Holdings: The Oxford handbook of applied Bayesian analysis

The Oxford handbook of applied Bayesian analysis:

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Bibliographic Details
Other Authors:	O'Hagan, Anthony 1948- (Editor), West, Mike (Editor)
Format:	Book
Language:	English
Published:	Oxford [u.a.] Oxford Univ. Press 2010
Edition:	1. publ.
Subjects:	Bayesian statistical decision theory Bayes-Verfahren Aufsatzsammlung
Online Access:	Inhaltsverzeichnis
Item Description:	Hier auch später erschienene, unveränderte Nachdrucke
Physical Description:	XXXIV, 889 S. Ill., graph. Darst., Kt.
ISBN:	9780199548903 0199548900

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adam_text	Contents Preface .............................................................................................................. xv Anthony O Hagan and Mike. West List of Contributors ...................................................................................... xxix Part I Biomedical and Health Sciences 1 Flexible Bayes regression of epidemiologie data .......................................... 3 David B. Dunson 1.1 Introduction ............................................................................................. 3 1.2 Mixture models ........................................................................................ 7 1.3 Density regression for pregnancy outcomes ..................................... 13 1.4 Discussion .............................................................................................. 19 Appendix ................................................................................................. 20 References .............................................................................................. 24 2 Bayesian modelling for matching and alignment of biomolecules .................................................................................................... 27 Peter J. Green, Kanti V. Mardia, Vysaul В. Nyirongo and Yann Ruffieux 2.1 Introduction .................................................................,......................... 27 2.2 A Bayesian hierarchical model for pairwise matching ..................... 30 2.3 Alignment of multiple configurations ................................................ 33 2.4 Data analysis ........................................................................................... 36 2.5 Further discussion ................................................................................. 40 Appendix ................................................................................................. 43 References .............................................................................................. 49 3 Bayesian approaches to aspects of the Vioxx trials: Non-ignorable dropout and sequential meta-analysis ................................ 51 Jerry Cheng and David Madigan 3.1 Introduction ........................................................................................... 51 3.2 Sequential meta-analysis ...................................................................... 53 3.3 Non-ignorable dropout ......................................................................... 58 vi Contents 3.4 Conclusion .............................................................................................. 66 Appendix ................................................................................................. 66 References .............................................................................................. 67 4 Sensitivity analysis in microbial risk assessment: Vero-cytotoxigenic E. coli O157 in farm-pasteurized milk ......................................................... 69 Jeremy E. Oakley and Helen E. Clough 4.1 Introduction ........................................................................................... 69 4.2 Microbial risk assessment .................................................................... 69 4.3 Vero-cytotoxic Escherichia coli O157 in milk sold as pasteurized .... 70 4.4 A contamination assessment model .................................................. 72 4.5 Model input distributions ................................................................... 73 4.6 Model output analysis .......................................................................... 79 4.7 Further discussion ................................................................................. 84 Appendix ................................................................................................. 84 References .............................................................................................. 87 5 Mapping malaria in the Amazon rain forest: A spatio-temporal mixture model ................................................................. 90 Alexandra M. Schmidt, Jennifer A. Hoeting, João Batista M. Pereira and Pedro P. Vieira 5.1 Introduction ........................................................................................... 90 5.2 Motivation .............................................................................................. 92 5.3 A multivariate Poisson - lognormal model ....................................... 96 5.4 Results ................................................................................................... 102 5.5 Further discussion ............................................................................... 109 Appendix ............................................................................................... 109 References ............................................................................................ 115 6 Trans-study projection of genomic biomarkers in analysis of oncogene deregulation and breast cancer .................................................. 118 Dan Meri, Joseph E. Lucas, Joseph R. Nevins, Haige Shen and Mike West 6.1 Oncogene pathway deregulation and human cancers .................... 118 6.2 Modelling and data analysis ............................................................... 121 6.3 Biological evaluation and pathway annotation analysis ................. 140 Appendices ........................................................................................... 144 References ............................................................................................ 151 7 Linking systems biology models to data: A stochastic kinetic model of p53 oscillations ............................................................................. 155 Daniel A. Henderson, Richard J . Boys, Carole J . Proctor and Darren J. Wilkinson 7.1 Introduction ......................................................................................... 155 Contents vii 7.2 Stochasüc kinetic model ..................................................................... 160 7.3 Data ....................................................................................................... 161 7.4 Linking the model to the data ............................................................ 162 7.5 Posterior computation ........................................................................ 166 7.6 Inference based on single cell data ................................................... 170 7.7 Inference based on multiple cells ..................................................... 173 7.8 Further discussion ............................................................................... 180 Appendix ............................................................................................... 181 References ............................................................................................ 184 8 Paternity testing allowing for uncertain mutation rates .......................... 188 A. Philip Dawid, Julia Moriera and Paola Vicard 8.1 Introduction ......................................................................................... 188 8.2 Simple paternity testing ...................................................................... 190 8.3 Mutation ............................................................................................... 193 8.4 Case analysis with assumed mutation rate ...................................... 197 8.5 Uncertain mutation rate ..................................................................... 198 8.6 Paternity casework data ...................................................................... 200 8.7 The likelihood for the mutation rate ................................................. 201 8.8 Data analysis for mutation rate .......................................................... 204 8.9 Application to new case ...................................................................... 206 8.10 Further discussion ............................................................................... 206 Appendix ............................................................................................... 208 References ............................................................................................ 213 Part II Industry, Economics and Finance 9 Bayesian analysis and decisions in nuclear power plant maintenance ........................................................................................ 219 Bmira Popova, David Morton, Paul Damien and Tim Hanson 9.1 Introduction ......................................................................................... 219 9.2 Maintenance model ............................................................................. 222 9.3 Optimization results ........................................................................... 223 9.4 Data and Bayesian models ................................................................. 224 Appendix ............................................................................................... 233 References ............................................................................................ 239 10 Bayes linear uncertainty analysis for oil reservoirs based on multiscale computer experiments .............................................................. 241 Jonathan A. Cumming and Michael Goldstein 10.1 Introduction ......................................................................................... 241 10.2 Preliminaries ........................................................................................ 242 viii Contents 10.3 Uncertainty analysis for the Gullfaks reservoir ............................... 247 Appendix ............................................................................................... 268 References ............................................................................................ 270 11 Bayesian modelling of train door reliability .............................................. 271 Antonio Pievatolo and Fabrizio Ruggeri 11.1 Train door reliability ............................................................................ 271 11.2 Modelling and data analysis ............................................................... 273 11.3 Further discussion ............................................................................... 285 Appendix ............................................................................................... 286 References ............................................................................................ 293 12 Analysis of economic data with multiscale spatio-temporal models ............................................................................................................ 295 Marco A. R. Ferreira, Adelmo I. Bertoide and Scott H. Holan 12.1 Introduction ......................................................................................... 295 12.2 Multiscale factorization ....................................................................... 298 12.3 Exploratory multiscale data analysis ................................................. 300 12.4 Dynamic multiscale modelling .......................................................... 302 12.5 Estimation ............................................................................................ 304 12.6 Agricultural production in Espírito Santo ........................................ 306 12.7 Further discussion ............................................................................... 311 Appendix ............................................................................................... 313 References ............................................................................................ 316 13 Extracting S&P500 and NASDAQ volatility: The credit crisis of 2007-2008........................................................................................ 319 Hedibert F. Lopes and Nicholas G. Poison 13.1 Introduction ......................................................................................... 319 13.2 Models ................................................................................................... 325 13.3 Sequential learning via particle filtering .......................................... 329 13.4 Empirical results .................................................................................. 333 13.5 Conclusions .......................................................................................... 337 Appendix ............................................................................................... 338 References ............................................................................................ 340 14 Futures markets, Bayesian forecasting and risk modelling .................... 343 José M. Quintana, Carlos M. Carvalho, James Scott and Thomas Costigliela 14.1 Introduction ......................................................................................... 343 14.2 Subjective expectations ....................................................................... 343 14.3 Futures markets ................................................................................... 344 14.4 Bayesian speculation ........................................................................... 348 Contents ix 14.5 Bayesian forecasting ............................................................................ 350 14.6 Risk modelling ..................................................................................... 352 14.7 Condusions .......................................................................................... 358 Appendix ............................................................................................... 359 References ............................................................................................ 363 15 The new macroeconometrics: A Bayesian approach ................................ 366 Jesús Fernández-Viüaverde, Pahlo Guerrón-Quintana and Juan F. Rubio-Ramírez 15.1 Introduction ......................................................................................... 366 15.2 A benchmark new Keynesian model ................................................ 371 15.3 Empirical analysis ................................................................................ 382 15.4 Lines of further research .................................................................... 390 Appendix ............................................................................................... 391 References ............................................................................................ 397 Part HI Environment and Ecology 16 Assessing the probability of rare climate events ....................................... 403 Peter Challenor, Doug McNeall and J ames Gattiker 16.1 Introduction ......................................................................................... 403 16.2 Climate models .................................................................................... 406 16.3 Inference from climate models ......................................................... 408 16.4 Application to the collapse of the meridional overturning circulation ............................................................................................. 411 16.5 Multivariate and high dimensional emulators ................................ 417 16.6 Uncertainty analysis ............................................................................ 419 16.7 Summary and further discussions .................................................... 424 Appendix ............................................................................................... 425 References ............................................................................................ 428 17 Models for demography of plant populations ........................................... 431 James S. Clark, Dave Bell, Michael Dietze, Michelle Hersh, Ines Ibanez, Shannon L. LaDe.au, Sean McMahon, Jessica Metcalf, Emily Moran, Luke Pangle and Mike Wolosin 17.1 Introduction ......................................................................................... 431 17.2 Demographic data ............................................................................... 433 17.3 Models to synthesize data and previous knowledge ....................... 440 17.4 Prior distributions ............................................................................... 448 17.5 Computation ........................................................................................ 452 17.6 Diagnostics ........................................................................................... 453 17.7 Summarizing the complexity ............................................................. 463 x Contents 17.8 Potential................................................................................................ 467 Appendix............................................................................................... 467 References............................................................................................ 479 18 Combining monitoring data and computer model output in assessing environmental exposure ............................................................. 482 Alan E. Gelfand and Sujit K. Sahu 18.1 Introduction ......................................................................................... 482 18.2 Algorithmic and pseudo-statistical approaches in weather prediction .............................................................................................. 486 18.3 Review of data fusion methods for environmental exposure ........ 488 18.4 A downscaling approach ..................................................................... 490 18.5 Further discussion ............................................................................... 498 Appendix ............................................................................................... 503 References ............................................................................................ 508 19 Indirect elicitation from ecological experts: From methods and software to habitat modelling and rock-wallabies ..................................... 511 Samantha Low Choy, Justine Murray, Allan James and Kerrie Mengersen 19.1 Introduction ......................................................................................... 511 19.2 Ecological application: Modelling and mapping habitat of a rock-wallaby ....................................................................................... 512 19.3 Elicitation for regression .................................................................... 514 19.4 Software tool for elicitation ................................................................ 520 19.5 Results ................................................................................................... 523 19.6 Discussion ............................................................................................ 531 Appendix ............................................................................................... 534 References ............................................................................................ 540 20 Characterizing the uncertainty of climate change projections using hierarchical models ....................................................................................... 545 Claudia Tebaldi and Richard L. Smith 20.1 Climate change and human influences, the current state and future scenarios ............................................................................ 545 20.2 A world of data. Actually, make that many worlds ........................ 548 20.3 Our simplified datasets ....................................................................... 550 20.4 A hierarchy of statistical models ........................................................ 551 20.5 Validating the statistical models ........................................................ 558 20.6 Application: The latest model projections, and their synthesis through our Bayesian statistical models ......................... 562 20.7 Further discussion ............................................................................... 572 Appendix ............................................................................................... 573 References ............................................................................................ 593 Contents xi Part IV Policy, Political and Social Sciences 21 Volatility in prediction markets: A measure ofinformation flow in political campaigns ................................................................................... 597 Carlos M. Carvalho and Jill Rickershauser 21.1 Introduction ......................................................................................... 597 21.2 Political prediction markets ............................................................... 599 21.3 Volatility, trading volume and information flow ............................. 602 21.4 The 2004 presidential election ........................................................... 608 21.5 Concluding remarks ........................................................................... 615 Appendix ............................................................................................... 617 References ............................................................................................ 621 22 Bayesian analysis in item response theory applied to a large-scale educational assessment ................................................................................ 624 Dani Gamerman, Tufi M. Soares and Flávio В. Gonçalves 22.1 Introduction ......................................................................................... 624 22.2 Programme for International Student Assessment (PISA) ........... 625 22.3 Differential item functioning (DIF) .................................................. 627 22.4 Bayesian model for DIF analysis ....................................................... 629 22.5 DIF analysis of PISA 2003.................................................................. 633 22.6 Conclusions .......................................................................................... 641 Appendix ............................................................................................... 641 References ............................................................................................ 651 23 Sequential multilocation auditing and the New York food stamps program .......................................................................................................... 653 Karl W. Heiner, Marc G Kennedy and Anthony O Hagan 23.1 Introduction ......................................................................................... 653 23.2 Modelling of error rates and error classes ........................................ 658 23.3 Updating ............................................................................................... 661 23.4 Projection .............................................................................................. 662 23.5 Application to New York food stamps audit ..................................... 666 23.6 Discussion ........................................................................................... 674 Appendix ............................................................................................... 676 References ............................................................................................ 677 24 Bayesian causal inference: Approaches to estimating the effect of treating hospital type on cancer survival in Sweden using principal stratification ................................................................................... 679 Donald B. Rubin, Xiaoqin Wang, Li Yin and Elizabeth R. Zeil 24.1 Introduction ......................................................................................... 679 24.2 Bayesian causal inference - General framework ............................ 680 xii Contents 24.3 Bayesian inference for the causal effect of large versus small treating hospitals ................................................................................. 689 Appendix ............................................................................................... 705 References ............................................................................................ 706 Part V Natural and Engineering Sciences 25 Bayesian statistical methods for audio and music processing ................ 711 A. Taylan Cemgil, Simon J . Godsül, Paul Peeling and Nick Whiteley 25.1 Introduction ......................................................................................... 711 25.2 Time-domain models for audio ......................................................... 721 25.3 Frequency-domain models ................................................................. 728 25.4 Conclusions .......................................................................................... 742 Appendix ............................................................................................... 742 References ............................................................................................ 745 26 Combining simulations and physical observations to estimate cosmological parameters .............................................................................. 749 Dave Higdon, Katrin Heitmann, Charles Nakhleh and Salman Habib 26.1 Introduction ......................................................................................... 749 26.2 The statistical framework ................................................................... 752 26.3 Combined CMB and large scale structure analysis ........................ 765 Appendix ............................................................................................... 770 References ............................................................................................ 773 17 Probabilistic grammars and hierarchical Dirichlet processes ................ 776 Percy Liang, Michael I. Jordan and Dan Klein 27.1 Introduction ......................................................................................... 776 27.2 The hierarchical Dirichlet process PCFG (HDP-PCFG) ................ 782 27.3 The HDP-PCFG for Grammar Refinement (HDP-PCFG-GR) ................................................................................. 785 27.4 Bayesian inference .............................................................................. 787 27.5 Experiments ......................................................................................... 794 27.6 Discussion ............................................................................................ 801 Appendix ............................................................................................... 801 References ............................................................................................ 819 28 Designing and analysing a circuit device experiment using treed Gaussian processes ....................................................................................... 823 Herbert K. H. Lee, Matthew Taddy, Robert B. Gramacy and Genetha A. Gray 28.1 Introduction ......................................................................................... 823 28.2 Experimental design ........................................................................... 831 Contents xiii 28.3 Calibrating the computer model ....................................................... 833 28.4 Further discussion ............................................................................... 838 Appendix ............................................................................................... 839 References ............................................................................................ 842 29 Multistate models for mental fatigue ......................................................... 845 Raquel Prado 29.1 Goals and challenges in the analysis of brain signals: The EEG case ....................................................................................... 845 29.2 Modelling and data analysis ............................................................... 848 29.3 Further discussion ............................................................................... 864 Appendix ............................................................................................... 866 References ............................................................................................ 873 Index ...................................................................................................................... 875
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spelling	The Oxford handbook of applied Bayesian analysis ed. by Anthony O'Hagan ; Mike West Applied Bayesian analysis Handbook of applied Bayesian analysis 1. publ. Oxford [u.a.] Oxford Univ. Press 2010 XXXIV, 889 S. Ill., graph. Darst., Kt. txt rdacontent n rdamedia nc rdacarrier Hier auch später erschienene, unveränderte Nachdrucke Bayesian statistical decision theory Bayes-Verfahren (DE-588)4204326-8 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Bayes-Verfahren (DE-588)4204326-8 s b DE-604 O'Hagan, Anthony 1948- (DE-588)132031752 edt West, Mike edt Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020767910&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis
spellingShingle	The Oxford handbook of applied Bayesian analysis Bayesian statistical decision theory Bayes-Verfahren (DE-588)4204326-8 gnd
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title	The Oxford handbook of applied Bayesian analysis
title_alt	Applied Bayesian analysis Handbook of applied Bayesian analysis
title_auth	The Oxford handbook of applied Bayesian analysis
title_exact_search	The Oxford handbook of applied Bayesian analysis
title_full	The Oxford handbook of applied Bayesian analysis ed. by Anthony O'Hagan ; Mike West
title_fullStr	The Oxford handbook of applied Bayesian analysis ed. by Anthony O'Hagan ; Mike West
title_full_unstemmed	The Oxford handbook of applied Bayesian analysis ed. by Anthony O'Hagan ; Mike West
title_short	The Oxford handbook of applied Bayesian analysis
title_sort	the oxford handbook of applied bayesian analysis
topic	Bayesian statistical decision theory Bayes-Verfahren (DE-588)4204326-8 gnd
topic_facet	Bayesian statistical decision theory Bayes-Verfahren Aufsatzsammlung
url	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=020767910&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
work_keys_str_mv	AT ohagananthony theoxfordhandbookofappliedbayesiananalysis AT westmike theoxfordhandbookofappliedbayesiananalysis AT ohagananthony appliedbayesiananalysis AT westmike appliedbayesiananalysis AT ohagananthony handbookofappliedbayesiananalysis AT westmike handbookofappliedbayesiananalysis

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