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Joris Mulder

Publications and source records attributed to Joris Mulder.

At least 19 recordsLinked to original sources

Births are difficult to predict even with rich survey and full-population register data

Major life events have proven difficult to predict. Does this reflect limits of theory, data, and algorithms, or the large role of chance? We examine one outcome - having a child within three years - through a near-ideal setting for prediction: a data challenge where 147 researchers predicted births for Dutch residents aged 18-45, using survey data and full-population registers. Methods ranged from logistic regression to a large language model and transformers. Predictions were moderately accurate (best F1: register 0.59, survey 0.76); advanced models did not outperform classical ones; and the larger registers did not beat the survey. Simulating the stochastic biology of conception and pregnancy, we estimated a predictive ceiling (survey F1 ~ 0.86-0.94, register 0.88-0.96). Observed performance falls short of this ceiling, implicating imperfect data, methods, and unmodelled chance, while the ceiling itself shows that chance in reproduction alone sets a non-trivial limit on predicting individual lives.

cs.LG

Learning Nonlinear Dynamics: Improving the Estimation Efficiency and Reliability of Gaussian Process State-Space Models

Understanding dynamic systems is a central goal in many scientific disciplines. State-space models provide a general framework for studying latent dynamic systems based on indirect observations. However, classical state-space methods require researchers to specify the parametric form of the system dynamics in advance, which can be challenging when the underlying processes are nonlinear and only partially explained by theory. Gaussian process state-space models address this by learning the system dynamics directly from data. However, estimating these models exactly can become computationally infeasible for moderately long time-series. In this paper, we therefore aim to improve the Bayesian estimation of approximate Gaussian process state-space models to make these models more accessible and facilitate the statistical learning of nonlinear dynamic systems in empirical research. To this end, we first propose two modifications to an existing Gibbs sampler for these models that considerably improve its sampling efficiency and convergence. Second, we use a confirmatory factor analysis measurement model, which reduces identifiability issues and allows researchers to impose a specific measurement structure on the model. Third, we provide a systematically validated software implementation of the model and sampler for applied use in empirical research. To validate the sampler, we conducted a simulation-based calibration which showed that the sampler converged reliably across many simulated data sets and produces well-calibrated posterior inferences. We further illustrate how the model can be applied and interpreted using two empirical examples. Together, these contributions provide a practical and validated workflow for learning nonlinear latent dynamics with Gaussian process state-space models.

stat.CO

Modelling Interaction Duration in Relational Event Models

The study of relational events, which are interactions occurring between actors over time, has gained significant traction recently. Traditional relational event models typically focus on modelling the occurrence and sequence of events without considering their duration even though duration information is frequently available in empirical relational event data. We introduce a novel Duration Relational Event Model (DuREM) that incorporates the temporal duration of events into the analysis. The proposed model extends the existing framework by (i) allowing the inclusion of past event durations in the endogenous statistics to account for how the duration of past events affects the rate of future interactions, and (ii) extending the traditional relational event model by also modelling when events will end based on past event history and covariates. This is achieved by extending the risk set to include both ongoing events at risk of ending and idle dyads at risk of starting new events. The methodology is implemented in a new R package `durem'. Two case studies concerning team dynamics and inter-personal violence are presented to illustrate the applicability of the model.

cs.SI

Bayes Factor Hypothesis Testing in Meta-Analyses: Practical Advantages and Methodological Considerations

Bayesian hypothesis testing via Bayes factors offers a principled alternative to classical p-value methods in meta-analysis, particularly suited to its cumulative and sequential nature. Unlike commonly reported p-values for standard null hypothesis significance testing, Bayes factors allow for quantifying support both for and against the existence of an effect, facilitate ongoing evidence monitoring, and maintain coherent long-run behavior as additional studies are incorporated. Recent theoretical developments further show how Bayes factors can flexibly control Type I error rates through connections to e-value theory. Despite these advantages, their use remains limited in the meta-analytic literature. This paper provides a critical overview of their theoretical properties, methodological considerations, such as prior sensitivity, and practical advantages for evidence synthesis. Two illustrative applications are provided: one on statistical learning in individuals with language impairments, and another on seroma incidence following post-operative exercise in breast cancer patients. New tools supporting these methods are available in the open-source R package BFpack.

stat.ME

Comment on Garc\'ia-Donato et al. (2025) "Model uncertainty and missing data: An objective Bayesian perspective"

Garcia-Donato et al. (2025) present a methodology for handling missing data in a model selection problem using an objective Bayesian approach. The current comment discusses an alternative, existing objective Bayesian method for this problem. First, rather than using the g prior, O'Hagan's fractional Bayes factor (O'Hagan, 1995) is utilized based on a minimal fraction. Second, and more importantly due to the focus on missing data, Rubin's rules for multiple imputation can directly be used as the fractional Bayes factor can be written as a Savage-Dickey density ratio for a variable selection problem. The current comment derives the methodology for a variable selection problem. Moreover, its implied behavior is illustrated in a numerical experiment, showing competitive results as the method of Garcia-Donato et al. (2025).

stat.ME

To Vary or Not To Vary: A Flexible Empirical Bayes Factor for Testing Variance Components

Random effects are the gold standard for capturing structural heterogeneity in data, such as spatial dependencies, individual differences, or temporal dependencies. However, testing for their presence is challenging, as it involves a variance component constrained to be non-negative -- a boundary problem. This paper proposes a flexible empirical Bayes factor (EBF) for testing random effects. Rather than testing whether a variance component is zero, the EBF tests the equivalent hypothesis that all random effects are zero. Crucially, it avoids manual prior specification based on external knowledge, as the distribution of random effects is part of the model's lower level and estimated from the data -- yielding an "empirical" Bayes factor. The EBF uses a Savage-Dickey density ratio, allowing all random effects to be tested using only the full model fit. This eliminates the need to fit multiple models with different combinations of random effects. Simulations on synthetic data evaluate the criterion's general behavior. To demonstrate its flexibility, the EBF is applied to generalized linear crossed mixed models, spatial random effects models, dynamic structural equation models, random intercept cross-lagged panel models, and nonlinear mixed effects models.

stat.ME

Not All Bonds Are Created Equal: Dyadic Latent Class Models for Relational Event Data

Dynamic social networks can be conceptualized as sequences of dyadic interactions between individuals over time. The relational event model has been the workhorse to analyze such interaction sequences in empirical social network research. When addressing possible unobserved heterogeneity in the interaction mechanisms, standard approaches, such as the stochastic block model, aim to cluster the variation at the actor level. Though useful, the implied latent structure of the adjacency matrix is restrictive which may lead to biased interpretations and insights. To address this shortcoming, we introduce a more flexible dyadic latent class relational event model (DLC-REM) that captures the unobserved heterogeneity at the dyadic level. Through numerical simulations, we provide a proof of concept demonstrating that this approach is more general than latent actor-level approaches. To illustrate the applicability of the model, we apply it to a dataset of militarized interstate conflicts between countries.

cs.SI

To Vary or Not To Vary: A Simple Empirical Bayes Factor for Testing Variance Components

Random effects are a flexible addition to statistical models to capture structural heterogeneity in the data, such as spatial dependencies, individual differences, temporal dependencies, or non-linear effects. Testing for the presence (or absence) of random effects is an important but challenging endeavor however, as testing a variance component, which must be non-negative, is a boundary problem. Various methods exist which have potential shortcomings or limitations. As a flexible alternative, we propose a flexible empirical Bayes factor (EBF) for testing for the presence of random effects. Rather than testing whether a variance component equals zero or not, the proposed EBF tests the equivalent assumption of whether all random effects are zero. The Bayes factor is `empirical' because the distribution of the random effects on the lower level, which serves as a prior, is estimated from the data as it is part of the model. Empirical Bayes factors can be computed using the output from classical (MLE) or Bayesian (MCMC) approaches. Analyses on synthetic data were carried out to assess the general behavior of the criterion. To illustrate the methodology, the EBF is used for testing random effects under various models including logistic crossed mixed effects models, spatial random effects models, dynamic structural equation models, random intercept cross-lagged panel models, and nonlinear regression models.

stat.ME

Simulating Relational Event Histories: Why and How

Many important social phenomena are characterized by repeated interactions among individuals over time such as email exchanges in an organization or face-to-face interactions in a classroom. To understand the underlying mechanisms of social interaction dynamics, statistical simulation techniques of longitudinal network data on a fine temporal granularity are crucially important. This paper makes two contributions to the field. First, we present statistical frameworks to simulate relational event networks under dyadic and actor-oriented relational event models which are implemented in a new R package 'remulate'. Second, we explain how the simulation framework can be used to address challenging problems in temporal social network analysis, such as model fit assessment, theory building, network intervention planning, making predictions, understanding the impact of network structures, to name a few. This is shown in three extensive case studies. In the first study, it is elaborated why simulation-based techniques are crucial for relational event model assessment which is illustrated for a network of criminal gangs. In the second study, it is shown how simulation techniques are important when building and extending theories about social phenomena which is illustrated via optimal distinctiveness theory. In the third study, we demonstrate how simulation techniques contribute to a better understanding of the longevity and the potential effect sizes of network interventions. Through these case studies and software, researchers will be able to better understand social interaction dynamics using relational event data from real-life networks.

cs.SI

Combining the Strengths of Dutch Survey and Register Data in a Data Challenge to Predict Fertility (PreFer)

The social sciences have produced an impressive body of research on determinants of fertility outcomes, or whether and when people have children. However, the strength of these determinants and underlying theories are rarely evaluated on their predictive ability on new data. This prevents us from systematically comparing studies, hindering the evaluation and accumulation of knowledge. In this paper, we present two datasets which can be used to study the predictability of fertility outcomes in the Netherlands. One dataset is based on the LISS panel, a longitudinal survey which includes thousands of variables on a wide range of topics, including individual preferences and values. The other is based on the Dutch register data which lacks attitudinal data but includes detailed information about the life courses of millions of Dutch residents. We provide information about the datasets and the samples, and describe the fertility outcome of interest. We also introduce the fertility prediction data challenge PreFer which is based on these datasets and will start in Spring 2024. We outline the ways in which measuring the predictability of fertility outcomes using these datasets and combining their strengths in the data challenge can advance our understanding of fertility behaviour and computational social science. We further provide details for participants on how to take part in the data challenge.

cs.LG

Bayesian Testing of Scientific Expectations Under Exponential Random Graph Models

The exponential random graph (ERGM) model is a commonly used statistical framework for studying the determinants of tie formations from social network data. To test scientific theories under the ERGM framework, statistical inferential techniques are generally used based on traditional significance testing using p-values. This methodology has certain limitations, however, such as its inconsistent behavior when the null hypothesis is true, its inability to quantify evidence in favor of a null hypothesis, and its inability to test multiple hypotheses with competing equality and/or order constraints on the parameters of interest in a direct manner. To tackle these shortcomings, this paper presents Bayes factors and posterior probabilities for testing scientific expectations under a Bayesian framework. The methodology is implemented in the R package 'BFpack'. The applicability of the methodology is illustrated using empirical collaboration networks and policy networks.

stat.ME

Bayesian multilevel multivariate logistic regression for superiority decision-making under observable treatment heterogeneity

In medical, social, and behavioral research we often encounter datasets with a multilevel structure and multiple correlated dependent variables. These data are frequently collected from a study population that distinguishes several subpopulations with different (i.e., heterogeneous) effects of an intervention. Despite the frequent occurrence of such data, methods to analyze them are less common and researchers often resort to either ignoring the multilevel and/or heterogeneous structure, analyzing only a single dependent variable, or a combination of these. These analysis strategies are suboptimal: Ignoring multilevel structures inflates Type I error rates, while neglecting the multivariate or heterogeneous structure masks detailed insights. To analyze such data comprehensively, the current paper presents a novel Bayesian multilevel multivariate logistic regression model. The clustered structure of multilevel data is taken into account, such that posterior inferences can be made with accurate error rates. Further, the model shares information between different subpopulations in the estimation of average and conditional average multivariate treatment effects. To facilitate interpretation, multivariate logistic regression parameters are transformed to posterior success probabilities and differences between them. A numerical evaluation compared our framework to less comprehensive alternatives and highlighted the need to model the multilevel structure: Treatment comparisons based on the multilevel model had targeted Type I error rates, while single-level alternatives resulted in inflated Type I errors. Further, the multilevel model was more powerful than a single-level model when the number of clusters was higher. ...

stat.ME

Bayesian multivariate logistic regression for superiority and inferiority decision-making under observable treatment heterogeneity

The effects of treatments may differ between persons with different characteristics. Addressing such treatment heterogeneity is crucial to investigate whether patients with specific characteristics are likely to benefit from a new treatment. The current paper presents a novel Bayesian method for superiority decision-making in the context of randomized controlled trials with multivariate binary responses and heterogeneous treatment effects. The framework is based on three elements: a) Bayesian multivariate logistic regression analysis with a P\'olya-Gamma expansion; b) a transformation procedure to transfer obtained regression coefficients to a more intuitive multivariate probability scale (i.e., success probabilities and the differences between them); and c) a compatible decision procedure for treatment comparison with prespecified decision error rates. Procedures for a priori sample size estimation under a non-informative prior distribution are included. A numerical evaluation demonstrated that decisions based on a priori sample size estimation resulted in anticipated error rates among the trial population as well as subpopulations. Further, average and conditional treatment effect parameters could be estimated unbiasedly when the sample was large enough. Illustration with the International Stroke Trial dataset revealed a trend towards heterogeneous effects among stroke patients: Something that would have remained undetected when analyses were limited to average treatment effects.

stat.ME

A Bayesian actor-oriented multilevel relational event model with hypothesis testing procedures

Relational event network data are becoming increasingly available. Consequently, statistical models for such data have also surfaced. These models mainly focus on the analysis of single networks, while in many applications, multiple independent event sequences are observed, which are likely to display similar social interaction dynamics. Furthermore, statistical methods for testing hypotheses about social interaction behavior are underdeveloped. Therefore, the contribution of the current paper is twofold. First, we present a multilevel extension of the dynamic actor-oriented model, which allows researchers to model sender and receiver processes separately. The multilevel formulation enables principled probabilistic borrowing of information across networks to accurately estimate drivers of social dynamics. Second, a flexible methodology is proposed to test hypotheses about common and heterogeneous social interaction drivers across relational event sequences. Social interaction data between children and teachers in classrooms are used to showcase the methodology.

stat.ME

Separating the Wheat from the Chaff: Bayesian Regularization in Dynamic Social Networks

In recent years there has been an increasing interest in the use of relational event models for dynamic social network analysis. The basis of these models is the concept of an "event", defined as a triplet of time, sender, and receiver of some social interaction. The key question that relational event models aim to answer is what drives social interactions among actors. Researchers often consider a very large number of predictors in their studies (including exogenous variables, endogenous network effects, and various interaction effects). The problem is however that employing an excessive number of effects may lead to model overfitting and inflated Type-I error rates. Consequently, the fitted model can easily become overly complex and the implied social interaction behavior becomes difficult to interpret. A potential solution to this problem is to apply Bayesian regularization using shrinkage priors. In this paper, we propose Bayesian regularization methods for relational event models using four different priors: a flat prior model with no shrinkage effect, a ridge estimator with a normal prior, a Bayesian lasso with a Laplace prior, and a horseshoe estimator with a numerically constructed prior that has an asymptote at zero. We develop and use these models for both an actor-oriented relational event model and a dyad-oriented relational event model. We show how to apply Bayesian regularization methods for these models and provide insights about which method works best and guidelines how to apply them in practice. Our results show that shrinkage priors can reduce Type-I errors while keeping reasonably high predictive performance and yielding parsimonious models to explain social network behavior.

stat.ME

Bayesian testing of linear versus nonlinear effects using Gaussian process priors

A Bayes factor is proposed for testing whether the effect of a key predictor variable on the dependent variable is linear or nonlinear, possibly while controlling for certain covariates. The test can be used (i) when one is interested in quantifying the relative evidence in the data of a linear versus a nonlinear relationship and (ii) to quantify the evidence in the data in favor of a linear relationship (useful when building linear models based on transformed variables). Under the nonlinear model, a Gaussian process prior is employed using a parameterization similar to Zellner's $g$ prior resulting in a scale-invariant test. Moreover a Bayes factor is proposed for one-sided testing of whether the nonlinear effect is consistently positive, consistently negative, or neither. Applications are provides from various fields including social network research and education.

stat.ME

A Bayesian semi-parametric approach for modeling memory decay in dynamic social networks

In relational event networks, the tendency for actors to interact with each other depends greatly on the past interactions between the actors in a social network. Both the quantity of past interactions and the time that elapsed since the past interactions occurred affect the actors' decision-making to interact with other actors in the network. Recently occurred events generally have a stronger influence on current interaction behavior than past events that occurred a long time ago--a phenomenon known as "memory decay". Previous studies either predefined a short-run and long-run memory or fixed a parametric exponential memory using a predefined half-life period. In real-life relational event networks however it is generally unknown how the memory of actors about the past events fades as time goes by. For this reason it is not recommendable to fix this in an ad hoc manner, but instead we should learn the shape of memory decay from the observed data. In this paper, a novel semi-parametric approach based on Bayesian Model Averaging is proposed for learning the shape of the memory decay without requiring any parametric assumptions. The method is applied to relational event history data among socio-political actors in India.

stat.ME