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Johan G. Eriksson

Publications and source records attributed to Johan G. Eriksson.

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Prospective Prediction of Body Mass Index Trajectories using Multi-task Gaussian Processes

Clinicians often investigate the body mass index (BMI) trajectories of children to assess their growth with respect to their peers, as well as to anticipate future growth and disease risk. While retrospective modelling of BMI trajectories has been an active area of research, prospective prediction of continuous BMI trajectories from historical growth data has not been well investigated. Using weight and height measurements from birth to age 10 years from a longitudinal mother-offspring cohort, we leveraged a multi-task Gaussian processes model, called MagmaClust, to derive probabilistic predictions for BMI trajectories over various forecasting periods. Experiments were conducted to evaluate the accuracy, sensitivity to missing values, and number of clusters. The results were compared with cubic B-spline regression and a parametric Jenss-Bayley mixed effects model. A downstream tool computing individual overweight probabilities was also proposed and evaluated. In all experiments, MagmaClust outperformed conventional models in prediction accuracy while correctly calibrating uncertainty regardless of the missing data amount (up to 90\% missing) or the forecasting period (from 2 to 8 years in the future). Moreover, the overweight probabilities computed from MagmaClust's uncertainty quantification exhibited high specificity ($0.94$ to $0.96$) and accuracy ($0.86$ to $0.94$) in predicting the 10-year overweight status even from age 2 years. MagmaClust provides a probabilistic non-parametric framework to prospectively predict BMI trajectories, which is robust to missing values and outperforms conventional BMI trajectory modelling approaches. It also clusters individuals to identify typical BMI patterns (early peak, adiposity rebounds) during childhood. Overall, we demonstrated its potential to anticipate BMI evolution throughout childhood, allowing clinicians to implement prevention strategies.

stat.AP

Unbiased approximation of posteriors via coupled particle Markov chain Monte Carlo

Markov chain Monte Carlo (MCMC) is a powerful methodology for the approximation of posterior distributions. However, the iterative nature of MCMC does not naturally facilitate its use with modern highly parallel computation on HPC and cloud environments. Another concern is the identification of the bias and Monte Carlo error of produced averages. The above have prompted the recent development of fully ('embarrassingly') parallel unbiased Monte Carlo methodology based on coupling of MCMC algorithms. A caveat is that formulation of effective coupling is typically not trivial and requires model-specific technical effort. We propose coupling of MCMC chains deriving from sequential Monte Carlo (SMC) by considering adaptive SMC methods in combination with recent advances in unbiased estimation for state-space models. Coupling is then achieved at the SMC level and is, in principle, not problem-specific. The resulting methodology enjoys desirable theoretical properties. A central motivation is to extend unbiased MCMC to more challenging targets compared to the ones typically considered in the relevant literature. We illustrate the effectiveness of the algorithm via application to two complex statistical models: (i) horseshoe regression; (ii) Gaussian graphical models.

stat.CO