arXiv subjects

Lauren Kennedy

Publications and source records attributed to Lauren Kennedy.

16 recordsLinked to original sources

arXiv2026

Bayesian inference for disease transmission models informed by viral dynamics

Infectious disease dynamics operate across multiple biological scales, with within-host viral dynamics being a key driver of between-host transmission. However, while models that explicitly link these scales exist, none have been developed with statistical inference as a primary goal. In this paper we propose a multiscale model that jointly captures heterogeneous individual-level viral load trajectories and stochastic household transmission, and develop efficient inference methods to fit it to data. Since full joint inference is computationally difficult, we employ a cut approach that passes information from the within-host to the between-host model but not vice versa. This enables the data on viral loads to inform the transmission parameters such as the infection times and symptom onset thresholds. We evaluate the framework on simulated household outbreak data, assessing parameter recovery, computational efficiency, and the effect of viral load sampling frequency on inference quality. Parameter recovery is unbiased when the sampling frequency of the viral loads is high enough. When sampling is sparse, some bias is introduced, but incorporating external viral load data can mitigate this.

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arXiv2026

Hypothesizing an effect size by considering individual variation

When designing and evaluating an experiment or observational study, it is useful to have a realistic hypothesis regarding the average treatment effect. We present an approach to conceptualizing this average by first considering a distribution of effects. We demonstrate with examples in medicine, economics, and psychology.

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arXiv2026

Improving Survey Inference in Two-phase Designs Using Bayesian Machine Learning

The two-phase sampling design is a cost-effective strategy widely used in public health research. Analyzing the Phase II sample often involves creating subsample-specific weights. However, these weights can be highly variable, leading to unstable weighted analyses. Alternatively, the rich data collected during the first phase can be leveraged to improve survey inference for the Phase II sample. In this paper, we propose a Bayesian tree-based multiple imputation (MI) approach for estimating population means using the Phase II sample, where the parent survey was conducted using a complex survey design. The design features of the parent survey, such as strata and clusters, are incorporated into the tree-based imputation models. Through simulations, we demonstrate that the tree-based MI method outperforms traditional weighted estimators, yielding smaller bias, lower root mean squared error, and narrower 95% confidence intervals, with coverage rates closer to the nominal level. Furthermore, we show that Rubin's variance estimation method provides valid statistical inference for population mean estimation in our setting. We illustrate the application of the proposed tree-based MI method using data from a cellphone survey on COVID-19 vaccination in Uganda, which represents a subcohort sample drawn from the 2020 Uganda Population-based HIV Impact Assessment Survey.

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arXiv2026

When Bayes goes bad: Weakly-regularized covariate adjustment leads to a biased estimate of prevalence

When estimating population prevalence from a non-random sample, it is important to adjust for differences between sample and population. However, adjustment for multiple factors requires analysis that can be difficult to understand and validate. In this manuscript, we explore an unexpected downward trend of estimates when covariates are added sequentially to a Bayesian hierarchical model for the estimation of the prevalence of SARS-CoV-2 specific antibodies in an Australian city in late 2020. We compare our data analysis to results from a simulation study to understand four potential contributors to this effect: (i) correction for differences between sample and population, (ii) rare-events bias in logistic regression, (iii) inclusion of the uncertainty of test sensitivity and specificity in a multilevel model, and (iv) increasing model dimensionality. We find that weak prior distributions on the logistic regression coefficients lead to a systematic increase in the amount of partial pooling across adjustment cells-the prior becomes stronger as model dimensionality increases-which in turn feeds through to the estimated assay specificity, which then feeds back to the model and results in lowering the estimated prevalence. Our paper contributes three elements: (i) immediate and longer-term recommendations for using these types of models, (ii) simulation studies to explore the impact of the contributors to this effect, and (iii) a worked example of investigation of unexpected results in a model with multiple adjustment factors.

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arXiv2025

Random time-shift approximation enables hierarchical Bayesian inference of mechanistic within-host viral dynamics models on large datasets

Mechanistic mathematical models of within-host viral dynamics are tools for understanding how a virus' biology and its interaction with the immune system shape the infectivity of a host. The biology of the process is encoded by the structure and parameters of the model that can be inferred statistically by fitting to viral load data. The main drawback of mechanistic models is that this inference is computationally expensive because the model must be repeatedly solved. This limits the size of the datasets that can be considered or the complexity of the models fitted. In this paper we develop a much cheaper inference method for this class of models by implementing a novel approximation of the model dynamics that uses a combination of random and deterministic processes. This approximation also properly accounts for process noise early in the infection when cell and virion numbers are small, which is important for the viral dynamics but often overlooked. Our method runs on a consumer laptop and is fast enough to facilitate a full hierarchical Bayesian treatment of the problem with sharing of information to allow for individual level parameter differences. We apply our method to simulated datasets and a reanalysis of COVID-19 monitoring data in an National Basketball Association cohort of 163 individuals.

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arXiv2024

Model validation for aggregate inferences in out-of-sample prediction

Generalization to new samples is a fundamental rationale for statistical modeling. For this purpose, model validation is particularly important, but recent work in survey inference has suggested that simple aggregation of individual prediction scores does not give a good measure of the score for population aggregate estimates. In this manuscript we explain why this occurs, propose two scoring metrics designed specifically for this problem, and demonstrate their use in three different ways. We show that these scoring metrics correctly order models when compared to the true score, although they do underestimate the magnitude of the score. We demonstrate with a problem in survey research, where multilevel regression and poststratification (MRP) has been used extensively to adjust convenience and low-response surveys to make population and subpopulation estimates.

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arXiv2024

Bayesian cross-validation by parallel Markov Chain Monte Carlo

Brute force cross-validation (CV) is a method for predictive assessment and model selection that is general and applicable to a wide range of Bayesian models. Naive or `brute force' CV approaches are often too computationally costly for interactive modeling workflows, especially when inference relies on Markov chain Monte Carlo (MCMC). We propose overcoming this limitation using massively parallel MCMC. Using accelerator hardware such as graphics processor units (GPUs), our approach can be about as fast (in wall clock time) as a single full-data model fit. Parallel CV is flexible because it can easily exploit a wide range data partitioning schemes, such as those designed for non-exchangeable data. It can also accommodate a range of scoring rules. We propose MCMC diagnostics, including a summary of MCMC mixing based on the popular potential scale reduction factor ($\widehat{R}$) and MCMC effective sample size ($\widehat{ESS}$) measures. We also describe a method for determining whether an $\widehat{R}$ diagnostic indicates approximate stationarity of the chains, that may be of more general interest for applications beyond parallel CV. Finally, we show that parallel CV and its diagnostics can be implemented with online algorithms, allowing parallel CV to scale up to very large blocking designs on memory-constrained computing accelerators.

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arXiv2023

Cross-validatory model selection for Bayesian autoregressions with exogenous regressors

Bayesian cross-validation (CV) is a popular method for predictive model assessment that is simple to implement and broadly applicable. A wide range of CV schemes is available for time series applications, including generic leave-one-out (LOO) and K-fold methods, as well as specialized approaches intended to deal with serial dependence such as leave-future-out (LFO), h-block, and hv-block. Existing large-sample results show that both specialized and generic methods are applicable to models of serially-dependent data. However, large sample consistency results overlook the impact of sampling variability on accuracy in finite samples. Moreover, the accuracy of a CV scheme depends on many aspects of the procedure. We show that poor design choices can lead to elevated rates of adverse selection. In this paper, we consider the problem of identifying the regression component of an important class of models of data with serial dependence, autoregressions of order p with q exogenous regressors (ARX(p,q)), under the logarithmic scoring rule. We show that when serial dependence is present, scores computed using the joint (multivariate) density have lower variance and better model selection accuracy than the popular pointwise estimator. In addition, we present a detailed case study of the special case of ARX models with fixed autoregressive structure and variance. For this class, we derive the finite-sample distribution of the CV estimators and the model selection statistic. We conclude with recommendations for practitioners.

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arXiv2023

Causal quartets: Different ways to attain the same average treatment effect

The average causal effect can often be best understood in the context of its variation. We demonstrate with two sets of four graphs, all of which represent the same average effect but with much different patterns of heterogeneity. As with the famous correlation quartet of Anscombe (1973), these graphs dramatize the way in which real-world variation can be more complex than simple numerical summaries. The graphs also give insight into why the average effect is often much smaller than anticipated.

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arXiv2022

Using leave-one-out cross-validation (LOO) in a multilevel regression and poststratification (MRP) workflow: A cautionary tale

In recent decades, multilevel regression and poststratification (MRP) has surged in popularity for population inference. However, the validity of the estimates can depend on details of the model, and there is currently little research on validation. We explore how leave-one-out cross-validation (LOO) can be used to compare Bayesian models for MRP. We investigate two approximate calculations of LOO, the Pareto smoothed importance sampling (PSIS-LOO) and a survey-weighted alternative (WTD-PSIS-LOO). Using two simulation designs, we examine how accurately these two criteria recover the correct ordering of model goodness at predicting population and small area level estimands. Focusing first on variable selection, we find that neither PSIS-LOO nor WTD-PSIS-LOO correctly recovers the models' order for an MRP population estimand (although both criteria correctly identify the best and worst model). When considering small-area estimation, the best model differs for different small areas, highlighting the complexity of MRP validation. When considering different priors, the models' order seems slightly better at smaller area levels. These findings suggest that while not terrible, PSIS-LOO-based ranking techniques may not be suitable to evaluate MRP as a method. We suggest this is due to the aggregation stage of MRP, where individual-level prediction errors average out. These results show that in practice, PSIS-LOO-based model validation tools need to be used with caution and might not convey the full story when validating MRP as a method.

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arXiv2022

Using sex and gender in survey adjustment

Accounting for sex and gender is a challenge in social science research. While other methodology papers consider issues surrounding appropriate measurement, we consider the problem of adjustment for survey nonresponse and generalization from samples to populations in the context of the recent push toward measuring sex or gender as a non-binary construct. This is challenging not only in that response categories differ between sex and gender measurement, but also in that both these attributes are potentially multidimensional. We reflect on similarities to measuring race/ethnicity before considering the ethical and statistical implications of the options available to us. We present a simulation study to understand the statistical implications under a variety of scenarios, and demonstrate the application of the decision process with the New York City Poverty Tracker. Overall, we conclude not with a single best recommendation for all surveys but rather with an awareness of the complexity of the problem and the benefits and weaknesses of different approaches.

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arXiv2022

Treatment effect estimation with Multilevel Regression and Poststratification

Multilevel regression and poststratification (MRP) is a flexible modeling technique that has been used in a broad range of small-area estimation problems. Traditionally, MRP studies have been focused on non-causal settings, where estimating a single population value using a nonrepresentative sample was of primary interest. In this manuscript, MRP-style estimators will be evaluated in an experimental causal inference setting. We simulate a large-scale randomized control trial with a stratified cluster sampling design, and compare traditional and nonparametric treatment effect estimation methods with MRP methodology. Using MRP-style estimators, treatment effect estimates for areas as small as 1.3$\%$ of the population have lower bias and variance than standard causal inference methods, even in the presence of treatment effect heterogeneity. The design of our simulation studies also requires us to build upon a MRP variant that allows for non-census covariates to be incorporated into poststratification.

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arXiv2020

Bayesian Workflow

The Bayesian approach to data analysis provides a powerful way to handle uncertainty in all observations, model parameters, and model structure using probability theory. Probabilistic programming languages make it easier to specify and fit Bayesian models, but this still leaves us with many options regarding constructing, evaluating, and using these models, along with many remaining challenges in computation. Using Bayesian inference to solve real-world problems requires not only statistical skills, subject matter knowledge, and programming, but also awareness of the decisions made in the process of data analysis. All of these aspects can be understood as part of a tangled workflow of applied Bayesian statistics. Beyond inference, the workflow also includes iterative model building, model checking, validation and troubleshooting of computational problems, model understanding, and model comparison. We review all these aspects of workflow in the context of several examples, keeping in mind that in practice we will be fitting many models for any given problem, even if only a subset of them will ultimately be relevant for our conclusions.

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arXiv2020

Improving multilevel regression and poststratification with structured priors

A central theme in the field of survey statistics is estimating population-level quantities through data coming from potentially non-representative samples of the population. Multilevel Regression and Poststratification (MRP), a model-based approach, is gaining traction against the traditional weighted approach for survey estimates. MRP estimates are susceptible to bias if there is an underlying structure that the methodology does not capture. This work aims to provide a new framework for specifying structured prior distributions that lead to bias reduction in MRP estimates. We use simulation studies to explore the benefit of these prior distributions and demonstrate their efficacy on non-representative US survey data. We show that structured prior distributions offer absolute bias reduction and variance reduction for posterior MRP estimates in a large variety of data regimes.

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arXiv2020

Know your population and know your model: Using model-based regression and poststratification to generalize findings beyond the observed sample

Psychology research focuses on interactions, and this has deep implications for inference from non-representative samples. For the goal of estimating average treatment effects, we propose to fit a model allowing treatment to interact with background variables and then average over the distribution of these variables in the population. This can be seen as an extension of multilevel regression and poststratification (MRP), a method used in political science and other areas of survey research, where researchers wish to generalize from a sparse and possibly non-representative sample to the general population. In this paper, we discuss areas where this method can be used in the psychological sciences. We use our method to estimate the norming distribution for the Big Five Personality Scale using open source data. We argue that large open data sources like this and other collaborative data sources can be combined with MRP to help resolve current challenges of generalizability and replication in psychology.

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arXiv2019

The experiment is just as important as the likelihood in understanding the prior: A cautionary note on robust cognitive modelling

Cognitive modelling shares many features with statistical modelling, making it seem trivial to borrow from the practices of robust Bayesian statistics to protect the practice of robust cognitive modelling. We take one aspect of statistical workflow-prior predictive checks-and explore how they might be applied to a cognitive modelling task. We find that it is not only the likelihood that is needed to interpret the priors, we also need to incorporate experiment information as well. This suggests that while cognitive modelling might borrow from statistical practices, especially workflow, care must be made to make the adaptions necessary.

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