Generalized hierarchical multivariate CAR models for areal data

In the fields of medicine and public health, a common application of areal data models is the study of geographical patterns of disease. When we have several measurements recorded at each spatial location (for example, information on p>/= 2 diseases from the same population groups or regions), we need to consider multivariate areal data models in order to handle the dependence among the multivariate components as well as the spatial dependence between sites. In this article, we propose a flexible new class of generalized multivariate conditionally autoregressive (GMCAR) models for areal data, and show how it enriches the MCAR class. Our approach differs from earlier ones in that it directly specifies the joint distribution for a multivariate Markov random field (MRF) through the specification of simpler conditional and marginal models. This in turn leads to a significant reduction in the computational burden in hierarchical spatial random effect modeling, where posterior summaries are computed using Markov chain Monte Carlo (MCMC). We compare our approach with existing MCAR models in the literature via simulation, using average mean square error (AMSE) and a convenient hierarchical model selection criterion, the deviance information criterion (DIC; Spiegelhalter et al., 2002, Journal of the Royal Statistical Society, Series B64, 583-639). Finally, we offer a real-data application of our proposed GMCAR approach that models lung and esophagus cancer death rates during 1991-1998 in Minnesota counties.     

Space-Time Data fusion Under Error in Computer Model Output: An Application to Modeling Air Quality

Summary We provide methods that can be used to obtain more accurate environmental exposure assessment. In particular, we propose two modeling approaches to combine monitoring data at point level with numerical model output at grid cell level, yielding improved prediction of ambient exposure at point level. Extending our earlier downscaler model (Berrocal, V. J., Gelfand, A. E., and Holland, D. M. (2010b) . A spatio‐temporal downscaler for outputs from numerical models. Journal of Agricultural, Biological and Environmental Statistics 15, 176–197), these new models are intended to address two potential concerns with the model output. One recognizes that there may be useful information in the outputs for grid cells that are neighbors of the one in which the location lies. The second acknowledges potential spatial misalignment between a station and its putatively associated grid cell. The first model is a Gaussian Markov random field smoothed downscaler that relates monitoring station data and computer model output via the introduction of a latent Gaussian Markov random field linked to both sources of data. The second model is a smoothed downscaler with spatially varying random weights defined through a latent Gaussian process and an exponential kernel function, that yields, at each site, a new variable on which the monitoring station data is regressed with a spatial linear model. We applied both methods to daily ozone concentration data for the Eastern US during the summer months of June, July and August 2001, obtaining, respectively, a 5% and a 15% predictive gain in overall predictive mean square error over our earlier downscaler model ( Berrocal et al., 2010b ). Perhaps more importantly, the predictive gain is greater at hold‐out sites that are far from monitoring sites.     

The Impact of Spatial Scales and Spatial Smoothing on the Outcome of Bayesian Spatial Model

Discretization of a geographical region is quite common in spatial analysis. There have been few studies into the impact of different geographical scales on the outcome of spatial models for different spatial patterns. This study aims to investigate the impact of spatial scales and spatial smoothing on the outcomes of modelling spatial point-based data. Given a spatial point-based dataset (such as occurrence of a disease), we study the geographical variation of residual disease risk using regular grid cells. The individual disease risk is modelled using a logistic model with the inclusion of spatially unstructured and/or spatially structured random effects. Three spatial smoothness priors for the spatially structured component are employed in modelling, namely an intrinsic Gaussian Markov random field, a second-order random walk on a lattice, and a Gaussian field with Matérn correlation function. We investigate how changes in grid cell size affect model outcomes under different spatial structures and different smoothness priors for the spatial component. A realistic example (the Humberside data) is analyzed and a simulation study is described. Bayesian computation is carried out using an integrated nested Laplace approximation. The results suggest that the performance and predictive capacity of the spatial models improve as the grid cell size decreases for certain spatial structures. It also appears that different spatial smoothness priors should be applied for different patterns of point data.     

Bayesian clustering using hidden Markov random fields in spatial population genetics

We introduce a new Bayesian clustering algorithm for studying population structure using individually geo-referenced multilocus data sets. The algorithm is based on the concept of hidden Markov random field, which models the spatial dependencies at the cluster membership level. We argue that (i) a Markov chain Monte Carlo procedure can implement the algorithm efficiently, (ii) it can detect significant geographical discontinuities in allele frequencies and regulate the number of clusters, (iii) it can check whether the clusters obtained without the use of spatial priors are robust to the hypothesis of discontinuous geographical variation in allele frequencies, and (iv) it can reduce the number of loci required to obtain accurate assignments. We illustrate and discuss the implementation issues with the Scandinavian brown bear and the human CEPH diversity panel data set.     

Hierarchical Bayesian modeling of spatially correlated health service outcome and utilization rates

We present Bayesian hierarchical spatial models for spatially correlated small-area health service outcome and utilization rates, with a particular emphasis on the estimation of both measured and unmeasured or unknown covariate effects. This Bayesian hierarchical model framework enables simultaneous modeling of fixed covariate effects and random residual effects. The random effects are modeled via Bayesian prior specifications reflecting spatial heterogeneity globally and relative homogeneity among neighboring areas. The model inference is implemented using Markov chain Monte Carlo methods. Specifically, a hybrid Markov chain Monte Carlo algorithm (Neal, 1995, Bayesian Learning for Neural Networks; Gustafson, MacNab, and Wen, 2003, Statistics and Computing, to appear) is used for posterior sampling of the random effects. To illustrate relevant problems, methods, and techniques, we present an analysis of regional variation in intraventricular hemorrhage incidence rates among neonatal intensive care unit patients across Canada.     

A review of techniques for spatial modeling in geographical, conservation and landscape genetics

Most evolutionary processes occur in a spatial context and several spatial analysis techniques have been employed in an exploratory context. However, the existence of autocorrelation can also perturb significance tests when data is analyzed using standard correlation and regression techniques on modeling genetic data as a function of explanatory variables. In this case, more complex models incorporating the effects of autocorrelation must be used. Here we review those models and compared their relative performances in a simple simulation, in which spatial patterns in allele frequencies were generated by a balance between random variation within populations and spatially-structured gene flow. Notwithstanding the somewhat idiosyncratic behavior of the techniques evaluated, it is clear that spatial autocorrelation affects Type I errors and that standard linear regression does not provide minimum variance estimators. Due to its flexibility, we stress that principal coordinate of neighbor matrices (PCNM) and related eigenvector mapping techniques seem to be the best approaches to spatial regression. In general, we hope that our review of commonly used spatial regression techniques in biology and ecology may aid population geneticists towards providing better explanations for population structures dealing with more complex regression problems throughout geographic space.     

Bayesian semiparametric intensity estimation for inhomogeneous spatial point processes

In this work we propose a fully Bayesian semiparametric method to estimate the intensity of an inhomogeneous spatial point process. The basic idea is to first convert intensity estimation into a Poisson regression setting via binning data points on a regular grid, and then model the log intensity semiparametrically using an adaptive version of Gaussian Markov random fields to smooth the corresponding counts. The inference is carried by an efficient Markov chain Monte Carlo simulation algorithm. Compared to existing methods for intensity estimation, for example, parametric modeling and kernel smoothing, the proposed estimator not only provides inference regarding the dependence of the intensity function on possible covariates, but also uses information from the data to adaptively determine the amount of smoothing at the local level. The effectiveness of using our method is demonstrated through simulation studies and an application to a rainforest dataset.     

Bayesian extrapolation of space-time trends in cancer registry data

We apply a full Bayesian model framework to a dataset on stomach cancer mortality in West Germany. The data are stratified by age group, year, and district. Using an age-period-cohort model with an additional spatial component, our goal is to investigate whether there is evidence for space-time interactions in these data. Furthermore, we will determine whether a period-space or a cohort-space interaction model is more appropriate to predict future mortality rates. The setup will be fully Bayesian based on a series of Gaussian Markov random field priors for each of the components. Statistical inference is based on efficient algorithms to block update Gaussian Markov random fields, which have recently been proposed in the literature.     

Towards a unified framework for connectivity that disentangles movement and mortality in space and time

Predicting connectivity, or how landscapes alter movement, is essential for understanding the scope for species persistence with environmental change. Although it is well known that movement is risky, connectivity modelling often conflates behavioural responses to the matrix through which animals disperse with mortality risk. We derive new connectivity models using random walk theory, based on the concept of spatial absorbing Markov chains. These models decompose the role of matrix on movement behaviour and mortality risk, can incorporate species distribution to predict the amount of flow, and provide both short‐ and long‐term analytical solutions for multiple connectivity metrics. We validate the framework using data on movement of an insect herbivore in 15 experimental landscapes. Our results demonstrate that disentangling the roles of movement behaviour and mortality risk is fundamental to accurately interpreting landscape connectivity, and that spatial absorbing Markov chains provide a generalisable and powerful framework with which to do so.     

Classification method for disease risk mapping based on discrete hidden Markov random fields

Risk mapping in epidemiology enables areas with a low or high risk of disease contamination to be localized and provides a measure of risk differences between these regions. Risk mapping models for pooled data currently used by epidemiologists focus on the estimated risk for each geographical unit. They are based on a Poisson log-linear mixed model with a latent intrinsic continuous hidden Markov random field (HMRF) generally corresponding to a Gaussian autoregressive spatial smoothing. Risk classification, which is necessary to draw clearly delimited risk zones (in which protection measures may be applied), generally must be performed separately. We propose a method for direct classified risk mapping based on a Poisson log-linear mixed model with a latent discrete HMRF. The discrete hidden field (HF) corresponds to the assignment of each spatial unit to a risk class. The risk values attached to the classes are parameters and are estimated. When mapping risk using HMRFs, the conditional distribution of the observed field is modeled with a Poisson rather than a Gaussian distribution as in image segmentation. Moreover, abrupt changes in risk levels are rare in disease maps. The spatial hidden model should favor smoothed out risks, but conventional discrete Markov random fields (e.g. the Potts model) do not impose this. We therefore propose new potential functions for the HF that take into account class ordering. We use a Monte Carlo version of the expectation-maximization algorithm to estimate parameters and determine risk classes. We illustrate the method's behavior on simulated and real data sets. Our method appears particularly well adapted to localize high-risk regions and estimate the corresponding risk levels.     

Time-varying Markov regression random-effect model with Bayesian estimation procedures: Application to dynamics of functional recovery in patients with stroke

The rates of functional recovery after stroke tend to decrease with time. Time-varying Markov processes (TVMP) may be more biologically plausible than time-invariant Markov process for modeling such data. However, analysis of such stochastic processes, particularly tackling reversible transitions and the incorporation of random effects into models, can be analytically intractable. We make use of ordinary differential equations to solve continuous-time TVMP with reversible transitions. The proportional hazard form was used to assess the effects of an individual’s covariates on multi-state transitions with the incorporation of random effects that capture the residual variation after being explained by measured covariates under the concept of generalized linear model. We further built up Bayesian directed acyclic graphic model to obtain full joint posterior distribution. Markov chain Monte Carlo (MCMC) with Gibbs sampling was applied to estimate parameters based on posterior marginal distributions with multiple integrands. The proposed method was illustrated with empirical data from a study on the functional recovery after stroke.     

Spatial multistate transitional models for longitudinal event data

Summary .   Follow-up medical studies often collect longitudinal data on patients. Multistate transitional models are useful for analysis in such studies where at any point in time, individuals may be said to occupy one of a discrete set of states and interest centers on the transition process between states. For example, states may refer to the number of recurrences of an event, or the stage of a disease. We develop a hierarchical modeling framework for the analysis of such longitudinal data when the processes corresponding to different subjects may be correlated spatially over a region. Continuous-time Markov chains incorporating spatially correlated random effects are introduced. Here, joint modeling of both spatial dependence as well as dependence between different transition rates is required and a multivariate spatial approach is employed. A proportional intensities frailty model is developed where baseline intensity functions are modeled using parametric Weibull forms, piecewise-exponential formulations, and flexible representations based on cubic B-splines. The methodology is developed within the context of a study examining invasive cardiac procedures in Quebec. We consider patients admitted for acute coronary syndrome throughout the 139 local health units of the province and examine readmission and mortality rates over a 4-year period.     

Latent-Model Robustness in Joint Models for a Primary Endpoint and a Longitudinal Process

Summary .  Joint modeling of a primary response and a longitudinal process via shared random effects is widely used in many areas of application. Likelihood-based inference on joint models requires model specification of the random effects. Inappropriate model specification of random effects can compromise inference. We present methods to diagnose random effect model misspecification of the type that leads to biased inference on joint models. The methods are illustrated via application to simulated data, and by application to data from a study of bone mineral density in perimenopausal women and data from an HIV clinical trial.     

Comparison of Bayesian methods for flexible modeling of spatial risk surfaces in disease mapping

Bayesian hierarchical models usually model the risk surface on the same arbitrary geographical units for all data sources. Poisson/gamma random field models overcome this restriction as the underlying risk surface can be specified independently to the resolution of the data. Moreover, covariates may be considered as either excess or relative risk factors. We compare the performance of the Poisson/gamma random field model to the Markov random field (MRF)‐based ecologic regression model and the Bayesian Detection of Clusters and Discontinuities (BDCD) model, in both a simulation study and a real data example. We find the BDCD model to have advantages in situations dominated by abruptly changing risk while the Poisson/gamma random field model convinces by its flexibility in the estimation of random field structures and by its flexibility incorporating covariates. The MRF‐based ecologic regression model is inferior. WinBUGS code for Poisson/gamma random field models is provided.     

A mixed model for two-state Markov processes under panel observation

Many chronic medical conditions can be meaningfully characterized in terms of a two-state stochastic process. Here we consider the problem in which subjects make transitions among two such states in continuous time but are only observed at discrete, irregularly spaced time points that are possibly unique to each subject. Data arising from such an observation scheme are called panel data, and methods for related analyses are typically based on Markov assumptions. The purpose of this article is to present a conditionally Markov model that accommodates subject-to-subject variation in the model parameters by the introduction of random effects. We focus on a particular random effects formulation that generates a closed-form expression for the marginal likelihood. The methodology is illustrated by application to a data set from a parasitic field infection survey.     

Spatial modeling of data with excessive zeros applied to reindeer pellet‐group counts

We analyze a real data set pertaining to reindeer fecal pellet‐group counts obtained from a survey conducted in a forest area in northern Sweden. In the data set, over 70% of counts are zeros, and there is high spatial correlation. We use conditionally autoregressive random effects for modeling of spatial correlation in a Poisson generalized linear mixed model (GLMM), quasi‐Poisson hierarchical generalized linear model (HGLM), zero‐inflated Poisson (ZIP), and hurdle models. The quasi‐Poisson HGLM allows for both under‐ and overdispersion with excessive zeros, while the ZIP and hurdle models allow only for overdispersion. In analyzing the real data set, we see that the quasi‐Poisson HGLMs can perform better than the other commonly used models, for example, ordinary Poisson HGLMs, spatial ZIP, and spatial hurdle models, and that the underdispersed Poisson HGLMs with spatial correlation fit the reindeer data best. We develop R codes for fitting these models using a unified algorithm for the HGLMs. Spatial count response with an extremely high proportion of zeros, and underdispersion can be successfully modeled using the quasi‐Poisson HGLM with spatial random effects.     

A high-dimensional mediation model for a neuroimaging mediator: Integrating clinical,neuroimaging, and neurocognitive data to mitigate late effects in pediatric cancer

Pediatric cancer treatment, especially for brain tumors, can have profound and complicated late effects. With the survival rates increasing because of improved detection and treatment, a more comprehensive understanding of the impact of current treatments on neurocognitive function and brain structure is critically needed. A frontline medulloblastoma clinical trial (SJMB03) has collected data, including treatment, clinical, neuroimaging, and cognitive variables. Advanced methods for modeling and integrating these data are critically needed to understand the mediation pathway from the treatment through brain structure to neurocognitive outcomes. We propose an integrative Bayesian mediation analysis approach to model jointly a treatment exposure, a high-dimensional structural neuroimaging mediator, and a neurocognitive outcome and to uncover the mediation pathway. The high-dimensional imaging-related coefficients are modeled via a binary Ising–Gaussian Markov random field prior (BI-GMRF), addressing the sparsity, spatial dependency, and smoothness and increasing the power to detect brain regions with mediation effects. Numerical simulations demonstrate the estimation accuracy, power, and robustness. For the SJMB03 study, the BI-GMRF method has identified white matter microstructure that is damaged by cancer-directed treatment and impacts late neurocognitive outcomes. The results provide guidance on improving treatment planning to minimize long-term cognitive sequela for pediatric brain tumor patients.     

Markov Random Field Modeling of the Spatial Distribution of Proteins on Cell Membranes

Cell membranes display a range of receptors that bind ligands and activate signaling pathways. Signaling is characterized by dramatic changes in membrane molecular topography, including the co-clustering of receptors with signaling molecules and the segregation of other signaling molecules away from receptors. Electron microscopy of immunogold-labeled membranes is a critical technique to generate topographical information at the 5–10 nm resolution needed to understand how signaling complexes assemble and function. However, due to experimental limitations, only two molecular species can usually be labeled at a time. A formidable challenge is to integrate experimental data across multiple experiments where there are from 10 to 100 different proteins and lipids of interest and only the positions of two species can be observed simultaneously. As a solution, we propose the use of Markov random field (MRF) modeling to reconstruct the distribution of multiple cell membrane constituents from pair-wise data sets. MRFs are a powerful mathematical formalism for modeling correlations between states associated with neighboring sites in spatial lattices. The presence or absence of a protein of a specific type at a point on the cell membrane is a state. Since only two protein types can be observed, i.e., those bound to particles, and the rest cannot be observed, the problem is one of deducing the conditional distribution of a MRF with unobservable (hidden) states. Here, we develop a multiscale MRF model and use mathematical programming techniques to infer the conditional distribution of a MRF for proteins of three types from observations showing the spatial relationships between only two types. Application to synthesized data shows that the spatial distributions of three proteins can be reliably estimated. Application to experimental data provides the first maps of the spatial relationship between groups of three different signaling molecules. The work is an important step toward a more complete understanding of membrane spatial organization and dynamics during signaling.     

A conditional Markov model for clustered progressive multistate processes under incomplete observation

Clustered progressive chronic disease processes arise when interest lies in modeling damage in paired organ systems (e.g., kidneys, eyes), in diseases manifest in different organ systems, or in systemic conditions for which damage may occur in several locations of the body. Multistate Markov models have considerable appeal for modeling damage in such settings, particularly when patients are only under intermittent observation. Generalizations are necessary, however, to deal with the fact that processes within subjects may not be independent. We describe a conditional Markov model in which the clustering in processes within subjects is addressed by the use of multiplicative random effects for each transition intensity. The random effects for the different transition intensities may be correlated within subjects, but are assumed to be independent for different subjects. We apply the mixed Markov model to a motivating data set of patients with psoriatic arthritis, and characterize the progressive course of damage in joints of the hand. A generalization to accommodate a subpopulation of "stayers" and extensions which facilitate regression are indicated and illustrated.