The problem of identifying differentially expressed genes in designed microarray experiments is considered. Lonnstedt and Speed (2002) derived an expression for the posterior odds of differential expression in a replicated two-color experiment using a simple hierarchical parametric model. The purpose of this paper is to develop the hierarchical model of Lonnstedt and Speed (2002) into a practical approach for general microarray experiments with arbitrary numbers of treatments and RNA samples. The model is reset in the context of general linear models with arbitrary coefficients and contrasts of interest. The approach applies equally well to both single channel and two color microarray experiments. Consistent, closed form estimators are derived for the hyperparameters in the model. The estimators proposed have robust behavior even for small numbers of arrays and allow for incomplete data arising from spot filtering or spot quality weights. The posterior odds statistic is reformulated in terms of a moderated t-statistic in which posterior residual standard deviations are used in place of ordinary standard deviations. The empirical Bayes approach is equivalent to shrinkage of the estimated sample variances towards a pooled estimate, resulting in far more stable inference when the number of arrays is small. The use of moderated t-statistics has the advantage over the posterior odds that the number of hyperparameters which need to estimated is reduced; in particular, knowledge of the non-null prior for the fold changes are not required. The moderated t-statistic is shown to follow a t-distribution with augmented degrees of freedom. The moderated t inferential approach extends to accommodate tests of composite null hypotheses through the use of moderated F-statistics. The performance of the methods is demonstrated in a simulation study. Results are presented for two publicly available data sets.

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Linear Models and Empirical Bayes Methods for Assessing Differential Expression in Microarray Experiments

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.

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Bayesian measures of model complexity and fit

Statistical procedures for missing data have vastly improved, yet misconception and unsound practice still abound. The authors frame the missing-data problem, review methods, offer advice, and raise issues that remain unresolved. They clear up common misunderstandings regarding the missing at random (MAR) concept. They summarize the evidence against older procedures and, with few exceptions, discourage their use. They present, in both technical and practical language, 2 general approaches that come highly recommended: maximum likelihood (ML) and Bayesian multiple imputation (MI). Newer developments are discussed, including some for dealing with missing data that are not MAR. Although not yet in the mainstream, these procedures may eventually extend the ML and MI methods that currently represent the state of the art.

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Missing data: Our view of the state of the art.

Statistics for Spatial Data.

/pdf/convex-analysisnoer-san-nojin-zhan-nituite-5dl2rbmoyr.pdf

Convex Analysisの二,三の進展について

Great strides in the analysis of survival data using Bayesian methods have been made in the past ten years due to advances in Bayesian computation and the feasibility of such methods. In this chapter, we review Bayesian advances in survival analysis and discuss the various semiparametric modeling techniques that are now commonly used. We review parametric and semiparametric approaches to Bayesian survival analysis, with a focus on proportional hazards models. Reference to other types of models are also given.


Keywords:

beta process;
Cox model;
Dirichlet process;
gamma process;
Gibbs sampling;
piecewise exponential model;
Weibull model

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Bayesian Survival Analysis

PURPOSE: Pivotal trial E1684 of adjuvant high-dose interferon alfa-2b (IFNα2b) therapy in high-risk melanoma patients demonstrated a significant relapse-free and overall survival (RFS and OS) benefit compared with observation (Obs). PATIENTS AND METHODS: A prospective, randomized, three-arm, intergroup trial evaluated the efficacy of high-dose IFNα2b (HDI) for 1 year and low-dose IFNα2b (LDI) for 2 years versus Obs in high-risk (stage IIB and III) melanoma with RFS and OS end points. RESULTS: A total of 642 patients were enrolled (608 patients eligible), of whom a majority (75%) had nodal metastasis (50% had nodal recurrence). Unlike E1684, E1690 allowed entry of patients with T4 (> 4 mm) deep primary tumors, regardless of nodal dissection, and 25% of the patients entered onto this trial had deep primary tumors (compared with 11% in E1684). At 52 months’ median follow-up, HDI demonstrated an RFS benefit exceeding that of LDI compared with Obs. The 5-year estimated RFS rates for the HDI, LDI, and Obs arms ...

High- and Low-Dose Interferon Alfa-2b in High-Risk Melanoma: First Analysis of Intergroup Trial E1690/S9111/C9190

MOTIVATION In RNA-seq differential expression analysis, investigators aim to detect those genes with changes in expression level across conditions, despite technical and biological variability in the observations. A common task is to accurately estimate the effect size, often in terms of a logarithmic fold change (LFC). RESULTS When the read counts are low or highly variable, the maximum likelihood estimates for the LFCs has high variance, leading to large estimates not representative of true differences, and poor ranking of genes by effect size. One approach is to introduce filtering thresholds and pseudocounts to exclude or moderate estimated LFCs. Filtering may result in a loss of genes from the analysis with true differences in expression, while pseudocounts provide a limited solution that must be adapted per dataset. Here, we propose the use of a heavy-tailed Cauchy prior distribution for effect sizes, which avoids the use of filter thresholds or pseudocounts. The proposed method, Approximate Posterior Estimation for generalized linear model, apeglm, has lower bias than previously proposed shrinkage estimators, while still reducing variance for those genes with little information for statistical inference. AVAILABILITY AND IMPLEMENTATION The apeglm package is available as an R/Bioconductor package at https://bioconductor.org/packages/apeglm, and the methods can be called from within the DESeq2 software. SUPPLEMENTARY INFORMATION Supplementary data are available at Bioinformatics online.

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Heavy-tailed prior distributions for sequence count data: removing the noise and preserving large differences.

This book examines advanced Bayesian computational methods. It presents methods for sampling from posterior distributions and discusses how to compute posterior quantities of interest using Markov chain Monte Carlo (MCMC) samples. This book examines each of these issues in detail and heavily focuses on computing various posterior quantities of interest from a given MCMC sample. Several topics are addressed, including techniques for MCMC sampling, Monte Carlo methods for estimation of posterior quantities, improving simulation accuracy, marginal posterior density estimation, estimation of normalizing constants, constrained parameter problems, highest posterior density interval calculations, computation of posterior modes, and posterior computations for proportional hazards models and Dirichlet process models. The authors also discuss computions involving model comparisons, including both nested and non-nested models, marginal likelihood methods, ratios of normalizing constants, Bayes factors, the Savage-Dickey density ratio, Stochastic Search Variable Selection, Bayesian Model Averaging, the reverse jump algorithm, and model adequacy using predictive and latent residual approaches. The book presents an equal mixture of theory and applications involving real data. The book is intended as a graduate textbook or a reference book for a one semester course at the advanced masters or Ph.D. level. It would also serve as a useful reference book for applied or theoretical researchers as well as practitioners. Ming-Hui Chen is Associate Professor of Mathematical Sciences at Worcester Polytechnic Institute, Qu-Man Shao is Assistant Professor of Mathematics at the University of Oregon. Joseph G. Ibrahim is Associate Professor of Biostatistics at the Harvard School of Public Health and Dana-Farber Cancer Institute.

Joseph G. Ibrahim

Papers

Bayesian Survival Analysis

High- and Low-Dose Interferon Alfa-2b in High-Risk Melanoma: First Analysis of Intergroup Trial E1690/S9111/C9190

Heavy-tailed prior distributions for sequence count data: removing the noise and preserving large differences.

Monte Carlo Methods in Bayesian Computation

Bayesian Survival Analysis