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Register a new userOn the normalized power prior
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Added by
Luiz Max Carvalho PhD
Publication date
2020
fields
Mathematical Statistics
and research's language is
English
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The power prior is a popular tool for constructing informative prior distributions based on historical data. The method consists of raising the likelihood to a discounting factor in order to control the amount of information borrowed from the historical data. It is customary to perform a sensitivity analysis reporting results for a range of values of the discounting factor. However, one often wishes to assign it a prior distribution and estimate it jointly with the parameters, which in turn necessitates the computation of a normalising constant. In this paper we are concerned with how to recycle computations from a sensitivity analysis in order to approximately sample from joint posterior of the parameters and the discounting factor. We first show a few important properties of the normalising constant and then use these results to motivate a bisection-type algorithm for computing it on a fixed budget of evaluations. We give a large array of illustrations and discuss cases where the normalising constant is known in closed-form and where it is not. We show that the proposed method produces approximate posteriors that are very close to the exact distributions when those are available and also produces posteriors that cover the data-generating parameters with higher probability in the intractable case. Our results show that proper inclusion the normalising constant is crucial to the correct quantification of uncertainty and that the proposed method is an accurate and easy to implement technique to include this normalisation, being applicable to a large class of models. Key-words: Doubly-intractable; elicitation; historical data; normalisation; power prior; sensitivity analysis.
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Background and objective: The stepped wedge cluster randomized trial is a study design increasingly used for public health intervention evaluations. Most previous literature focuses on power calculations for this particular type of cluster randomized trials for continuous outcomes, along with an approximation to this approach for binary outcomes. Although not accurate for binary outcomes, it has been widely used. To improve the approximation for binary outcomes, two new methods for stepped wedge designs (SWDs) of binary outcomes have recently been published. However, these new methods have not been implemented in publicly available software. The objective of this paper is to present power calculation software for SWDs in various settings for both continuous and binary outcomes. Methods: We have developed a SAS macro %swdpwr and an R package swdpwr for power calculation in SWDs. Different scenarios including cross-sectional and cohort designs, binary and continuous outcomes, marginal and conditional models, three link functions, with and without time effects are accommodated in this software. Results: swdpwr provides an efficient tool to support investigators in the design and analysis of stepped wedge cluster randomized trails. swdpwr addresses the implementation gap between newly proposed methodology and their application to obtain more accurate power calculations in SWDs. Conclusions: This user-friendly software makes the new methods more accessible and incorporates as many variations as currently available, which were not supported in other related packages. swdpwr is implemented under two platforms: SAS and R, satisfying the needs of investigators from various backgrounds.
The relationship between short-term exposure to air pollution and mortality or morbidity has been the subject of much recent research, in which the standard method of analysis uses Poisson linear or additive models. In this paper we use a Bayesian dynamic generalised linear model (DGLM) to estimate this relationship, which allows the standard linear or additive model to be extended in two ways: (i) the long-term trend and temporal correlation present in the health data can be modelled by an autoregressive process rather than a smooth function of calendar time; (ii) the effects of air pollution are allowed to evolve over time. The efficacy of these two extensions are investigated by applying a series of dynamic and non-dynamic models to air pollution and mortality data from Greater London. A Bayesian approach is taken throughout, and a Markov chain monte carlo simulation algorithm is presented for inference. An alternative likelihood based analysis is also presented, in order to allow a direct comparison with the only previous analysis of air pollution and health data using a DGLM.
When considering a genetic disease with variable age at onset (ex: diabetes , familial amyloid neuropathy, cancers, etc.), computing the individual risk of the disease based on family history (FH) is of critical interest both for clinicians and patients. Such a risk is very challenging to compute because: 1) the genotype X of the individual of interest is in general unknown; 2) the posterior distribution P(X|FH, T > t) changes with t (T is the age at disease onset for the targeted individual); 3) the competing risk of death is not negligible. In this work, we present a modeling of this problem using a Bayesian network mixed with (right-censored) survival outcomes where hazard rates only depend on the genotype of each individual. We explain how belief propagation can be used to obtain posterior distribution of genotypes given the FH, and how to obtain a time-dependent posterior hazard rate for any individual in the pedigree. Finally, we use this posterior hazard rate to compute individual risk, with or without the competing risk of death. Our method is illustrated using the Claus-Easton model for breast cancer (BC). This model assumes an autosomal dominant genetic risk factor such as non-carriers (genotype 00) have a BC hazard rate $lambda$ 0 (t) while carriers (genotypes 01, 10 and 11) have a (much greater) hazard rate $lambda$ 1 (t). Both hazard rates are assumed to be piecewise constant with known values (cuts at 20, 30,. .. , 80 years). The competing risk of death is derived from the national French registry.
ROC analyses are considered under a variety of assumptions concerning the distributions of a measurement $X$ in two populations. These include the binormal model as well as nonparametric models where little is assumed about the form of distributions. The methodology is based on a characterization of statistical evidence which is dependent on the specification of prior distributions for the unknown population distributions as well as for the relevant prevalence $w$ of the disease in a given population. In all cases, elicitation algorithms are provided to guide the selection of the priors. Inferences are derived for the AUC as well as the cutoff $c$ used for classification and the associated error characteristics.
The ability to identify time periods when individuals are most susceptible to exposures, as well as the biological mechanisms through which these exposures act, is of great public health interest. Growing evidence supports an association between prenatal exposure to air pollution and epigenetic marks, such as DNA methylation, but the timing and gene-specific effects of these epigenetic changes are not well understood. Here, we present the first study that aims to identify prenatal windows of susceptibility to air pollution exposures in cord blood DNA methylation. In particular, we propose a function-on-function regression model that leverages data from nearby DNA methylation probes to identify epigenetic regions that exhibit windows of susceptibility to ambient particulate matter less than 2.5 microns (PM$_{2.5}$). By incorporating the covariance structure among both the multivariate DNA methylation outcome and the time-varying exposure under study, this framework yields greater power to detect windows of susceptibility and greater control of false discoveries than methods that model probes independently. We compare our method to a distributed lag model approach that models DNA methylation in a probe-by-probe manner, both in simulation and by application to motivating data from the Project Viva birth cohort. In two epigenetic regions selected based on prior studies of air pollution effects on epigenome-wide methylation, we identify windows of susceptibility to PM$_{2.5}$ exposure near the beginning and middle of the third trimester of pregnancy.
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