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Nonparametric Bayes Conditional Distribution Modeling With Variable Selection

结合变量选择的非参数贝叶斯条件分布建模

This article considers a methodology for flexibly characterizing the relationship between a response and multiple predictors. Goals are (1) to estimate the conditional response distribution addressing the distributional changes across the predictor space, and (2) to identify important predictors for the response distribution change both within local regions and globally. We first introduce the probit stick-breaking process (PSBP) as a prior for an uncountable collection of…

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Nonparametric Bayes Modeling of Multivariate Categorical Data

多元无序分类数据的非参数贝叶斯建模

Modeling of multivariate unordered categorical (nominal) data is a challenging problem, particularly in high dimensions and cases in which one wishes to avoid strong assumptions about the dependence structure. Commonly used approaches rely on the incorporation of latent Gaussian random variables or parametric latent class models. The goal of this article is to develop a nonparametric Bayes approach, which defines a prior with full support on the space of distributions for…

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Bayesian Semiparametric Joint Models for Functional Predictors

函数型预测变量的贝叶斯半参数联合模型

Motivated by the need to understand and predict early pregnancy loss using hormonal indicators of pregnancy health, this paper proposes a semiparametric Bayes approach for assessing the relationship between functional predictors and a response. A multivariate adaptive spline model is used to describe the functional predictors, and a generalized linear model with a random intercept describes the response. Through specifying the random intercept to follow a Dirichlet process…

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Bayesian Inference on Changes in Response Densities Over Predictor Clusters

预测变量轨迹聚类间响应密度变化的贝叶斯推断

In epidemiology, it is often of interest to assess how individuals with different trajectories over time in an environmental exposure or biomarker differ with respect to a continuous response. For ease in interpretation and presentation of results, epidemiologists typically categorize predictors prior to analysis. To extend this approach to time-varying predictors, one can cluster individuals by their predictor trajectory, with the cluster index included as a predictor in a…

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Bayesian Density Regression

贝叶斯密度回归

Summary The paper considers Bayesian methods for density regression, allowing a random probability distribution to change flexibly with multiple predictors. The conditional response distribution is expressed as a non-parametric mixture of regression models, with the mixture distribution changing with predictors. A class of weighted mixture of Dirichlet process priors is proposed for the uncountable collection of mixture distributions. It is shown that this specification…

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Estimation of order-restricted means from correlated data

相关数据下的序约束均值估计

In many applications, researchers are interested in estimating the mean of a multivariate normal random vector whose components are subject to order restrictions. Various authors have demonstrated that the likelihood-based methodology may perform poorly under certain conditions for such problems. The problem is much harder when the underlying covariance matrix is nondiagonal. In this paper a simple iterative algorithm is introduced that can be used for estimating the mean of…

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A Bayesian Model for Fecundability and Sterility

受孕能力与不育的贝叶斯模型

There is increasing evidence that exposure to environmental toxins during key stages of development can disrupt the human reproductive system. Such effects have proven difficult to study due to the many behavioral and biological factors involved in human reproduction. We analyze data from a North Carolina fertility study to assess the effect of prenatal, childhood, and current cigarette smoking exposure on fecundability and sterility. We use a mixture model that adjusts for…

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Bayesian Latent Variable Models for Clustered Mixed Outcomes

聚类混合型结果的贝叶斯潜变量模型

Summary A general framework is proposed for modelling clustered mixed outcomes. A mixture of generalized linear models is used to describe the joint distribution of a set of underlying variables, and an arbitrary function relates the underlying variables to be observed outcomes. The model accommodates multilevel data structures, general covariate effects and distinct link functions and error distributions for each underlying variable. Within the framework proposed, novel…

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