arXiv subjects

Jason Wyse

Publications and source records attributed to Jason Wyse.

17 recordsLinked to original sources

arXiv2025

Bayesian Latent Class Regression and Variable Selection with Applications to Sleep Patterns Data

Sleep difficulties in children are heterogeneous in presentation, yet conventional assessment tools like the Children's Sleep Habits Questionnaire (CSHQ) reduce this complexity to a single cumulative score, obscuring distinct patterns of sleep disturbance that require different interventions. Latent Class Regression (LCR) models offer a principled approach to identify subgroups with shared sleep behaviour profiles whilst incorporating predictors of group membership, but Bayesian inference for these models has been hindered by computational challenges and the absence of variable selection methods. We propose a fully Bayesian framework for LCR that uses P\'olya-Gamma data augmentation, enabling efficient sampling of regression coefficients. We extend this framework to include variable selection for both predictors and item responses: predictor variable selection via latent inclusion indicators and item selection through a partially collapsed approach. Through simulation studies, we show that the proposed methods yield accurate parameter estimates, resolve identifiability issues arising in full models and successfully identify informative predictors and items while excluding noise variables. Applying this methodology to CSHQ data from 148 children reveals distinct latent subgroups with different sleep behaviour profiles, anxious nighttime sleepers, short/light sleepers and those with more pervasive sleep problems, with each carrying distinct implications for intervention. Results also highlight the predictive role of Autism Spectrum Disorder diagnosis in subgroup membership. These findings demonstrate the limitations of conventional CSHQ scoring and illustrate the benefits of a probabilistic subgroup-based approach as an alternative for understanding paediatric sleep difficulties.

stat.ME↗

arXiv2025

Efficient sequential Bayesian inference for state-space epidemic models using ensemble data assimilation

Estimating latent epidemic states and model parameters from partially observed, noisy data remains a major challenge in infectious disease modeling. State-space formulations provide a coherent probabilistic framework for such inference, yet fully Bayesian estimation is often computationally prohibitive because evaluating the observed-data likelihood requires integration over a latent trajectory. The Sequential Monte Carlo squared (SMC$^2$) algorithm offers a principled approach for joint state and parameter inference, combining an outer SMC sampler over parameters with an inner particle filter that estimates the likelihood up to the current time point. Despite its theoretical appeal, this nested particle filter imposes substantial computational cost, limiting routine use in near-real-time outbreak response. We propose Ensemble SMC$^2$ (eSMC$^2$), a computationally efficient variant that replaces the inner particle filter with an Ensemble Kalman Filter (EnKF) to approximate the incremental likelihood at each observation time. While this substitution introduces bias via a Gaussian approximation, we mitigate finite-sample effects using an unbiased Gaussian density estimator and adapt the EnKF for epidemic data through state-dependent observation variance. This makes our approach particularly suitable for overdispersed incidence data commonly encountered in infectious disease surveillance. Simulation experiments with known ground truth and an application to 2022 United States (U.S.) monkeypox incidence data demonstrate that eSMC$^2$ achieves substantial computational gains while producing posterior estimates comparable to SMC$^2$. The method accurately reconstructs epidemic trajectories and estimates key epidemiological parameters, providing an efficient framework for sequential Bayesian inference from imperfect surveillance data.

stat.ME↗

arXiv2025

A sequential ensemble approach to epidemic modeling: Combining Hawkes and SEIR models using SMC$^2$

This paper proposes a sequential ensemble methodology for epidemic modeling that integrates discrete-time Hawkes processes (DTHP) and Susceptible-Exposed-Infectious-Removed (SEIR) models. Motivated by the need for accurate and reliable epidemic forecasts to inform timely public health interventions, we develop a flexible model averaging (MA) framework using Sequential Monte Carlo Squared. While generating estimates from each model individually, our approach dynamically assigns them weights based on their incrementally estimated marginal likelihoods, accounting for both model and parameter uncertainty, to produce a single ensemble estimate. We assess the methodology through simulation studies mimicking abrupt changes in epidemic dynamics, followed by an application to the Irish influenza and COVID-19 epidemics. Our results show that combining the two models can improve both estimates of the infection trajectory and reproduction number compared to using either model alone. Moreover, the MA consistently produces more stable and informative estimates of the time-varying reproduction number, with credible intervals that provide a realistic assessment of uncertainty. These features are particularly useful when epidemic dynamics change rapidly, enabling more reliable short-term forecasts and timely public health decisions. This research contributes to pandemic preparedness by enhancing forecast reliability and supporting more informed public health responses.

stat.AP↗

arXiv2025

Sequential Monte Carlo Squared for online inference in stochastic epidemic models

Effective epidemic modeling and surveillance require computationally efficient methods that can continuously update estimates as new data becomes available. This paper explores the application of an online variant of Sequential Monte Carlo Squared (O-SMC$^2$) to the stochastic Susceptible-Exposed-Infectious-Removed (SEIR) model for real-time epidemic tracking. The particularity of O-SMC$^2$ lies in its ability to update the parameters using a particle Metropolis-Hastings kernel, ensuring that the target distribution remains invariant while only utilizing a fixed window of recent observations. This feature enables timely parameter updates and significantly enhances computational efficiency compared to the standard SMC$^2$, which processes the entire dataset. First, we demonstrate the efficiency of O-SMC$^2$ on simulated data, where both the parameters and the observation process are known. We then apply the method to a real-world COVID-19 dataset from Ireland, successfully tracking the epidemic trajectory and estimating the time-dependent reproduction number of the disease. Our results show that O-SMC$^2$ provides highly accurate online estimates of both static and dynamic epidemiological parameters while substantially reducing computational costs. These findings highlight the potential of O-SMC$^2$ for real-time epidemic monitoring and supporting adaptive public health interventions.

q-bio.PE↗

arXiv2024

A review of sequential Monte Carlo methods for real-time disease modeling

Sequential Monte Carlo methods are a powerful framework for approximating the posterior distribution of a state variable in a sequential manner. They provide an attractive way of analyzing dynamic systems in real-time, taking into account the limitations of traditional approaches such as Markov Chain Monte Carlo methods, which are not well suited to data that arrives incrementally. This paper reviews and explores the application of Sequential Monte Carlo in dynamic disease modeling, highlighting its capacity for online inference and real-time adaptation to evolving disease dynamics. The integration of kernel density approximation techniques within the stochastic Susceptible-Exposed-Infectious-Recovered (SEIR) compartment model is examined, demonstrating the algorithm's effectiveness in monitoring time-varying parameters such as the effective reproduction number. Case studies, including simulations with synthetic data and analysis of real-world COVID-19 data from Ireland, demonstrate the practical applicability of this approach for informing timely public health interventions.

q-bio.PE↗

arXiv2024

Bayesian Variable Selection in Distributed Lag Models: A Focus on Binary Quantile and Count Data Regressions

Distributed Lag Models (DLMs) and similar regression approaches such as MIDAS have been used for many decades in econometrics and more recently to investigate how poor air quality adversely affects human health. In this paper we describe how to expand the utility of these models for Bayesian inference by leveraging latent variables. In particular we explain how to perform binary regression to better handle imbalanced data, how to incorporate negative binomial regression, and how to estimate the probability of predictor inclusion. Extra parameters introduced through the DLM framework may require calibration for the MCMC algorithm, but this will not be the case in DLM-based analyses often seen in pollution exposure literature. In these cases, the parameters are inferred through a fully automatic Gibbs sampling procedure.

stat.ME↗

arXiv2021

Gaussian Processes to speed up MCMC with automatic exploratory-exploitation effect

We present a two-stage Metropolis-Hastings algorithm for sampling probabilistic models, whose log-likelihood is computationally expensive to evaluate, by using a surrogate Gaussian Process (GP) model. The key feature of the approach, and the difference w.r.t. previous works, is the ability to learn the target distribution from scratch (while sampling), and so without the need of pre-training the GP. This is fundamental for automatic and inference in Probabilistic Programming Languages In particular, we present an alternative first stage acceptance scheme by marginalising out the GP distributed function, which makes the acceptance ratio explicitly dependent on the variance of the GP. This approach is extended to Metropolis-Adjusted Langevin algorithm (MALA).

stat.ML↗

arXiv2021

An age-structured SEIR model for COVID--19 incidence in Dublin, Ireland with framework for evaluating health intervention cost

Strategies adopted globally to mitigate the threat of COVID-19 have primarily involved lockdown measures with substantial economic and social costs with varying degrees of success. Morbidity patterns of COVID-19 variants have a strong association with age, while restrictive lockdown measures have association with negative mental health outcomes in some age groups. Reduced economic prospects may also afflict some age cohorts more than others. Motivated by this, we propose a model to describe COVID-19 community spread incorporating the role of age-specific social interactions. Through a flexible parameterisation of an age-structured deterministic Susceptible Exposed Infectious Removed (SEIR) model, we provide a means for characterising different forms of lockdown which may impact specific age groups differently. Social interactions are represented through age group to age group contact matrices, which can be trained using available data and are thus locally adapted. This framework is easy to interpret and suitable for describing counterfactual scenarios, which could assist policy makers with regard to minimising morbidity balanced with the costs of prospective suppression strategies. Our work originates from an Irish context and we use disease monitoring data from February 29th 2020 to January 31st 2021 gathered by Irish governmental agencies. We demonstrate how Irish lockdown scenarios can be constructed using the proposed model formulation and show results of retrospective fitting to incidence rates and forward planning with relevant ``what if/instead of'' lockdown counterfactuals with uncertainty quantification. Our formulation is agnostic to a specific locale, in that lockdown strategies in other regions can be straightforwardly encoded using this model. The methods we describe are made publicly available online through an accessible and easy to use web interface.

q-bio.PE↗

arXiv2017

Bayesian model selection for the latent position cluster model for Social Networks

The latent position cluster model is a popular model for the statistical analysis of network data. This model assumes that there is an underlying latent space in which the actors follow a finite mixture distribution. Moreover, actors which are close in this latent space are more likely to be tied by an edge. This is an appealing approach since it allows the model to cluster actors which consequently provides the practitioner with useful qualitative information. However, exploring the uncertainty in the number of underlying latent components in the mixture distribution is a complex task. The current state-of-the-art is to use an approximate form of BIC for this purpose, where an approximation of the log-likelihood is used instead of the true log-likelihood which is unavailable. The main contribution of this paper is to show that through the use of conjugate prior distributions it is possible to analytically integrate out almost all of the model parameters, leaving a posterior distribution which depends on the allocation vector of the mixture model. This enables posterior inference over the number of components in the latent mixture distribution without using trans- dimensional MCMC algorithms such as reversible jump MCMC. Our approach is compared with the state-of-the-art latentnet (Krivitsky & Handcock 2015) and VBLPCM (Salter-Townshend & Murphy 2013) packages.

stat.CO↗

arXiv2015

Inferring structure in bipartite networks using the latent block model and exact ICL

We consider the task of simultaneous clustering of the two node sets involved in a bipartite network. The approach we adopt is based on use of the exact integrated complete likelihood for the latent block model. Using this allows one to infer the number of clusters as well as cluster memberships using a greedy search. This gives a model-based clustering of the node sets. Experiments on simulated bipartite network data show that the greedy search approach is vastly more scalable than competing Markov chain Monte Carlo based methods. Application to a number of real observed bipartite networks demonstrate the algorithms discussed.

stat.CO↗

arXiv2015

Bayesian variable selection for latent class analysis using a collapsed Gibbs sampler

Latent class analysis is used to perform model based clustering for multivariate categorical responses. Selection of the variables most relevant for clustering is an important task which can affect the quality of clustering considerably. This work considers a Bayesian approach for selecting the number of clusters and the best clustering variables. The main idea is to reformulate the problem of group and variable selection as a probabilistically driven search over a large discrete space using Markov chain Monte Carlo (MCMC) methods. This approach results in estimates of degree of relevance of each variable for clustering along with posterior probability for the number of clusters. Bayes factors can then be easily calculated, and a suitable model chosen in a principled manner. Both selection tasks are carried out simultaneously using an MCMC approach based on a collapsed Gibbs sampling method, whereby several model parameters are integrated from the model, substantially improving computational performance. Approaches for estimating posterior marginal probabilities of class membership, variable inclusion and number of groups are proposed, and post-hoc procedures for parameter and uncertainty estimation are outlined. The approach is tested on simulated and real data.

stat.CO↗

arXiv2013

Bayesian model selection for the latent position cluster model for Social Networks

The latent position cluster model is a popular model for the statistical analysis of network data. This approach assumes that there is an underlying latent space in which the actors follow a finite mixture distribution. Moreover, actors which are close in this latent space tend to be tied by an edge. This is an appealing approach since it allows the model to cluster actors which consequently provides the practitioner with useful qualitative information. However, exploring the uncertainty in the number of underlying latent components in the mixture distribution is a very complex task. The current state-of-the-art is to use an approximate form of BIC for this purpose, where an approximation of the log-likelihood is used instead of the true log-likelihood which is unavailable. The main contribution of this paper is to show that through the use of conjugate prior distributions it is possible to analytically integrate out almost all of the model parameters, leaving a posterior distribution which depends on the allocation vector of the mixture model. A consequence of this is that it is possible to carry out posterior inference over the number of components in the latent mixture distribution without using trans-dimensional MCMC algorithms such as reversible jump MCMC. Moreover, our algorithm allows for more reasonable computation times for larger networks than the standard methods using the latentnet package (Krivitsky and Handcock 2008; Krivitsky and Handcock 2013).

stat.CO↗

arXiv2013

Improving power posterior estimation of statistical evidence

The statistical evidence (or marginal likelihood) is a key quantity in Bayesian statistics, allowing one to assess the probability of the data given the model under investigation. This paper focuses on refining the power posterior approach to improve estimation of the evidence. The power posterior method involves transitioning from the prior to the posterior by powering the likelihood by an inverse temperature. In common with other tempering algorithms, the power posterior involves some degree of tuning. The main contributions of this article are twofold -- we present a result from the numerical analysis literature which can reduce the bias in the estimate of the evidence by addressing the error arising from numerically integrating across the inverse temperatures. We also tackle the selection of the inverse temperature ladder, applying this approach additionally to the Stepping Stone sampler estimation of evidence.

stat.CO↗

arXiv2011

Estimating the evidence -- a review

The model evidence is a vital quantity in the comparison of statistical models under the Bayesian paradigm. This paper presents a review of commonly used methods. We outline some guidelines and offer some practical advice. The reviewed methods are compared for two examples; non-nested Gaussian linear regression and covariate subset selection in logistic regression.

stat.ME↗

arXiv2011

Approximate simulation-free Bayesian inference for multiple changepoint models with dependence within segments

This paper proposes approaches for the analysis of multiple changepoint models when dependency in the data is modelled through a hierarchical Gaussian Markov random field. Integrated nested Laplace approximations are used to approximate data quantities, and an approximate filtering recursions approach is proposed for savings in compuational cost when detecting changepoints. All of these methods are simulation free. Analysis of real data demonstrates the usefulness of the approach in general. The new models which allow for data dependence are compared with conventional models where data within segments is assumed independent.

stat.CO↗

arXiv2010

Simulation-based Bayesian analysis for multiple changepoints

This paper presents a Markov chain Monte Carlo method to generate approximate posterior samples in retrospective multiple changepoint problems where the number of changes is not known in advance. The method uses conjugate models whereby the marginal likelihood for the data between consecutive changepoints is tractable. Inclusion of hyperpriors gives a near automatic algorithm providing a robust alternative to popular filtering recursions approaches in cases which may be sensitive to prior information. Three real examples are used to demonstrate the proposed approach.

stat.CO↗

arXiv2010

Block clustering with collapsed latent block models

We introduce a Bayesian extension of the latent block model for model-based block clustering of data matrices. Our approach considers a block model where block parameters may be integrated out. The result is a posterior defined over the number of clusters in rows and columns and cluster memberships. The number of row and column clusters need not be known in advance as these are sampled along with cluster memberhips using Markov chain Monte Carlo. This differs from existing work on latent block models, where the number of clusters is assumed known or is chosen using some information criteria. We analyze both simulated and real data to validate the technique.

stat.CO↗