurring in prion disease patients to investigate the cause of MR signal alterations. This underpins the later development of more sensitive and specific image-based biomarkers. DWI data with a wide a range of echo times and diffusion weightin…
Weighted-Average Least Squares (WALS): Confidence and Prediction Intervals
2022
We extend the results of De Luca et al. (2021) to inference for linear regression models based on weighted-average least squares (WALS), a frequentist model averaging approach with a Bayesian flavor. We concentrate on inference about a single focus parameter, interpreted as the causal effect of a policy or intervention, in the presence of a potentially large number of auxiliary parameters representing the nuisance component of the model. In our Monte Carlo simulations we compare the performance of WALS with that of several competing estimators, including the unrestricted least-squares estimator (with all auxiliary regressors) and the restricted least-squares estimator (with no auxiliary reg…
A computationally fast alternative to cross-validation in penalized Gaussian graphical models
2015
We study the problem of selection of regularization parameter in penalized Gaussian graphical models. When the goal is to obtain the model with good predicting power, cross validation is the gold standard. We present a new estimator of Kullback-Leibler loss in Gaussian Graphical model which provides a computationally fast alternative to cross-validation. The estimator is obtained by approximating leave-one-out-cross validation. Our approach is demonstrated on simulated data sets for various types of graphs. The proposed formula exhibits superior performance, especially in the typical small sample size scenario, compared to other available alternatives to cross validation, such as Akaike's i…
Prior-based Bayesian information criterion
2019
We present a new approach to model selection and Bayes factor determination, based on Laplace expansions (as in BIC), which we call Prior-based Bayes Information Criterion (PBIC). In this approach, the Laplace expansion is only done with the likelihood function, and then a suitable prior distribution is chosen to allow exact computation of the (approximate) marginal likelihood arising from the Laplace approximation and the prior. The result is a closed-form expression similar to BIC, but now involves a term arising from the prior distribution (which BIC ignores) and also incorporates the idea that different parameters can have different effective sample sizes (whereas BIC only allows one ov…
Bayesian analysis of a disability model for lung cancer survival
2016
Bayesian reasoning, survival analysis and multi-state models are used to assess survival times for Stage IV non-small-cell lung cancer patients and the evolution of the disease over time. Bayesian estimation is done using minimum informative priors for the Weibull regression survival model, leading to an automatic inferential procedure. Markov chain Monte Carlo methods have been used for approximating posterior distributions and the Bayesian information criterion has been considered for covariate selection. In particular, the posterior distribution of the transition probabilities, resulting from the multi-state model, constitutes a very interesting tool which could be useful to help oncolog…
Model comparison and selection for stationary space–time models
2007
An intensive simulation study to compare the spatio-temporal prediction performances among various space-time models is presented. The models having separable spatio-temporal covariance functions and nonseparable ones, under various scenarios, are also considered. The computational performance among the various selected models are compared. The issue of how to select an appropriate space-time model by accounting for the tradeoff between goodness-of-fit and model complexity is addressed. Performances of the two commonly used model-selection criteria, Akaike information criterion and Bayesian information criterion are examined. Furthermore, a practical application based on the statistical ana…
Estimating finite mixtures of semi-Markov chains: an application to the segmentation of temporal sensory data
2019
Summary In food science, it is of great interest to obtain information about the temporal perception of aliments to create new products, to modify existing products or more generally to understand the mechanisms of perception. Temporal dominance of sensations is a technique to measure temporal perception which consists in choosing sequentially attributes describing a food product over tasting. This work introduces new statistical models based on finite mixtures of semi-Markov chains to describe data collected with the temporal dominance of sensations protocol, allowing different temporal perceptions for a same product within a population. The identifiability of the parameters of such mixtur…
Ecologists overestimate the importance of predictor variables in model averaging: a plea for cautious interpretations.
2014
Abstract: Information-theory procedures are powerful tools for multimodel inference and are now standard methods in ecology. When performing model averaging on a given set of models, the importance of a predictor variable is commonly estimated by summing the weights of models where the variable appears, the so-called sum of weights (SW). However, SWs have received little methodological attention and are frequently misinterpreted. We assessed the reliability of SW by performing model selection and averaging on simulated data sets including variables strongly and weakly correlated to the response variable and a variable unrelated to the response. Our aim was to investigate how useful SWs are …