Hal S. Stern
Other affiliations: Loma Linda University, Harvard University, Great Lakes Indian Fish & Wildlife Commission ...read more
Bio: Hal S. Stern is an academic researcher from University of California, Irvine. The author has contributed to research in topic(s): Bayesian inference & Bayesian statistics. The author has an hindex of 42, co-authored 146 publication(s) receiving 25831 citation(s). Previous affiliations of Hal S. Stern include Loma Linda University & Harvard University.
Topics: Bayesian inference, Bayesian statistics, Bayesian probability, Bayesian hierarchical modeling, Posterior probability
•01 Jan 1995
TL;DR: Detailed notes on Bayesian Computation Basics of Markov Chain Simulation, Regression Models, and Asymptotic Theorems are provided.
Abstract: FUNDAMENTALS OF BAYESIAN INFERENCE Probability and Inference Single-Parameter Models Introduction to Multiparameter Models Asymptotics and Connections to Non-Bayesian Approaches Hierarchical Models FUNDAMENTALS OF BAYESIAN DATA ANALYSIS Model Checking Evaluating, Comparing, and Expanding Models Modeling Accounting for Data Collection Decision Analysis ADVANCED COMPUTATION Introduction to Bayesian Computation Basics of Markov Chain Simulation Computationally Efficient Markov Chain Simulation Modal and Distributional Approximations REGRESSION MODELS Introduction to Regression Models Hierarchical Linear Models Generalized Linear Models Models for Robust Inference Models for Missing Data NONLINEAR AND NONPARAMETRIC MODELS Parametric Nonlinear Models Basic Function Models Gaussian Process Models Finite Mixture Models Dirichlet Process Models APPENDICES A: Standard Probability Distributions B: Outline of Proofs of Asymptotic Theorems C: Computation in R and Stan Bibliographic Notes and Exercises appear at the end of each chapter.
01 Jan 1996
Abstract: This paper considers Bayesian counterparts of the classical tests for good- ness of fit and their use in judging the fit of a single Bayesian model to the observed data. We focus on posterior predictive assessment, in a framework that also includes conditioning on auxiliary statistics. The Bayesian formulation facilitates the con- struction and calculation of a meaningful reference distribution not only for any (classical) statistic, but also for any parameter-dependent "statistic" or discrep- ancy. The latter allows us to propose the realized discrepancy assessment of model fitness, which directly measures the true discrepancy between data and the posited model, for any aspect of the model which we want to explore. The computation required for the realized discrepancy assessment is a straightforward byproduct of the posterior simulation used for the original Bayesian analysis. We illustrate with three applied examples. The first example, which serves mainly to motivate the work, illustrates the difficulty of classical tests in assessing the fitness of a Poisson model to a positron emission tomography image that is constrained to be nonnegative. The second and third examples illustrate the details of the posterior predictive approach in two problems: estimation in a model with inequality constraints on the parameters, and estimation in a mixture model. In all three examples, standard test statistics (either a χ 2 or a likelihood ratio) are not pivotal: the difficulty is not just how to compute the reference distribution for the test, but that in the classical framework no such distribution exists, independent of the unknown model parameters.
TL;DR: Methods for preventing missing data and, failing that, dealing with data that are missing in clinical trials are reviewed.
Abstract: Missing data in clinical trials can have a major effect on the validity of the inferences that can be drawn from the trial. This article reviews methods for preventing missing data and, failing that, dealing with data that are missing.
Abstract: It is common to summarize statistical comparisons by declarations of statistical significance or nonsignificance. Here we discuss one problem with such declarations, namely that changes in statistical significance are often not themselves statistically significant. By this, we are not merely making the commonplace observation that any particular threshold is arbitrary—for example, only a small change is required to move an estimate from a 5.1% significance level to 4.9%, thus moving it into statistical significance. Rather, we are pointing out that even large changes in significance levels can correspond to small, nonsignificant changes in the underlying quantities.The error we describe is conceptually different from other oft-cited problems—that statistical significance is not the same as practical importance, that dichotomization into significant and nonsignificant results encourages the dismissal of observed differences in favor of the usually less interesting null hypothesis of no difference, and that...
TL;DR: The idea behind MI, the advantages of MI over existing techniques for addressing missing data, how to do MI for real problems, the software available to implement MI, and the results of a simulation study aimed at finding out how assumptions regarding the imputation model affect the parameter estimates provided by MI are discussed.
Abstract: This article provides a comprehensive review of multiple imputation (MI), a technique for analyzing data sets with missing values. Formally, MI is the process of replacing each missing data point with a set of m > 1 plausible values to generate m complete data sets. These complete data sets are then analyzed by standard statistical software, and the results combined, to give parameter estimates and standard errors that take into account the uncertainty due to the missing data values. This article introduces the idea behind MI, discusses the advantages of MI over existing techniques for addressing missing data, describes how to do MI for real problems, reviews the software available to implement MI, and discusses the results of a simulation study aimed at finding out how assumptions regarding the imputation model affect the parameter estimates provided by MI.
Abstract: Maximum likelihood or restricted maximum likelihood (REML) estimates of the parameters in linear mixed-effects models can be determined using the lmer function in the lme4 package for R. As for most model-fitting functions in R, the model is described in an lmer call by a formula, in this case including both fixed- and random-effects terms. The formula and data together determine a numerical representation of the model from which the profiled deviance or the profiled REML criterion can be evaluated as a function of some of the model parameters. The appropriate criterion is optimized, using one of the constrained optimization functions in R, to provide the parameter estimates. We describe the structure of the model, the steps in evaluating the profiled deviance or REML criterion, and the structure of classes or types that represents such a model. Sufficient detail is included to allow specialization of these structures by users who wish to write functions to fit specialized linear mixed models, such as models incorporating pedigrees or smoothing splines, that are not easily expressible in the formula language used by lmer.
TL;DR: This work proposes a generative model for text and other collections of discrete data that generalizes or improves on several previous models including naive Bayes/unigram, mixture of unigrams, and Hofmann's aspect model.
Abstract: We describe latent Dirichlet allocation (LDA), a generative probabilistic model for collections of discrete data such as text corpora. LDA is a three-level hierarchical Bayesian model, in which each item of a collection is modeled as a finite mixture over an underlying set of topics. Each topic is, in turn, modeled as an infinite mixture over an underlying set of topic probabilities. In the context of text modeling, the topic probabilities provide an explicit representation of a document. We present efficient approximate inference techniques based on variational methods and an EM algorithm for empirical Bayes parameter estimation. We report results in document modeling, text classification, and collaborative filtering, comparing to a mixture of unigrams model and the probabilistic LSI model.
•03 Jan 2001
Abstract: We propose a generative model for text and other collections of discrete data that generalizes or improves on several previous models including naive Bayes/unigram, mixture of unigrams , and Hof-mann's aspect model, also known as probabilistic latent semantic indexing (pLSI) . In the context of text modeling, our model posits that each document is generated as a mixture of topics, where the continuous-valued mixture proportions are distributed as a latent Dirichlet random variable. Inference and learning are carried out efficiently via variational algorithms. We present empirical results on applications of this model to problems in text modeling, collaborative filtering, and text classification.
Abstract: We describe a model-based clustering method for using multilocus genotype data to infer population structure and assign individuals to populations. We assume a model in which there are K populations (where K may be unknown), each of which is characterized by a set of allele frequencies at each locus. Individuals in the sample are assigned (probabilistically) to populations, or jointly to two or more populations if their genotypes indicate that they are admixed. Our model does not assume a particular mutation process, and it can be applied to most of the commonly used genetic markers, provided that they are not closely linked. Applications of our method include demonstrating the presence of population structure, assigning individuals to populations, studying hybrid zones, and identifying migrants and admixed individuals. We show that the method can produce highly accurate assignments using modest numbers of loci— e.g. , seven microsatellite loci in an example using genotype data from an endangered bird species. The software used for this article is available from http://www.stats.ox.ac.uk/~pritch/home.html.
Abstract: Summary. We consider the problem of comparing complex hierarchical models in which the number of parameters is not clearly defined. Using an information theoretic argument we derive a measure pD for the effective number of parameters in a model as the difference between the posterior mean of the deviance and the deviance at the posterior means of the parameters of interest. In general pD approximately corresponds to the trace of the product of Fisher's information and the posterior covariance, which in normal models is the trace of the ‘hat’ matrix projecting observations onto fitted values. Its properties in exponential families are explored. The posterior mean deviance is suggested as a Bayesian measure of fit or adequacy, and the contributions of individual observations to the fit and complexity can give rise to a diagnostic plot of deviance residuals against leverages. Adding pD to the posterior mean deviance gives a deviance information criterion for comparing models, which is related to other information criteria and has an approximate decision theoretic justification. The procedure is illustrated in some examples, and comparisons are drawn with alternative Bayesian and classical proposals. Throughout it is emphasized that the quantities required are trivial to compute in a Markov chain Monte Carlo analysis.
Author's H-index: 42