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.     

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.     

Quantification of prior impact in terms of effective current sample size

Bayesian methods allow borrowing of historical information through prior distributions. The concept of prior effective sample size (prior ESS) facilitates quantification and communication of such prior information by equating it to a sample size. Prior information can arise from historical observations; thus, the traditional approach identifies the ESS with such a historical sample size. However, this measure is independent of newly observed data, and thus would not capture an actual “loss of information” induced by the prior in case of prior-data conflict. We build on a recent work to relate prior impact to the number of (virtual) samples from the current data model and introduce the effective current sample size (ECSS) of a prior, tailored to the application in Bayesian clinical trial designs. Special emphasis is put on robust mixture, power, and commensurate priors. We apply the approach to an adaptive design in which the number of recruited patients is adjusted depending on the effective sample size at an interim analysis. We argue that the ECSS is the appropriate measure in this case, as the aim is to save current (as opposed to historical) patients from recruitment. Furthermore, the ECSS can help overcome lack of consensus in the ESS assessment of mixture priors and can, more broadly, provide further insights into the impact of priors. An R package accompanies the paper.     

Moving beyond noninformative priors: why and how to choose weakly informative priors in Bayesian analyses

Throughout the last two decades, Bayesian statistical methods have proliferated throughout ecology and evolution. Numerous previous references established both philosophical and computational guidelines for implementing Bayesian methods. However, protocols for incorporating prior information, the defining characteristic of Bayesian philosophy, are nearly nonexistent in the ecological literature. Here, I hope to encourage the use of weakly informative priors in ecology and evolution by providing a ‘consumer's guide’ to weakly informative priors. The first section outlines three reasons why ecologists should abandon noninformative priors: 1) common flat priors are not always noninformative, 2) noninformative priors provide the same result as simpler frequentist methods, and 3) noninformative priors suffer from the same high type I and type M error rates as frequentist methods. The second section provides a guide for implementing informative priors, wherein I detail convenient ‘reference’ prior distributions for common statistical models (i.e. regression, ANOVA, hierarchical models). I then use simulations to visually demonstrate how informative priors influence posterior parameter estimates. With the guidelines provided here, I hope to encourage the use of weakly informative priors for Bayesian analyses in ecology. Ecologists can and should debate the appropriate form of prior information, but should consider weakly informative priors as the new ‘default’ prior for any Bayesian model.     

Functional Uniform Priors for Nonlinear Modeling

Summary This article considers the topic of finding prior distributions when a major component of the statistical model depends on a nonlinear function. Using results on how to construct uniform distributions in general metric spaces, we propose a prior distribution that is uniform in the space of functional shapes of the underlying nonlinear function and then back‐transform to obtain a prior distribution for the original model parameters. The primary application considered in this article is nonlinear regression, but the idea might be of interest beyond this case. For nonlinear regression the so constructed priors have the advantage that they are parametrization invariant and do not violate the likelihood principle, as opposed to uniform distributions on the parameters or the Jeffrey’s prior, respectively. The utility of the proposed priors is demonstrated in the context of design and analysis of nonlinear regression modeling in clinical dose‐finding trials, through a real data example and simulation.     

On the use of nonparametric curves in phase I trials with low toxicity tolerance

Gasparini and Eisele (2000, Biometrics 56, 609-615) propose a design for phase I clinical trials during which dose allocation is governed by a Bayesian nonparametric estimate of the dose-response curve. The authors also suggest an elicitation algorithm to establish vague priors. However, in situations where a low percentile is targeted, priors thus obtained can lead to undesirable rigidity given certain trial outcomes that can occur with a nonnegligible probability. Interestingly, improvement can be achieved by prescribing slightly more informative priors. Some guidelines for prior elicitation are established using a connection between this curve-free method and the continual reassessment method.     

The neglected tool in the Bayesian ecologist's shed: a case study testing informative priors' effect on model accuracy

Despite benefits for precision, ecologists rarely use informative priors. One reason that ecologists may prefer vague priors is the perception that informative priors reduce accuracy. To date, no ecological study has empirically evaluated data‐derived informative priors' effects on precision and accuracy. To determine the impacts of priors, we evaluated mortality models for tree species using data from a forest dynamics plot in Thailand. Half the models used vague priors, and the remaining half had informative priors. We found precision was greater when using informative priors, but effects on accuracy were more variable. In some cases, prior information improved accuracy, while in others, it was reduced. On average, models with informative priors were no more or less accurate than models without. Our analyses provide a detailed case study on the simultaneous effect of prior information on precision and accuracy and demonstrate that when priors are specified appropriately, they lead to greater precision without systematically reducing model accuracy.     

Learning Priors for Bayesian Computations in the Nervous System

Our nervous system continuously combines new information from our senses with information it has acquired throughout life. Numerous studies have found that human subjects manage this by integrating their observations with their previous experience (priors) in a way that is close to the statistical optimum. However, little is known about the way the nervous system acquires or learns priors. Here we present results from experiments where the underlying distribution of target locations in an estimation task was switched, manipulating the prior subjects should use. Our experimental design allowed us to measure a subject''s evolving prior while they learned. We confirm that through extensive practice subjects learn the correct prior for the task. We found that subjects can rapidly learn the mean of a new prior while the variance is learned more slowly and with a variable learning rate. In addition, we found that a Bayesian inference model could predict the time course of the observed learning while offering an intuitive explanation for the findings. The evidence suggests the nervous system continuously updates its priors to enable efficient behavior.     

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.     

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.     

Bayesian sample size determination using commensurate priors to leverage preexperimental data

This paper develops Bayesian sample size formulae for experiments comparing two groups, where relevant preexperimental information from multiple sources can be incorporated in a robust prior to support both the design and analysis. We use commensurate predictive priors for borrowing of information and further place Gamma mixture priors on the precisions to account for preliminary belief about the pairwise (in)commensurability between parameters that underpin the historical and new experiments. Averaged over the probability space of the new experimental data, appropriate sample sizes are found according to criteria that control certain aspects of the posterior distribution, such as the coverage probability or length of a defined density region. Our Bayesian methodology can be applied to circumstances that compare two normal means, proportions, or event times. When nuisance parameters (such as variance) in the new experiment are unknown, a prior distribution can further be specified based on preexperimental data. Exact solutions are available based on most of the criteria considered for Bayesian sample size determination, while a search procedure is described in cases for which there are no closed-form expressions. We illustrate the application of our sample size formulae in the design of clinical trials, where pretrial information is available to be leveraged. Hypothetical data examples, motivated by a rare-disease trial with an elicited expert prior opinion, and a comprehensive performance evaluation of the proposed methodology are presented.     

Bias in Diet Determination: Incorporating Traditional Methods in Bayesian Mixing Models

There are not “universal methods” to determine diet composition of predators. Most traditional methods are biased because of their reliance on differential digestibility and the recovery of hard items. By relying on assimilated food, stable isotope and Bayesian mixing models (SIMMs) resolve many biases of traditional methods. SIMMs can incorporate prior information (i.e. proportional diet composition) that may improve the precision in the estimated dietary composition. However few studies have assessed the performance of traditional methods and SIMMs with and without informative priors to study the predators’ diets. Here we compare the diet compositions of the South American fur seal and sea lions obtained by scats analysis and by SIMMs-UP (uninformative priors) and assess whether informative priors (SIMMs-IP) from the scat analysis improved the estimated diet composition compared to SIMMs-UP. According to the SIMM-UP, while pelagic species dominated the fur seal’s diet the sea lion’s did not have a clear dominance of any prey. In contrast, SIMM-IP’s diets compositions were dominated by the same preys as in scat analyses. When prior information influenced SIMMs’ estimates, incorporating informative priors improved the precision in the estimated diet composition at the risk of inducing biases in the estimates. If preys isotopic data allow discriminating preys’ contributions to diets, informative priors should lead to more precise but unbiased estimated diet composition. Just as estimates of diet composition obtained from traditional methods are critically interpreted because of their biases, care must be exercised when interpreting diet composition obtained by SIMMs-IP. The best approach to obtain a near-complete view of predators’ diet composition should involve the simultaneous consideration of different sources of partial evidence (traditional methods, SIMM-UP and SIMM-IP) in the light of natural history of the predator species so as to reliably ascertain and weight the information yielded by each method.     

Wrong,but useful: regional species distribution models may not be improved by range‐wide data under biased sampling

Species distribution modeling (SDM) is an essential method in ecology and conservation. SDMs are often calibrated within one country's borders, typically along a limited environmental gradient with biased and incomplete data, making the quality of these models questionable. In this study, we evaluated how adequate are national presence‐only data for calibrating regional SDMs. We trained SDMs for Egyptian bat species at two different scales: only within Egypt and at a species‐specific global extent. We used two modeling algorithms: Maxent and elastic net, both under the point‐process modeling framework. For each modeling algorithm, we measured the congruence of the predictions of global and regional models for Egypt, assuming that the lower the congruence, the lower the appropriateness of the Egyptian dataset to describe the species' niche. We inspected the effect of incorporating predictions from global models as additional predictor (“prior”) to regional models, and quantified the improvement in terms of AUC and the congruence between regional models run with and without priors. Moreover, we analyzed predictive performance improvements after correction for sampling bias at both scales. On average, predictions from global and regional models in Egypt only weakly concur. Collectively, the use of priors did not lead to much improvement: similar AUC and high congruence between regional models calibrated with and without priors. Correction for sampling bias led to higher model performance, whatever prior used, making the use of priors less pronounced. Under biased and incomplete sampling, the use of global bats data did not improve regional model performance. Without enough bias‐free regional data, we cannot objectively identify the actual improvement of regional models after incorporating information from the global niche. However, we still believe in great potential for global model predictions to guide future surveys and improve regional sampling in data‐poor regions.     

Rejoinder to “Predictively consistent prior effective sample sizes,” by Beat Neuenschwander,Sebastian Weber,Heinz Schmidli,and Anthony O'Hagan

Determining the sample size of an experiment can be challenging, even more so when incorporating external information via a prior distribution. Such information is increasingly used to reduce the size of the control group in randomized clinical trials. Knowing the amount of prior information, expressed as an equivalent prior effective sample size (ESS), clearly facilitates trial designs. Various methods to obtain a prior's ESS have been proposed recently. They have been justified by the fact that they give the standard ESS for one-parameter exponential families. However, despite being based on similar information-based metrics, they may lead to surprisingly different ESS for nonconjugate settings, which complicates many designs with prior information. We show that current methods fail a basic predictive consistency criterion, which requires the expected posterior-predictive ESS for a sample of size N to be the sum of the prior ESS and N. The expected local-information-ratio ESS is introduced and shown to be predictively consistent. It corrects the ESS of current methods, as shown for normally distributed data with a heavy-tailed Student-t prior and exponential data with a generalized Gamma prior. Finally, two applications are discussed: the prior ESS for the control group derived from historical data and the posterior ESS for hierarchical subgroup analyses.     

Evaluating the Impact of Prior Assumptions in Bayesian Biostatistics

A common concern in Bayesian data analysis is that an inappropriately informative prior may unduly influence posterior inferences. In the context of Bayesian clinical trial design, well chosen priors are important to ensure that posterior-based decision rules have good frequentist properties. However, it is difficult to quantify prior information in all but the most stylized models. This issue may be addressed by quantifying the prior information in terms of a number of hypothetical patients, i.e., a prior effective sample size (ESS). Prior ESS provides a useful tool for understanding the impact of prior assumptions. For example, the prior ESS may be used to guide calibration of prior variances and other hyperprior parameters. In this paper, we discuss such prior sensitivity analyses by using a recently proposed method to compute a prior ESS. We apply this in several typical settings of Bayesian biomedical data analysis and clinical trial design. The data analyses include cross-tabulated counts, multiple correlated diagnostic tests, and ordinal outcomes using a proportional-odds model. The study designs include a phase I trial with late-onset toxicities, a phase II trial that monitors event times, and a phase I/II trial with dose-finding based on efficacy and toxicity.     

Integrating biological knowledge into variable selection: an empirical Bayes approach with an application in cancer biology

ABSTRACT: BACKGROUND: An important question in the analysis of biochemical data is that of identifying subsets of molecular variables that may jointly influence a biological response. Statistical variable selection methods have been widely used for this purpose. In many settings, it may be important to incorporate ancillary biological information concerning the variables of interest. Pathway and network maps are one example of a source of such information. However, although ancillary information is increasingly available, it is not always clear how it should be used nor how it should be weighted in relation to primary data. RESULTS: We put forward an approach in which biological knowledge is incorporated using informative prior distributions over variable subsets, with prior information selected and weighted in an automated, objective manner using an empirical Bayes formulation. We employ continuous, linear models with interaction terms and exploit biochemically-motivated sparsity constraints to permit exact inference. We show an example of priors for pathway- and network-based information and illustrate our proposed method on both synthetic response data and by an application to cancer drug response data. Comparisons are also made to alternative Bayesian and frequentist penalised-likelihood methods for incorporating network-based information. CONCLUSIONS: The empirical Bayes method proposed here can aid prior elicitation for Bayesian variable selection studies and help to guard against mis-specification of priors. Empirical Bayes, together with the proposed pathway-based priors, results in an approach with a competitive variable selection performance. In addition, the overall procedure is fast, deterministic, and has very few user-set parameters, yet is capable of capturing interplay between molecular players. The approach presented is general and readily applicable in any setting with multiple sources of biological prior knowledge.     

Bayesian Semiparametric Models for Survival Data with a Cure Fraction

We propose methods for Bayesian inference for a new class of semiparametric survival models with a cure fraction. Specifically, we propose a semiparametric cure rate model with a smoothing parameter that controls the degree of parametricity in the right tail of the survival distribution. We show that such a parameter is crucial for these kinds of models and can have an impact on the posterior estimates. Several novel properties of the proposed model are derived. In addition, we propose a class of improper noninformative priors based on this model and examine the properties of the implied posterior. Also, a class of informative priors based on historical data is proposed and its theoretical properties are investigated. A case study involving a melanoma clinical trial is discussed in detail to demonstrate the proposed methodology.     

Power priors based on multiple historical studies for binary outcomes

Incorporating historical information into the design and analysis of a new clinical trial has been the subject of much recent discussion. For example, in the context of clinical trials of antibiotics for drug resistant infections, where patients with specific infections can be difficult to recruit, there is often only limited and heterogeneous information available from the historical trials. To make the best use of the combined information at hand, we consider an approach based on the multiple power prior that allows the prior weight of each historical study to be chosen adaptively by empirical Bayes. This choice of weight has advantages in that it varies commensurably with differences in the historical and current data and can choose weights near 1 if the data from the corresponding historical study are similar enough to the data from the current study. Fully Bayesian approaches are also considered. The methods are applied to data from antibiotics trials. An analysis of the operating characteristics in a binomial setting shows that the proposed empirical Bayes adaptive method works well, compared to several alternative approaches, including the meta‐analytic prior.     

A Bayesian Approach to Assessing the Superiority of a Dose Combination

One prevalent goal within clinical trials is to determine whether or not a combination of two drugs is more effective than each of its components. Many researchers have addressed this issue for fixed-dose combination trials, using frequentist hypothesis testing techniques. In addition, several of these have incorporated prior information from sources such as Phase II trials or expert opinions. The Bayesian approach to the general selection problem naturally accomodates the need to utilize such information. It is useful in the dose combination problem because it does not rely on a nuisance parameter that affects the power of frequentist procedures. We show that hierarchical Bayesian methods may be easily applied to this problem, yielding the probability that a drug combination is superior to its components. Moreover, we present methods that may be implemented using readily available software for numerical integration as well as ones that incorporate Markov Chain Monte Carlo methods.     

On the Origins of Suboptimality in Human Probabilistic Inference

Humans have been shown to combine noisy sensory information with previous experience (priors), in qualitative and sometimes quantitative agreement with the statistically-optimal predictions of Bayesian integration. However, when the prior distribution becomes more complex than a simple Gaussian, such as skewed or bimodal, training takes much longer and performance appears suboptimal. It is unclear whether such suboptimality arises from an imprecise internal representation of the complex prior, or from additional constraints in performing probabilistic computations on complex distributions, even when accurately represented. Here we probe the sources of suboptimality in probabilistic inference using a novel estimation task in which subjects are exposed to an explicitly provided distribution, thereby removing the need to remember the prior. Subjects had to estimate the location of a target given a noisy cue and a visual representation of the prior probability density over locations, which changed on each trial. Different classes of priors were examined (Gaussian, unimodal, bimodal). Subjects'' performance was in qualitative agreement with the predictions of Bayesian Decision Theory although generally suboptimal. The degree of suboptimality was modulated by statistical features of the priors but was largely independent of the class of the prior and level of noise in the cue, suggesting that suboptimality in dealing with complex statistical features, such as bimodality, may be due to a problem of acquiring the priors rather than computing with them. We performed a factorial model comparison across a large set of Bayesian observer models to identify additional sources of noise and suboptimality. Our analysis rejects several models of stochastic behavior, including probability matching and sample-averaging strategies. Instead we show that subjects'' response variability was mainly driven by a combination of a noisy estimation of the parameters of the priors, and by variability in the decision process, which we represent as a noisy or stochastic posterior.