Empirical Bayes Gibbs sampling

The wide applicability of Gibbs sampling has increased the use of more complex and multi-level hierarchical models. To use these models entails dealing with hyperparameters in the deeper levels of a hierarchy. There are three typical methods for dealing with these hyperparameters: specify them, estimate them, or use a 'flat' prior. Each of these strategies has its own associated problems. In this paper, using an empirical Bayes approach, we show how the hyperparameters can be estimated in a way that is both computationally feasible and statistically valid.     

Hierarchical Bayes models for cDNA microarray gene expression

cDNA microarrays are used in many contexts to compare mRNA levels between samples of cells. Microarray experiments typically give us expression measurements on 1000-20 000 genes, but with few replicates for each gene. Traditional methods using means and standard deviations to detect differential expression are not satisfactory in this context. A handful of alternative statistics have been developed, including several empirical Bayes methods. In the present paper we present two full hierarchical Bayes models for detecting gene expression, of which one (D) describes our microarray data very well. We also compare the full Bayes and empirical Bayes approaches with respect to model assumptions, false discovery rates and computer running time. The proposed models are compared to existing empirical Bayes models in a simulation study and for a set of data (Yuen et al., 2002), where 27 genes have been categorized by quantitative real-time PCR. It turns out that the existing empirical Bayes methods have at least as good performance as the full Bayes ones.     

Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models

The problem of evaluating the goodness of the predictive distributionsof hierarchical Bayesian and empirical Bayes models is investigated.A Bayesian predictive information criterion is proposed as anestimator of the posterior mean of the expected loglikelihoodof the predictive distribution when the specified family ofprobability distributions does not contain the true distribution.The proposed criterion is developed by correcting the asymptoticbias of the posterior mean of the loglikelihood as an estimatorof its expected loglikelihood. In the evaluation of hierarchicalBayesian models with random effects, regardless of our parametricfocus, the proposed criterion considers the bias correctionof the posterior mean of the marginal loglikelihood becauseit requires a consistent parameter estimator. The use of thebootstrap in model evaluation is also discussed.     

Minimax D-optimal designs for the logistic model

We propose an algorithm for constructing minimax D-optimal designs for the logistic model when only the ranges of the values for both parameters are assumed known. Properties of these designs are studied and compared with optimal Bayesian designs and Sitter's (1992, Biometrics, 48, 1145-1155) minimax D-optimal kk-designs. Examples of minimax D-optimal designs are presented for the logistic and power logistic models, including a dose-response design for rheumatoid arthritis patients.     

A Bayesian hierarchical approach for combining case-control and prospective studies

Motivated by the absolute risk predictions required in medical decision making and patient counseling, we propose an approach for the combined analysis of case-control and prospective studies of disease risk factors. The approach is hierarchical to account for parameter heterogeneity among studies and among sampling units of the same study. It is based on modeling the retrospective distribution of the covariates given the disease outcome, a strategy that greatly simplifies both the combination of prospective and retrospective studies and the computation of Bayesian predictions in the hierarchical case-control context. Retrospective modeling differentiates our approach from most current strategies for inference on risk factors, which are based on the assumption of a specific prospective model. To ensure modeling flexibility, we propose using a mixture model for the retrospective distributions of the covariates. This leads to a general nonlinear regression family for the implied prospective likelihood. After introducing and motivating our proposal, we present simple results that highlight its relationship with existing approaches, develop Markov chain Monte Carlo methods for inference and prediction, and present an illustration using ovarian cancer data.     

Shrinkage Estimators for Covariance Matrices

Estimation of covariance matrices in small samples has been studied by many authors. Standard estimators, like the unstructured maximum likelihood estimator (ML) or restricted maximum likelihood (REML) estimator, can be very unstable with the smallest estimated eigenvalues being too small and the largest too big. A standard approach to more stably estimating the matrix in small samples is to compute the ML or REML estimator under some simple structure that involves estimation of fewer parameters, such as compound symmetry or independence. However, these estimators will not be consistent unless the hypothesized structure is correct. If interest focuses on estimation of regression coefficients with correlated (or longitudinal) data, a sandwich estimator of the covariance matrix may be used to provide standard errors for the estimated coefficients that are robust in the sense that they remain consistent under misspecification of the covariance structure. With large matrices, however, the inefficiency of the sandwich estimator becomes worrisome. We consider here two general shrinkage approaches to estimating the covariance matrix and regression coefficients. The first involves shrinking the eigenvalues of the unstructured ML or REML estimator. The second involves shrinking an unstructured estimator toward a structured estimator. For both cases, the data determine the amount of shrinkage. These estimators are consistent and give consistent and asymptotically efficient estimates for regression coefficients. Simulations show the improved operating characteristics of the shrinkage estimators of the covariance matrix and the regression coefficients in finite samples. The final estimator chosen includes a combination of both shrinkage approaches, i.e., shrinking the eigenvalues and then shrinking toward structure. We illustrate our approach on a sleep EEG study that requires estimation of a 24 x 24 covariance matrix and for which inferences on mean parameters critically depend on the covariance estimator chosen. We recommend making inference using a particular shrinkage estimator that provides a reasonable compromise between structured and unstructured estimators.