Searcharxiv⌕ Search

arXiv · 2610.34997

Breakdown-Resistant Hierarchical Bayesian Calibration for Multi-Center Clinical Trials

Abstract

Multi-center clinical trials are threatened by systematic location shifts in biomarkers measured across devices, sites, or reagent batches. Hierarchical Bayesian models are the standard remedy, borrowing strength across centers by pooling center-specific estimates. However, we prove that the standard Gaussian hierarchical posterior has a breakdown point of zero \emph{at the level of the posterior distribution itself}: a single contaminated center drives the posterior mean of every clean center to infinity and collapses the coverage of every clean center's credible interval to zero. We introduce the Posterior-Median Hierarchical Calibration (PMHC) framework, a fully Bayesian hierarchical model that replaces the Gaussian prior on center-specific shifts with a Laplace prior. Under absolute loss, the posterior median is the natural Bayes estimator, and we prove that its breakdown point is $\lfloor (K+1)/2 \rfloor$ contaminated centers---whereas the Gaussian posterior mean has breakdown point zero for every $K$. PMHC retains a full posterior distribution, enabling meaningful credible intervals and posterior probabilities. Across $K \in \{5, 10, 20\}$ centers and $n \in \{50, 200, 1000\}$ observations per center, PMHC maintains $94$--$98\%$ coverage under contamination fraction $ε= 0.60$, while Gaussian pooling collapses to $0.0\%$ coverage and its point estimate diverges by a factor of $54$. On real NHANES data ($n = 60{,}651$ across nine cycles), contamination in three cycles collapsed the Gaussian coverage to \(0.0\%\) and shifted clean cycles by \(0.41\) mg/dL, whereas PMHC maintained \(94.0\%\) coverage with a shift of \(0.008\) mg/dL. To our knowledge, this is the first explicit breakdown analysis of the \emph{posterior distribution} in hierarchical Bayesian pooling, and the first Bayesian model that is simultaneously contamination-robust and efficient in the clean-data regime.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Safaa K. Kadhem. 2026-10-26. Breakdown-Resistant Hierarchical Bayesian Calibration for Multi-Center Clinical Trials. https://arxiv.org/abs/2610.34997

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Principal Decomposition with Nested Submanifolds

Over the past decades, the increasing dimensionality of data has increased the need for effective data decomposition methods. Existing approaches, however, often rely on linear models or lack sufficient interpretability or flexibility. To address this issue, we introduce a novel nonlinear decomposition technique called the principal nested submanifolds, which builds on the foundational concepts of principal component analysis. This method exploits the local geometric information of data sets by projecting samples onto a series of nested principal submanifolds with progressively decreasing dimensions. It effectively isolates complex information within the data in a backward stepwise manner by targeting variations associated with smaller eigenvalues in local covariance matrices. The fitted structures are smooth nested manifolds rather than linear or special-shape subspaces. Simulation studies and an analysis of single-cell RNA-sequencing data illustrate how the method summarizes locally varying nonlinear structure while retaining a compatible hierarchy across dimensions. It provides flexible subspace constraints that facilitate the extraction of data components and noise reduction. This approach advances the non-Euclidean statistical analysis of data with low-dimensional intrinsic structure within Euclidean spaces and offers a complementary perspective for high-dimensional noisy data sets in fields such as bioinformatics and machine learning.

stat.ME↗

Two-sample comparison through additive tree models for density ratios

The ratio of two densities provides a direct characterization of their differences. We consider the two-sample comparison problem by estimating this ratio given i.i.d. observations from two distributions. To this end, we propose additive tree models for density ratio estimation along with efficient algorithms using a new loss function, the balancing loss. The loss allows tree-based models to be trained using several algorithms originally designed for supervised learning, such as forward-stagewise optimization and gradient boosting. Moreover, the balancing loss resembles an exponential family kernel, and it can serve as a pseudo-likelihood with conjugate priors. This property enables generalized Bayesian inference on the density ratio using backfitting samplers designed for Bayesian additive regression trees (BART). Our Bayesian strategy provides uncertainty quantification for the inferred density ratio, which is critical for applications involving high-dimensional and data-limited distributions with potentially substantial uncertainty. We further show connections of the balancing loss to the exponential loss in binary classification and to the variational form of f-divergence, particularly the squared Hellinger distance. Numerical experiments demonstrate that the proposed boosting algorithms achieve high accuracy at low computational cost, and that the Bayesian additive tree is competitive in accuracy while additionally providing uncertainty quantification, which the compared estimators do not offer. Finally, we demonstrate its application to assessing the quality of generative models for microbiome compositional data.

stat.ME↗

Learning Sequential Decisions from Multiple Sources via Group-Robust Markov Decision Processes

Learning a common policy from multiple source environments requires accounting for cross-source heterogeneity, and the offline setting introduces an additional challenge of limited data coverage. We formulate this problem as a distributionally robust Markov decision process under a shared linear MDP representation with source-specific transition and reward components. The uncertainty set is constructed through feature-wise mixtures of these components, yielding a $d$-rectangular structure that captures cross-source heterogeneity and admits a robust Bellman recursion. Building on this formulation, we develop Group-Robust Pessimistic Value Iteration (GR-PEVI), an offline policy-learning algorithm that combines feature-wise worst-case aggregation with a data-dependent pessimism penalty. Under a robust partial coverage condition, we establish finite-sample suboptimality guarantees for GR-PEVI and extend the analysis to clustered sources, characterizing the trade-off between the statistical gain from pooling similar sources and the approximation error induced by within-cluster heterogeneity. Simulation studies demonstrate the effectiveness of GR-PEVI, with empirical behavior consistent with the theoretical analysis. We apply GR-PEVI to a multi-source electronic health record study of multiple sclerosis treatment decisions to illustrate its use in a clinical setting.

stat.ME↗