Practical considerations for using functional uniform prior distributions for dose‐response estimation in clinical trials

Estimating nonlinear dose‐response relationships in the context of pharmaceutical clinical trials is often a challenging problem. The data in these trials are typically variable and sparse, making this a hard inference problem, despite sometimes seemingly large sample sizes. Maximum likelihood estimates often fail to exist in these situations, while for Bayesian methods, prior selection becomes a delicate issue when no carefully elicited prior is available, as the posterior distribution will often be sensitive to the priors chosen. This article provides guidance on the usage of functional uniform prior distributions in these situations. The essential idea of functional uniform priors is to employ a distribution that weights the functional shapes of the nonlinear regression function equally. By doing so one obtains a distribution that exhaustively and uniformly covers the underlying potential shapes of the nonlinear function. On the parameter scale these priors will often result in quite nonuniform prior distributions. This paper gives hints on how to implement these priors in practice and illustrates them in realistic trial examples in the context of Phase II dose‐response trials as well as Phase I first‐in‐human studies.     

Model parameterization, prior distributions, and the general time-reversible model in Bayesian phylogenetics

Bayesian phylogenetic methods require the selection of prior probability distributions for all parameters of the model of evolution. These distributions allow one to incorporate prior information into a Bayesian analysis, but even in the absence of meaningful prior information, a prior distribution must be chosen. In such situations, researchers typically seek to choose a prior that will have little effect on the posterior estimates produced by an analysis, allowing the data to dominate. Sometimes a prior that is uniform (assigning equal prior probability density to all points within some range) is chosen for this purpose. In reality, the appropriate prior depends on the parameterization chosen for the model of evolution, a choice that is largely arbitrary. There is an extensive Bayesian literature on appropriate prior choice, and it has long been appreciated that there are parameterizations for which uniform priors can have a strong influence on posterior estimates. We here discuss the relationship between model parameterization and prior specification, using the general time-reversible model of nucleotide evolution as an example. We present Bayesian analyses of 10 simulated data sets obtained using a variety of prior distributions and parameterizations of the general time-reversible model. Uniform priors can produce biased parameter estimates under realistic conditions, and a variety of alternative priors avoid this bias.     

Objective prior distributions for Jolly-Seber models of zero-augmented data

Statistical models of capture-recapture data that are used to estimate the dynamics of a population are known collectively as Jolly-Seber (JS) models. State-space versions of these models have been developed for the analysis of zero-augmented data that include the capture histories of the observed individuals and an arbitrarily large number of all-zero capture histories. The number of all-zero capture histories must be sufficiently large to include the unknown number N of individuals in the population that were ever alive during all sampling periods. This definition of N is equivalent to the “superpopulation” of individuals described in several JS models. To fit JS models of zero-augmented data, practitioners often assume a set of independent, uniform prior distributions for the recruitment parameters. However, if the number of capture histories is small compared to N, these uniform priors can exert considerable influence on the posterior distributions of N and other parameters because the uniform priors induce a highly skewed prior on N. In this article, I derive a class of prior distributions for the recruitment parameters of the JS model that can be used to specify objective prior distributions for N, including the discrete-uniform and the improper scale priors as special cases. This class of priors also may be used to specify prior knowledge about recruitment while still preserving the conditions needed to induce an objective prior on N. I use analyses of simulated and real data to illustrate the inferential benefits of this class of prior distributions and to identify circumstances where these benefits are most likely to be realized.     

Bayesian nonparametric estimation of continuous monotone functions with applications to dose-response analysis

Summary .  In this article, we consider monotone nonparametric regression in a Bayesian framework. The monotone function is modeled as a mixture of shifted and scaled parametric probability distribution functions, and a general random probability measure is assumed as the prior for the mixing distribution. We investigate the choice of the underlying parametric distribution function and find that the two-sided power distribution function is well suited both from a computational and mathematical point of view. The model is motivated by traditional nonlinear models for dose–response analysis, and provides possibilities to elicitate informative prior distributions on different aspects of the curve. The method is compared with other recent approaches to monotone nonparametric regression in a simulation study and is illustrated on a data set from dose–response analysis.     

Implications of uniformly distributed,empirically informed priors for phylogeographical model selection: A reply to Hickerson et al.

Establishing that a set of population‐splitting events occurred at the same time can be a potentially persuasive argument that a common process affected the populations. Recently, Oaks et al. ( 2013 ) assessed the ability of an approximate‐Bayesian model‐choice method (msBayes ) to estimate such a pattern of simultaneous divergence across taxa, to which Hickerson et al. ( 2014 ) responded. Both papers agree that the primary inference enabled by the method is very sensitive to prior assumptions and often erroneously supports shared divergences across taxa when prior uncertainty about divergence times is represented by a uniform distribution. However, the papers differ about the best explanation and solution for this problem. Oaks et al. ( 2013 ) suggested the method's behavior was caused by the strong weight of uniformly distributed priors on divergence times leading to smaller marginal likelihoods (and thus smaller posterior probabilities) of models with more divergence‐time parameters (Hypothesis 1); they proposed alternative prior probability distributions to avoid such strongly weighted posteriors. Hickerson et al. ( 2014 ) suggested numerical‐approximation error causes msBayes analyses to be biased toward models of clustered divergences because the method's rejection algorithm is unable to adequately sample the parameter space of richer models within reasonable computational limits when using broad uniform priors on divergence times (Hypothesis 2). As a potential solution, they proposed a model‐averaging approach that uses narrow, empirically informed uniform priors. Here, we use analyses of simulated and empirical data to demonstrate that the approach of Hickerson et al. ( 2014 ) does not mitigate the method's tendency to erroneously support models of highly clustered divergences, and is dangerous in the sense that the empirically derived uniform priors often exclude from consideration the true values of the divergence‐time parameters. Our results also show that the tendency of msBayes analyses to support models of shared divergences is primarily due to Hypothesis 1, whereas Hypothesis 2 is an untenable explanation for the bias. Overall, this series of papers demonstrates that if our prior assumptions place too much weight in unlikely regions of parameter space such that the exact posterior supports the wrong model of evolutionary history, no amount of computation can rescue our inference. Fortunately, as predicted by fundamental principles of Bayesian model choice, more flexible distributions that accommodate prior uncertainty about parameters without placing excessive weight in vast regions of parameter space with low likelihood increase the method's robustness and power to detect temporal variation in divergences.     

A Hierarchical Bayesian Design for Phase I Trials of Novel Combinations of Cancer Therapeutic Agents

Summary We propose a hierarchical model for the probability of dose‐limiting toxicity (DLT) for combinations of doses of two therapeutic agents. We apply this model to an adaptive Bayesian trial algorithm whose goal is to identify combinations with DLT rates close to a prespecified target rate. We describe methods for generating prior distributions for the parameters in our model from a basic set of information elicited from clinical investigators. We survey the performance of our algorithm in a series of simulations of a hypothetical trial that examines combinations of four doses of two agents. We also compare the performance of our approach to two existing methods and assess the sensitivity of our approach to the chosen prior distribution.     

EVIDENCE FOR CLIMATE‐DRIVEN DIVERSIFICATION? A CAUTION FOR INTERPRETING ABC INFERENCES OF SIMULTANEOUS HISTORICAL EVENTS

Approximate Bayesian computation (ABC) is rapidly gaining popularity in population genetics. One example, msBayes , infers the distribution of divergence times among pairs of taxa, allowing phylogeographers to test hypotheses about historical causes of diversification in co‐distributed groups of organisms. Using msBayes , we infer the distribution of divergence times among 22 pairs of populations of vertebrates distributed across the Philippine Archipelago. Our objective was to test whether sea‐level oscillations during the Pleistocene caused diversification across the islands. To guide interpretation of our results, we perform a suite of simulation‐based power analyses. Our empirical results strongly support a recent simultaneous divergence event for all 22 taxon pairs, consistent with the prediction of the Pleistocene‐driven diversification hypothesis. However, our empirical estimates are sensitive to changes in prior distributions, and our simulations reveal low power of the method to detect random variation in divergence times and bias toward supporting clustered divergences. Our results demonstrate that analyses exploring power and prior sensitivity should accompany ABC model selection inferences. The problems we identify are potentially mitigable with uniform priors over divergence models (rather than classes of models) and more flexible prior distributions on demographic and divergence‐time parameters.     

Objective Bayesian analysis for the Student-t regression model

We develop a Bayesian analysis based on two different Jeffreyspriors for the Student-t regression model with unknown degreesof freedom. It is typically difficult to estimate the numberof degrees of freedom: improper prior distributions may leadto improper posterior distributions, whereas proper prior distributionsmay dominate the analysis. We show that Bayesian analysis witheither of the two considered Jeffreys priors provides a properposterior distribution. Finally, we show that Bayesian estimatorsbased on Jeffreys analysis compare favourably to other Bayesianestimators based on priors previously proposed in the literature.     

Strange bayes indeed: uniform topological priors imply non-uniform clade priors

While Bayesian analysis has become common in phylogenetics, the effects of topological prior probabilities on tree inference have not been investigated. In Bayesian analyses, the prior probability of topologies is almost always considered equal for all possible trees, and clade support is calculated from the majority rule consensus of the approximated posterior distribution of topologies. These uniform priors on tree topologies imply non-uniform prior probabilities of clades, which are dependent on the number of taxa in a clade as well as the number of taxa in the analysis. As such, uniform topological priors do not model ignorance with respect to clades. Here, we demonstrate that Bayesian clade support, bootstrap support, and jackknife support from 17 empirical studies are significantly and positively correlated with non-uniform clade priors resulting from uniform topological priors. Further, we demonstrate that this effect disappears for bootstrap and jackknife when data sets are free from character conflict, but remains pronounced for Bayesian clade supports, regardless of tree shape. Finally, we propose the use of a Bayes factor to account for the fact that uniform topological priors do not model ignorance with respect to clade probability.     

Bayesian analysis for generalized linear models with nonignorably missing covariates

We propose Bayesian methods for estimating parameters in generalized linear models (GLMs) with nonignorably missing covariate data. We show that when improper uniform priors are used for the regression coefficients, phi, of the multinomial selection model for the missing data mechanism, the resulting joint posterior will always be improper if (i) all missing covariates are discrete and an intercept is included in the selection model for the missing data mechanism, or (ii) at least one of the covariates is continuous and unbounded. This impropriety will result regardless of whether proper or improper priors are specified for the regression parameters, beta, of the GLM or the parameters, alpha, of the covariate distribution. To overcome this problem, we propose a novel class of proper priors for the regression coefficients, phi, in the selection model for the missing data mechanism. These priors are robust and computationally attractive in the sense that inferences about beta are not sensitive to the choice of the hyperparameters of the prior for phi and they facilitate a Gibbs sampling scheme that leads to accelerated convergence. In addition, we extend the model assessment criterion of Chen, Dey, and Ibrahim (2004a, Biometrika 91, 45-63), called the weighted L measure, to GLMs and missing data problems as well as extend the deviance information criterion (DIC) of Spiegelhalter et al. (2002, Journal of the Royal Statistical Society B 64, 583-639) for assessing whether the missing data mechanism is ignorable or nonignorable. A novel Markov chain Monte Carlo sampling algorithm is also developed for carrying out posterior computation. Several simulations are given to investigate the performance of the proposed Bayesian criteria as well as the sensitivity of the prior specification. Real datasets from a melanoma cancer clinical trial and a liver cancer study are presented to further illustrate the proposed methods.     

Bayesian Semiparametric Frailty Selection in Multivariate Event Time Data

Biomedical studies often collect multivariate event time data from multiple clusters (either subjects or groups) within each of which event times for individuals are correlated and the correlation may vary in different classes. In such survival analyses, heterogeneity among clusters for shared and specific classes can be accommodated by incorporating parametric frailty terms into the model. In this article, we propose a Bayesian approach to relax the parametric distribution assumption for shared and specific‐class frailties by using a Dirichlet process prior while also allowing for the uncertainty of heterogeneity for different classes. Multiple cluster‐specific frailty selections rely on variable selection‐type mixture priors by applying mixtures of point masses at zero and inverse gamma distributions to the variance of log frailties. This selection allows frailties with zero variance to effectively drop out of the model. A reparameterization of log‐frailty terms is performed to reduce the potential bias of fixed effects due to variation of the random distribution and dependence among the parameters resulting in easy interpretation and faster Markov chain Monte Carlo convergence. Simulated data examples and an application to a lung cancer clinical trial are used for illustration.     

Testing and estimating the non-disjunction fraction in Meiosis I using reference priors

In this paper we analyze the fraction of non-disjunction in Meiosis I assuming reference (non-informative) priors. We consider Jeffreys's approach to built a non-informative prior (Jeffreys's prior) for the fraction of non-disjunction in Meiosis I. We prove that Jeffreys's prior is a proper distribution. We perform Monte Carlo studies in order to compare Bayes estimates obtained assuming Jeffreys's and uniform priors. We consider full Bayesian significance test (FBST) and Bayes factor (BF) for testing precise hypothesis on the fraction of non-disjunction in Meiosis I. The ultimate goal of this paper is to compare these two test procedures through simulation studies using both prior specifications. An application to Down Syndrome data is also presented.     

Prior specification in Bayesian statistics: three cautionary tales

One of the most important differences between Bayesian and traditional techniques is that the former combines information available beforehand-captured in the prior distribution and reflecting the subjective state of belief before an experiment is carried out-and what the data teach us, as expressed in the likelihood function. Bayesian inference is based on the combination of prior and current information which is reflected in the posterior distribution. The fast growing implementation of Bayesian analysis techniques can be attributed to the development of fast computers and the availability of easy to use software. It has long been established that the specification of prior distributions should receive a lot of attention. Unfortunately, flat distributions are often (inappropriately) used in an automatic fashion in a wide range of types of models. We reiterate that the specification of the prior distribution should be done with great care and support this through three examples. Even in the absence of strong prior information, prior specification should be done at the appropriate scale of biological interest. This often requires incorporation of (weak) prior information based on common biological sense. Very weak and uninformative priors at one scale of the model may result in relatively strong priors at other levels affecting the posterior distribution. We present three different examples intu?vely illustrating this phenomenon indicating that this bias can be substantial (especially in small samples) and is widely present. We argue that complete ignorance or absence of prior information may not exist. Because the central theme of the Bayesian paradigm is to combine prior information with current data, authors should be encouraged to publish their raw data such that every scientist is able to perform an analysis incorporating his/her own (subjective) prior distributions.     

A class of Bayesian shared gamma frailty models with multivariate failure time data

For multivariate failure time data, we propose a new class of shared gamma frailty models by imposing the Box-Cox transformation on the hazard function, and the product of the baseline hazard and the frailty. This novel class of models allows for a very broad range of shapes and relationships between the hazard and baseline hazard functions. It includes the well-known Cox gamma frailty model and a new additive gamma frailty model as two special cases. Due to the nonnegative hazard constraint, this shared gamma frailty model is computationally challenging in the Bayesian paradigm. The joint priors are constructed through a conditional-marginal specification, in which the conditional distribution is univariate, and it absorbs the nonlinear parameter constraints. The marginal part of the prior specification is free of constraints. The prior distributions allow us to easily compute the full conditionals needed for Gibbs sampling, while incorporating the constraints. This class of shared gamma frailty models is illustrated with a real dataset.     

Tree Biomass Estimation of Chinese fir (Cunninghamia lanceolata) Based on Bayesian Method

Chinese fir (Cunninghamia lanceolata (Lamb.) Hook.) is the most important conifer species for timber production with huge distribution area in southern China. Accurate estimation of biomass is required for accounting and monitoring Chinese forest carbon stocking. In the study, allometric equation was used to analyze tree biomass of Chinese fir. The common methods for estimating allometric model have taken the classical approach based on the frequency interpretation of probability. However, many different biotic and abiotic factors introduce variability in Chinese fir biomass model, suggesting that parameters of biomass model are better represented by probability distributions rather than fixed values as classical method. To deal with the problem, Bayesian method was used for estimating Chinese fir biomass model. In the Bayesian framework, two priors were introduced: non-informative priors and informative priors. For informative priors, 32 biomass equations of Chinese fir were collected from published literature in the paper. The parameter distributions from published literature were regarded as prior distributions in Bayesian model for estimating Chinese fir biomass. Therefore, the Bayesian method with informative priors was better than non-informative priors and classical method, which provides a reasonable method for estimating Chinese fir biomass.     

Combining data‐derived priors with postrelease monitoring data to predict persistence of reintroduced populations

Monitoring is an essential part of reintroduction programs, but many years of data may be needed to obtain reliable population projections. This duration can potentially be reduced by incorporating prior information on expected vital rates (survival and fecundity) when making inferences from monitoring data. The prior distributions for these parameters can be derived from data for previous reintroductions, but it is important to account for site‐to‐site variation. We evaluated whether such informative priors improved our ability to estimate the finite rate of increase (λ) of the North Island robin (Petroica longipes) population reintroduced to Tawharanui Regional Park, New Zealand. We assessed how precision improved with each year of postrelease data added, comparing models that used informative or uninformative priors. The population grew from about 22 to 80 individuals from 2007 to 2016, with λ estimated to be 1.23 if density dependence was included in the model and 1.13 otherwise. Under either model, 7 years of data were required before the lower 95% credible limit for λ was > 1, giving confidence that the population would persist. The informative priors did not reduce this requirement. Data‐derived priors are useful before reintroduction because they allow λ to be estimated in advance. However, in the case examined here, the value of the priors was overwhelmed once site‐specific monitoring data became available. The Bayesian method presented is logical for reintroduced populations. It allows prior information (used to inform prerelease decisions) to be integrated with postrelease monitoring. This makes full use of the data for ongoing management decisions. However, if the priors properly account for site‐to‐site variation, they may have little predictive value compared with the site‐specific data. This value will depend on the degree of site‐to‐site variation as well as the quality of the data.     

Sensitivity of Bayes estimators to hyper-parameters with an application to maximum yield from fisheries

Priors are seldom unequivocal and an important component of Bayesian modeling is assessment of the sensitivity of the posterior to the specified prior distribution. This is especially true in fisheries science where the Bayesian approach has been promoted as a rigorous method for including existing information from previous surveys and from related stocks or species. These informative priors may be highly contested by various interest groups. Here, formulae for the first and second derivatives of Bayes estimators with respect to hyper-parameters of the joint prior density are given. The formula for the second derivative provides a correction to a previously published result. The formulae are shown to reduce to very convenient and easily implemented forms when the hyper-parameters are for exponential family marginal priors. For model parameters with such priors it is shown that the ratio of posterior variance to prior variance can be interpreted as the sensitivity of the posterior mean to the prior mean. This methodology is applied to a nonlinear state-space model for the biomass of South Atlantic albacore tuna and sensitivity of the maximum sustainable yield to the prior specification is examined.     

Frequentist performance of Bayesian confidence intervals for comparing proportions in 2 x 2 contingency tables

This article investigates the performance, in a frequentist sense, of Bayesian confidence intervals (CIs) for the difference of proportions, relative risk, and odds ratio in 2 x 2 contingency tables. We consider beta priors, logit-normal priors, and related correlated priors for the two binomial parameters. The goal was to analyze whether certain settings for prior parameters tend to provide good coverage performance regardless of the true association parameter values. For the relative risk and odds ratio, we recommend tail intervals over highest posterior density (HPD) intervals, for invariance reasons. To protect against potentially very poor coverage probabilities when the effect is large, it is best to use a diffuse prior, and we recommend the Jeffreys prior. Otherwise, with relatively small samples, Bayesian CIs using more informative (even uniform) priors tend to have poorer performance than the frequentist CIs based on inverting score tests, which perform uniformly quite well for these parameters.     

Time‐to‐event continual reassessment method incorporating treatment cycle information with application to an oncology phase I trial

Delayed dose limiting toxicities (i.e. beyond first cycle of treatment) is a challenge for phase I trials. The time‐to‐event continual reassessment method (TITE‐CRM) is a Bayesian dose‐finding design to address the issue of long observation time and early patient drop‐out. It uses a weighted binomial likelihood with weights assigned to observations by the unknown time‐to‐toxicity distribution, and is open to accrual continually. To avoid dosing at overly toxic levels while retaining accuracy and efficiency for DLT evaluation that involves multiple cycles, we propose an adaptive weight function by incorporating cyclical data of the experimental treatment with parameters updated continually. This provides a reasonable estimate for the time‐to‐toxicity distribution by accounting for inter‐cycle variability and maintains the statistical properties of consistency and coherence. A case study of a First‐in‐Human trial in cancer for an experimental biologic is presented using the proposed design. Design calibrations for the clinical and statistical parameters are conducted to ensure good operating characteristics. Simulation results show that the proposed TITE‐CRM design with adaptive weight function yields significantly shorter trial duration, does not expose patients to additional risk, is competitive against the existing weighting methods, and possesses some desirable properties.     

A semiparametric Bayesian approach for structural equation models

In the development of structural equation models (SEMs), observed variables are usually assumed to be normally distributed. However, this assumption is likely to be violated in many practical researches. As the non‐normality of observed variables in an SEM can be obtained from either non‐normal latent variables or non‐normal residuals or both, semiparametric modeling with unknown distribution of latent variables or unknown distribution of residuals is needed. In this article, we find that an SEM becomes nonidentifiable when both the latent variable distribution and the residual distribution are unknown. Hence, it is impossible to estimate reliably both the latent variable distribution and the residual distribution without parametric assumptions on one or the other. We also find that the residuals in the measurement equation are more sensitive to the normality assumption than the latent variables, and the negative impact on the estimation of parameters and distributions due to the non‐normality of residuals is more serious. Therefore, when there is no prior knowledge about parametric distributions for either the latent variables or the residuals, we recommend making parametric assumption on latent variables, and modeling residuals nonparametrically. We propose a semiparametric Bayesian approach using the truncated Dirichlet process with a stick breaking prior to tackle the non‐normality of residuals in the measurement equation. Simulation studies and a real data analysis demonstrate our findings, and reveal the empirical performance of the proposed methodology. A free WinBUGS code to perform the analysis is available in Supporting Information.