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Ioannis Ntzoufras

Publications and source records attributed to Ioannis Ntzoufras.

At least 19 recordsLinked to original sources

Stochastic Bayes factors: why, when, and how

The Bayes factor (BF) is a central tool in Bayesian hypothesis testing and model selection, yet its practical use is often challenged. Classical BFs depend heavily on prior specification, cannot be applied with improper priors, and are typically interpreted through arbitrary evidence scales. Moreover, they fail to capture uncertainty inherent in the data, leading to an analogy with frequentist p-values, and primarily reflect prior-predictive rather than posterior-predictive performance. We introduce the stochastic Bayes factor (SBF), a new framework that extends the BF by explicitly incorporating uncertainty via replicated data. Formally, the SBF is defined as a push-forward measure transferring the BF from the observed data space to that of replications. This approach generalizes previous calibration proposals, while emphasizing posterior-predictive replication as a robust alternative. We establish key theoretical properties, including model consistency, compatibility and dominance, ensuring that SBFs preserve desirable Bayesian guarantees. An algorithmic routine is then proposed to operationalize the SBF, guiding model discrimination in a principled way while naturally providing model calibration. Simulation studies and real applications confirm that the SBF offers improved robustness and predictive reliability compared to the classical BF, by providing a valuable tool for model comparison.

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Bayesian Evidence Synthesis for the common effect model

Bayes Factors, the Bayesian tool for hypothesis testing, are receiving increasing attention in the literature. Compared to their frequentist rivals ($p$-values or test statistics), Bayes Factors have the conceptual advantage of providing evidence both for and against a null hypothesis, and they can be calibrated so that they do not depend so heavily on the sample size. Research on the synthesis of Bayes Factors arising from individual studies has received increasing attention, mostly for the fixed effects model for meta-analysis. In this work, we review and propose methods for combining Bayes Factors from multiple studies, depending on the level of information available, focusing on the common effect model. In the process, we provide insights with respect to the interplay between frequentist and Bayesian evidence. We assess the performance of the methods discussed via a simulation study and apply the methods in an example from the field of positive psychology.

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Bayesian Handwriting Evidence Evaluation using MANOVA via Fourier-Based Extracted Features

This paper proposes a novel statistical approach that aims at the identification of valid and useful patterns in handwriting examination via Bayesian modeling. Starting from a sample of characters selected among 13 French native writers, an accurate loop reconstruction can be achieved through Fourier analysis. The contour shape of handwritten characters can be described by the first four pairs of Fourier coefficients and by the surface size. Six Bayesian models are considered for such handwritten features. These models arise from two likelihood structures: (a) a multivariate Normal model, and (b) a MANOVA model that accounts for character-level variability. For each likelihood, three different prior formulations are examined, resulting in distinct Bayesian models: (i) a conjugate Normal-Inverse-Wishart prior, (ii) a hierarchical Normal-Inverse-Wishart prior, and (iii) a Normal-LogNormal-LKJ prior specification. The hierarchical prior formulations are of primary interest because they can incorporate the between-writers variability, a distinguishing element that sets writers apart. These approaches do not allow calculation of the marginal likelihood in a closed-form expression. Therefore, bridge sampling is used to estimate it. The Bayes factor is estimated to compare the performance of the proposed models and to evaluate their efficiency for discriminating purposes. Bayesian MANOVA with Normal-LogNormal-LKJ prior showed an overall better performance, in terms of discriminatory capacity and model fitting. Finally, a sensitivity analysis for the elicitation of the prior distribution parameters is performed.

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Bayesian analysis of diffusion-driven multi-type epidemic models with application to COVID-19

We consider a flexible Bayesian evidence synthesis approach to model the age-specific transmission dynamics of COVID-19 based on daily mortality counts. The temporal evolution of transmission rates in populations containing multiple types of individuals is reconstructed via an appropriate dimension-reduction formulation driven by independent diffusion processes. A suitably tailored compartmental model is used to learn the latent counts of infection, accounting for fluctuations in transmission influenced by public health interventions and changes in human behaviour. The model is fitted to freely available COVID-19 data sources from the UK, Greece, and Austria and validated using a large-scale prevalence survey in England. In particular, we demonstrate how model expansion can facilitate evidence reconciliation at a latent level. The code implementing this work is made freely available via the Bernadette R package.

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Eliciting prior information from clinical trials via calibrated Bayes factor

In the Bayesian framework power prior distributions are increasingly adopted in clinical trials and similar studies to incorporate external and past information, typically to inform the parameter associated to a treatment effect. Their use is particularly effective in scenarios with small sample sizes and where robust prior information is actually available. A crucial component of this methodology is represented by its weight parameter, which controls the volume of historical information incorporated into the current analysis. This parameter can be considered as either fixed or random. Although various strategies exist for its determination, eliciting the prior distribution of the weight parameter according to a full Bayesian approach remains a challenge. In general, this parameter should be carefully selected to accurately reflect the available prior information without dominating the posterior inferential conclusions. To this aim, we propose a novel method for eliciting the prior distribution of the weight parameter through a simulation-based calibrated Bayes factor procedure. This approach allows for the prior distribution to be updated based on the strength of evidence provided by the data: The goal is to facilitate the integration of historical data when it aligns with current information and to limit it when discrepancies arise in terms, for instance, of prior-data conflicts. The performance of the proposed method is tested through simulation studies and applied to real data from clinical trials.

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Lasso Multinomial Performance Indicators for in-play Basketball Data

A typical approach to quantify the contribution of each player in basketball uses the plus-minus method. The ratings obtained by such a method are estimated using simple regression models and their regularized variants, with response variable being either the points scored or the point differences. To capture more precisely the effect of each player, detailed possession-based play-by-play data may be used. This is the direction we take in this article, in which we investigate the performance of regularized adjusted plus-minus (RAPM) indicators estimated by different regularized models having as a response the number of points scored in each possession. Therefore, we use possession play-by-play data from all NBA games for the season 2021-22 (322,852 possessions). We initially present simple regression model-based indices starting from the implementation of ridge regression which is the standard technique in the relevant literature. We proceed with the lasso approach which has specific advantages and better performance than ridge regression when compared with selected objective validation criteria. Then, we implement regularized binary and multinomial logistic regression models to obtain more accurate performance indicators since the response is a discrete variable taking values mainly from zero to three. Our final proposal is an improved RAPM measure which is based on the expected points of a multinomial logistic regression model where each player's contribution is weighted by his participation in the team's possessions. The proposed indicator, called weighted expected points (wEPTS), outperforms all other RAPM measures we investigate in this study.

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Assessing competitive balance in the English Premier League for over forty seasons using a stochastic block model

Competitive balance is the subject of much interest in the sports analytics literature and beyond. In this paper, we develop a statistical network model based on an extension of the stochastic block model to assess the balance between teams in a league. Here we represent the outcome of all matches in a football season as a dense network with nodes identified by teams and categorical edges representing the outcome of each game as a win, draw or a loss. The main focus and motivation for this paper is to provide a statistical framework to assess the issue of competitive balance in the context of the English First Division / Premier League over more than 40 seasons. The Premier League is arguably one of the most popular leagues in the world, in terms of its global reach and the revenue which it generates. Therefore it is of wide interest to assess its competitiveness. Our analysis provides evidence suggesting a structural change around the early 2000's from a reasonably balanced league to a two-tier league.

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Inconsistency identification in network meta-analysis via stochastic search variable selection

The reliability of the results of network meta-analysis (NMA) lies in the plausibility of key assumption of transitivity. This assumption implies that the effect modifiers' distribution is similar across treatment comparisons. Transitivity is statistically manifested through the consistency assumption which suggests that direct and indirect evidence are in agreement. Several methods have been suggested to evaluate consistency. A popular approach suggests adding inconsistency factors to the NMA model. We follow a different direction by describing each inconsistency factor with a candidate covariate whose choice relies on variable selection techniques. Our proposed method, Stochastic Search Inconsistency Factor Selection (SSIFS), evaluates the consistency assumption both locally and globally, by applying the stochastic search variable selection method to determine whether the inconsistency factors should be included in the model. The posterior inclusion probability of each inconsistency factor quantifies how likely is a specific comparison to be inconsistent. We use posterior model odds or the median probability model to decide on the importance of inconsistency factors. Differences between direct and indirect evidence can be incorporated into the inconsistency detection process. A key point of our proposed approach is the construction of a reasonable "informative" prior concerning network consistency. The prior is based on the elicitation of information derived historical data from 201 published network meta-analyses. The performance of our proposed method is evaluated in two published network meta-analyses. The proposed methodology is publicly available in an R package called ssifs, developed and maintained by the authors of this work.

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A Metropolized adaptive subspace algorithm for high-dimensional Bayesian variable selection

A simple and efficient adaptive Markov Chain Monte Carlo (MCMC) method, called the Metropolized Adaptive Subspace (MAdaSub) algorithm, is proposed for sampling from high-dimensional posterior model distributions in Bayesian variable selection. The MAdaSub algorithm is based on an independent Metropolis-Hastings sampler, where the individual proposal probabilities of the explanatory variables are updated after each iteration using a form of Bayesian adaptive learning, in a way that they finally converge to the respective covariates' posterior inclusion probabilities. We prove the ergodicity of the algorithm and present a parallel version of MAdaSub with an adaptation scheme for the proposal probabilities based on the combination of information from multiple chains. The effectiveness of the algorithm is demonstrated via various simulated and real data examples, including a high-dimensional problem with more than 20,000 covariates.

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On the identifiability of Bayesian factor analytic models

A well known identifiability issue in factor analytic models is the invariance with respect to orthogonal transformations. This problem burdens the inference under a Bayesian setup, where Markov chain Monte Carlo (MCMC) methods are used to generate samples from the posterior distribution. We introduce a post-processing scheme in order to deal with rotation, sign and permutation invariance of the MCMC sample. The exact version of the contributed algorithm requires to solve $2^q$ assignment problems per (retained) MCMC iteration, where $q$ denotes the number of factors of the fitted model. For large numbers of factors two approximate schemes based on simulated annealing are also discussed. We demonstrate that the proposed method leads to interpretable posterior distributions using synthetic and publicly available data from typical factor analytic models as well as mixtures of factor analyzers. An R package is available online at CRAN web-page.

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Bayesian models for prediction of the set-difference in volleyball

The aim of this paper is to study and develop Bayesian models for the analysis of volleyball match outcomes as recorded by the set-difference. Due to the peculiarity of the outcome variable (set-difference) which takes discrete values from $-3$ to $3$, we cannot consider standard models based on the usual Poisson or binomial assumptions used for other sports such as football/soccer. Hence, the first and foremost challenge was to build models appropriate for the set-differences of each volleyball match. Here we consider two major approaches: a) an ordered multinomial logistic regression model and b) a model based on a truncated version of the Skellam distribution. For the first model, we consider the set-difference as an ordinal response variable within the framework of multinomial logistic regression models. Concerning the second model, we adjust the Skellam distribution in order to account for the volleyball rules. We fit and compare both models with the same covariate structure as in Karlis & Ntzoufras (2003). Both models are fitted, illustrated and compared within Bayesian framework using data from both the regular season and the play-offs of the season 2016/17 of the Greek national men's volleyball league A1.

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Competitive balance measures and the Uncertainty of Outcome Hypothesis in European football

Competitive balance is an important concept for professional sports and one of the key issues that European football has to address in order to ensure its long-term prosperity. However, the quantification of competitive balance is not an easy task. The difficulties are mainly associated with its multi-dimensionality character as well as the structure of each particular sport. This article uses data from eight domestic leagues over 60 years to identify the best index for a holistic view of competitive balance in European football. The findings support the longstanding Uncertainty of Outcome Hypothesis using indices designed for the important three identified levels of competition and offering a weighting pattern for ranking places. Important conclusions may be derived concerning the relative importance of different aspects of competitive balance depending on the specific features of the best index.

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Inference and model determination for Temperature-Driven non-linear Ecological Models

This paper is concerned with a contemporary Bayesian approach to the effect of temperature on developmental rates. We develop statistical methods using recent computational tools to model four commonly used ecological non-linear mathematical curves that describe arthropods' developmental rates. Such models address the effect of temperature fluctuations on the developmental rate of arthropods. In addition to the widely used Gaussian distributional assumption, we also explore Inverse Gamma--based alternatives, which naturally accommodate adaptive variance fluctuation with temperature. Moreover, to overcome the associated parameter indeterminacy in the case of no development, we suggest the Zero Inflated Inverse Gamma model. The ecological models are compared graphically via posterior predictive plots and quantitatively via Marginal likelihood estimates and Information criteria values. Inference is performed using the Stan software and we investigate the statistical and computational efficiency of its Hamiltonian Monte Carlo and Variational Inference methods. We explore model uncertainty and use Bayesian Model Averaging framework for robust estimation of the key ecological parameters

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High-dimensional variable selection via low-dimensional adaptive learning

A stochastic search method, the so-called Adaptive Subspace (AdaSub) method, is proposed for variable selection in high-dimensional linear regression models. The method aims at finding the best model with respect to a certain model selection criterion and is based on the idea of adaptively solving low-dimensional sub-problems in order to provide a solution to the original high-dimensional problem. Any of the usual $\ell_0$-type model selection criteria can be used, such as Akaike's Information Criterion (AIC), the Bayesian Information Criterion (BIC) or the Extended BIC (EBIC), with the last being particularly suitable for high-dimensional cases. The limiting properties of the new algorithm are analysed and it is shown that, under certain conditions, AdaSub converges to the best model according to the considered criterion. In a simulation study, the performance of AdaSub is investigated in comparison to alternative methods. The effectiveness of the proposed method is illustrated via various simulated datasets and a high-dimensional real data example.

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Power-Expected-Posterior Priors as Mixtures of g-Priors

One of the main approaches used to construct prior distributions for objective Bayes methods is the concept of random imaginary observations. Under this setup, the expected-posterior prior (EPP) offers several advantages, among which it has a nice and simple interpretation and provides an effective way to establish compatibility of priors among models. In this paper, we study the power-expected posterior prior as a generalization to the EPP in objective Bayesian model selection under normal linear models. We prove that it can be represented as a mixture of $g$-prior, like a wide range of prior distributions under normal linear models, and thus posterior distributions and Bayes factors are derived in closed form, keeping therefore computational tractability. Comparisons with other mixtures of $g$-prior are made and emphasis is given in the posterior distribution of g and its effect on Bayesian model selection and model averaging.

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A Bayesian Quest for Finding a Unified Model for Predicting Volleyball Games

Volleyball is a team sport with unique and specific characteristics. We introduce a new two level-hierarchical Bayesian model which accounts for theses volleyball specific characteristics. In the first level, we model the set outcome with a simple logistic regression model. Conditionally on the winner of the set, in the second level, we use a truncated negative binomial distribution for the points earned by the loosing team. An additional Poisson distributed inflation component is introduced to model the extra points played in the case that the two teams have point difference less than two points. The number of points of the winner within each set is deterministically specified by the winner of the set and the points of the inflation component. The team specific abilities and the home effect are used as covariates on all layers of the model (set, point, and extra inflated points). The implementation of the proposed model on the Italian Superlega 2017/2018 data shows an exceptional reproducibility of the final league table and a satisfactory predictive ability.

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Variations of Power-Expected-Posterior Priors in Normal Regression Models

The power-expected-posterior (PEP) prior is an objective prior for Gaussian linear models, which leads to consistent model selection inference, under the M-closed scenario, and tends to favor parsimonious models. Recently, two new forms of the PEP prior were proposed which generalize its applicability to a wider range of models. The properties of these two PEP variants within the context of the normal linear model are examined thoroughly, focusing on the prior dispersion and on the consistency of the induced model selection procedure. Results show that both PEP variants have larger variances than the unit-information g-prior and that they are M-closed consistent as the limiting behavior of the corresponding marginal likelihoods matches that of the BIC. The consistency under the M-open case, using three different model misspecification scenarios is further investigated.

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Probability Based Independence Sampler for Bayesian Quantitative Learning in Graphical Log-Linear Marginal Models

Bayesian methods for graphical log-linear marginal models have not been developed in the same extent as traditional frequentist approaches. In this work, we introduce a novel Bayesian approach for quantitative learning for such models. These models belong to curved exponential families that are difficult to handle from a Bayesian perspective. Furthermore, the likelihood cannot be analytically expressed as a function of the marginal log-linear interactions, but only in terms of cell counts or probabilities. Posterior distributions cannot be directly obtained, and MCMC methods are needed. Finally, a well-defined model requires parameter values that lead to compatible marginal probabilities. Hence, any MCMC should account for this important restriction. We construct a fully automatic and efficient MCMC strategy for quantitative learning for graphical log-linear marginal models that handles these problems. While the prior is expressed in terms of the marginal log-linear interactions, we build an MCMC algorithm that employs a proposal on the probability parameter space. The corresponding proposal on the marginal log-linear interactions is obtained via parameter transformation. By this strategy, we achieve to move within the desired target space. At each step, we directly work with well-defined probability distributions. Moreover, we can exploit a conditional conjugate setup to build an efficient proposal on probability parameters. The proposed methodology is illustrated by a simulation study and a real dataset.

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