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Many of the data, particularly in medicine and disease mapping are count. Indeed, the under or overdispersion problem in count data distrusts the performance of the classical Poisson model. For taking into account this problem, in this paper, we introduce a new Bayesian structured additive regression model, called gamma count, with enough flexibility in modeling dispersion. Setting convenient prior distributions on the model parameters is a momentous issue in Bayesian statistics that characterize the nature of our uncertainty parameters. Relying on a recently proposed class of penalized complexity priors, motivated from a general set of construction principles, we derive the prior structure. The model can be formulated as a latent Gaussian model, and consequently, we can carry out the fast computation by using the integrated nested Laplace approximation method. We investigate the proposed methodology simulation study. Different expropriate prior distribution are examined to provide reasonable sensitivity analysis. To explain the applicability of the proposed model, we analyzed two real-world data sets related to the larynx mortality cancer in Germany and the handball champions league.
This paper develops Bayesian sample size formulae for experiments comparing two groups. We assume the experimental data will be analysed in the Bayesian framework, where pre-experimental information from multiple sources can be represented into robus
Modeling correlation (and covariance) matrices can be challenging due to the positive-definiteness constraint and potential high-dimensionality. Our approach is to decompose the covariance matrix into the correlation and variance matrices and propose
In employing spatial regression models for counts, we usually meet two issues. First, ignoring the inherent collinearity between covariates and the spatial effect would lead to causal inferences. Second, real count data usually reveal over or under-d
We consider penalized regression models under a unified framework where the particular method is determined by the form of the penalty term. We propose a fully Bayesian approach that incorporates both sparse and dense settings and show how to use a t
We consider the problem of estimating parameters of stochastic differential equations (SDEs) with discrete-time observations that are either completely or partially observed. The transition density between two observations is generally unknown. We pr