arXiv subjects

Alexandra M. Schmidt

Publications and source records attributed to Alexandra M. Schmidt.

30 records · Page 2Linked to original sources

arXiv2023

Bayesian Modeling of Dynamic Behavioral Change During an Epidemic

For many infectious disease outbreaks, the at-risk population changes their behavior in response to the outbreak severity, causing the transmission dynamics to change in real-time. Behavioral change is often ignored in epidemic modeling efforts, making these models less useful than they could be. We address this by introducing a novel class of data-driven epidemic models which characterize and accurately estimate behavioral change. Our proposed model allows time-varying transmission to be captured by the level of "alarm" in the population, with alarm specified as a function of the past epidemic trajectory. We investigate the estimability of the population alarm across a wide range of scenarios, applying both parametric functions and non-parametric functions using splines and Gaussian processes. The model is set in the data-augmented Bayesian framework to allow estimation on partially observed epidemic data. The benefit and utility of the proposed approach is illustrated through applications to data from real epidemics.

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arXiv2023

The impact of directly observed therapy on the efficacy of Tuberculosis treatment: A Bayesian multilevel approach

We propose and discuss a Bayesian procedure to estimate the average treatment effect (ATE) for multilevel observations in the presence of confounding. We focus on situations where the confounders may be latent (e.g., spatial latent effects). This work is motivated by an interest in determining the causal impact of directly observed therapy (DOT) on the successful treatment of Tuberculosis (TB); the available data correspond to individual-level information observed across different cities in a state in Brazil. We focus on propensity score regression and covariate adjustment to balance the treatment (DOT) allocation. We discuss the need to include latent local-level random effects in the propensity score model to reduce bias in the estimation of the ATE. A simulation study suggests that accounting for the multilevel nature of the data with latent structures in both the outcome and propensity score models has the potential to reduce bias in the estimation of causal effects.

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arXiv2023

A Bayesian Non-Stationary Heteroskedastic Time Series Model for Multivariate Critical Care Data

We propose a multivariate GARCH model for non-stationary health time series by modifying the variance of the observations of the standard state space model. The proposed model provides an intuitive way of dealing with heteroskedastic data using the conditional nature of state space models. We follow the Bayesian paradigm to perform the inference procedure. In particular, we use Markov chain Monte Carlo methods to obtain samples from the resultant posterior distribution. Due to the natural temporal correlation structure induced on model parameters, we use the forward filtering backward sampling algorithm to efficiently obtain samples from the posterior distribution. The proposed model also handles missing data in a fully Bayesian fashion. We validate our model on synthetic data, and then use it to analyze a data set obtained from an intensive care unit in a Montreal hospital. We further show that our proposed models offer better performance, in terms of WAIC, than standard state space models. The proposed model provides a new way to model multivariate heteroskedastic non-stationary time series data and the simplicity in applying the WAIC allows us to compare competing models.

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arXiv2022

Causal inference under mis-specification: adjustment based on the propensity score

We study Bayesian approaches to causal inference via propensity score regression. Much of the Bayesian literature on propensity score methods have relied on approaches that cannot be viewed as fully Bayesian in the context of conventional `likelihood times prior' posterior inference; in addition, most methods rely on parametric and distributional assumptions, and presumed correct specification. We emphasize that causal inference is typically carried out in settings of mis-specification, and develop strategies for fully Bayesian inference that reflect this. We focus on methods based on decision-theoretic arguments, and show how inference based on loss-minimization can give valid and fully Bayesian inference. We propose a computational approach to inference based on the Bayesian bootstrap which has good Bayesian and frequentist properties.

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arXiv2021

Zero-state Coupled Markov Switching Count Models for Spatio-temporal Infectious Disease Spread

Spatio-temporal counts of infectious disease cases often contain an excess of zeros. With existing zero inflated count models applied to such data it is difficult to quantify space-time heterogeneity in the effects of disease spread between areas. Also, existing methods do not allow for separate dynamics to affect the reemergence and persistence of the disease. As an alternative, we develop a new zero-state coupled Markov switching negative binomial model, under which the disease switches between periods of presence and absence in each area through a series of partially hidden nonhomogeneous Markov chains coupled between neighboring locations. When the disease is present, an autoregressive negative binomial model generates the cases with a possible 0 representing the disease being undetected. Bayesian inference and prediction is illustrated using spatio-temporal counts of dengue fever cases in Rio de Janeiro, Brazil.

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arXiv2021

Dynamical non-Gaussian modelling of spatial processes

Spatio-temporal processes in environmental applications are often assumed to follow a Gaussian model, possibly after some transformation. However, heterogeneity in space and time might have a pattern that will not be accommodated by transforming the data. In this scenario, modelling the variance laws is an appealing alternative. This work adds flexibility to the usual Multivariate Dynamic Gaussian model by defining the process as a scale mixture between a Gaussian and log-Gaussian processes. The scale is represented by a process varying smoothly over space and time which is allowed to depend on covariates. State-space equations define the dynamics over time for both mean and variance processes resulting infeasible inference and prediction. Analysis of artificial datasets show that the parameters are identifiable and simpler models are well recovered by the general proposed model. The analyses of two important environmental processes, maximum temperature and maximum ozone, illustrate the effectiveness of our proposal in improving the uncertainty quantification in the prediction of spatio-temporal processes.

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arXiv2015

A nonlinear population Monte Carlo scheme for the Bayesian estimation of parameters of $α$-stable distributions

The class of $α$-stable distributions enjoys multiple practical applications in signal processing, finance, biology and other areas because it allows to describe interesting and complex data patterns, such as asymmetry or heavy tails, in contrast with the simpler and widely used Gaussian distribution. The density associated with a general $α$-stable distribution cannot be obtained in closed form, which hinders the process of estimating its parameters. A nonlinear population Monte Carlo (NPMC) scheme is applied in order to approximate the posterior probability distribution of the parameters of an $α$-stable random variable given a set of random realizations of the latter. The approximate posterior distribution is computed by way of an iterative algorithm and it consists of a collection of samples in the parameter space with associated nonlinearly-transformed importance weights. A numerical comparison of the main existing methods to estimate the $α$-stable parameters is provided, including the traditional frequentist techniques as well as a Markov chain Monte Carlo (MCMC) and a likelihood-free Bayesian approach. It is shown by means of computer simulations that the NPMC method outperforms the existing techniques in terms of parameter estimation error and failure rate for the whole range of values of $α$, including the smaller values for which most existing methods fail to work properly. Furthermore, it is shown that accurate parameter estimates can often be computed based on a low number of observations. Additionally, numerical results based on a set of real fish displacement data are provided.

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arXiv2015

A Hierarchical Dynamic Beta Regression Model of School Performance in the Brazilian Mathematical Olympiads for Public Schools

The Brazilian Mathematical Olympiads for Public Schools (OBMEP) is held every year since 2005. In the 2013 edition there were over 47,000 schools registered involving nearly 19.2 million students. The Brazilian public educational system is structured into three administrative levels: federal, state and municipal. Students participating in the OBMEP come from three educational levels, two in primary and one in secondary school. We aim at studying the performance of Brazilian public schools which have been taking part of the OBMEP from 2006 until 2013. We propose a standardization of the mean scores of schools per year and educational level which is modeled through a hierarchical dynamic beta regression model. Both the mean and precision of the beta distribution are modeled as a function of covariates whose effects evolve smoothly with time. Results show that, regardless of the educational level, federal schools have better performance than municipal or state schools. The mean performance of schools increases with the human development index (HDI) of the municipality the school is located in. Moreover, the difference in mean performance between federal and state or municipal schools tends to increase with the HDI. Schools with higher proportion of boys tend to have better mean performance in the second and third educational levels of OBMEP.

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arXiv2015

Population counts along elliptical habitat contours: hierarchical modelling using Poisson-lognormal mixtures with nonstationary spatial structure

Ecologists often interpret variation in the spatial distribution of populations in terms of responses to environmental features, but disentangling the effects of individual variables can be difficult if latent effects and spatial and temporal correlations are not accounted for properly. Here, we use hierarchical models based on a Poisson log-normal mixture to understand the spatial variation in relative abundance (counts per standardized unit of effort) of yellow perch, Perca flavescens, the most abundant fish species in Lake Saint Pierre, Quebec, Canada. The mixture incorporates spatially varying environmental covariates that represent local habitat characteristics, and random temporal and spatial effects that capture the effects of unobserved ecological processes. The sampling design covers the margins but not the central region of the lake. We fit spatial generalized linear mixed models based on three different prior covariance structures for the local latent effects: a single Gaussian process (GP) over the lake, a GP over a circle, and independent GP for each shore. The models allow for independence, isotropy, or nonstationary spatial effects. Nonstationarity is dealt with using two different approaches, geometric anisotropy, and the inclusion of covariates in the correlation structure of the latent spatial process. The proposed approaches for specification of spatial domain and choice of Gaussian process priors may prove useful in other applications that involve spatial correlation along an irregular contour or in discontinous spatial domains.

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arXiv2012

Measuring the vulnerability of the Uruguayan population to vector-borne diseases via spatially hierarchical factor models

We propose a model-based vulnerability index of the population from Uruguay to vector-borne diseases. We have available measurements of a set of variables in the census tract level of the 19 Departmental capitals of Uruguay. In particular, we propose an index that combines different sources of information via a set of micro-environmental indicators and geographical location in the country. Our index is based on a new class of spatially hierarchical factor models that explicitly account for the different levels of hierarchy in the country, such as census tracts within the city level, and cities in the country level. We compare our approach with that obtained when data are aggregated in the city level. We show that our proposal outperforms current and standard approaches, which fail to properly account for discrepancies in the region sizes, for example, number of census tracts. We also show that data aggregation can seriously affect the estimation of the cities vulnerability rankings under benchmark models.

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arXiv2012

A class of covariate-dependent spatiotemporal covariance functions for the analysis of daily ozone concentration

In geostatistics, it is common to model spatially distributed phenomena through an underlying stationary and isotropic spatial process. However, these assumptions are often untenable in practice because of the influence of local effects in the correlation structure. Therefore, it has been of prolonged interest in the literature to provide flexible and effective ways to model nonstationarity in the spatial effects. Arguably, due to the local nature of the problem, we might envision that the correlation structure would be highly dependent on local characteristics of the domain of study, namely, the latitude, longitude and altitude of the observation sites, as well as other locally defined covariate information. In this work, we provide a flexible and computationally feasible way for allowing the correlation structure of the underlying processes to depend on local covariate information. We discuss the properties of the induced covariance functions and methods to assess its dependence on local covariate information. The proposed method is used to analyze daily ozone in the southeast United States.

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arXiv2011

A Hierarchical Model for Aggregated Functional Data

In many areas of science one aims to estimate latent sub-population mean curves based only on observations of aggregated population curves. By aggregated curves we mean linear combination of functional data that cannot be observed individually. We assume that several aggregated curves with linear independent coefficients are available. More specifically, we assume each aggregated curve is an independent partial realization of a Gaussian process with mean modeled through a weighted linear combination of the disaggregated curves. We model the mean of the Gaussian processes as a smooth function approximated by a function belonging to a finite dimensional space ${\cal H}_K$ which is spanned by $K$ B-splines basis functions. We explore two different specifications of the covariance function of the Gaussian process: one that assumes a constant variance across the domain of the process, and a more general variance structure which is itself modelled as a smooth function, providing a nonstationary covariance function. Inference procedure is performed following the Bayesian paradigm allowing experts' opinion to be considered when estimating the disaggregated curves. Moreover, it naturally provides the uncertainty associated with the parameters estimates and fitted values. Our model is suitable for a wide range of applications. We concentrate on two different real examples: calibration problem for NIR spectroscopy data and an analysis of distribution of energy among different type of consumers.

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