arXiv subjects

Martin A. Tanner

Publications and source records attributed to Martin A. Tanner.

6 recordsLinked to original sources

arXiv2020

A Case Study in Model Failure? COVID-19 Daily Deaths and ICU Bed Utilisation Predictions in New York State

Forecasting models have been influential in shaping decision-making in the COVID-19 pandemic. However, there is concern that their predictions may have been misleading. Here, we dissect the predictions made by four models for the daily COVID-19 death counts between March 25 and June 5 in New York state, as well as the predictions of ICU bed utilisation made by the influential IHME model. We evaluated the accuracy of the point estimates and the accuracy of the uncertainty estimates of the model predictions. First, we compared the "ground truth" data sources on daily deaths against which these models were trained. Three different data sources were used by these models, and these had substantial differences in recorded daily death counts. Two additional data sources that we examined also provided different death counts per day. For accuracy of prediction, all models fared very poorly. Only 10.2% of the predictions fell within 10% of their training ground truth, irrespective of distance into the future. For accurate assessment of uncertainty, only one model matched relatively well the nominal 95% coverage, but that model did not start predictions until April 16, thus had no impact on early, major decisions. For ICU bed utilisation, the IHME model was highly inaccurate; the point estimates only started to match ground truth after the pandemic wave had started to wane. We conclude that trustworthy models require trustworthy input data to be trained upon. Moreover, models need to be subjected to prespecified real time performance tests, before their results are provided to policy makers and public health officials.

q-bio.PE↗

arXiv2020

Learning as We Go: An Examination of the Statistical Accuracy of COVID19 Daily Death Count Predictions

This paper provides a formal evaluation of the predictive performance of a model (and its various updates) developed by the Institute for Health Metrics and Evaluation (IHME) for predicting daily deaths attributed to COVID19 for each state in the United States. The IHME models have received extensive attention in social and mass media, and have influenced policy makers at the highest levels of the United States government. For effective policy making the accurate assessment of uncertainty, as well as accurate point predictions, are necessary because the risks inherent in a decision must be taken into account, especially in the present setting of a novel disease affecting millions of lives. To assess the accuracy of the IHME models, we examine both forecast accuracy as well as the predictive performance of the 95% prediction intervals provided by the IHME models. We find that the initial IHME model underestimates the uncertainty surrounding the number of daily deaths substantially. Specifically, the true number of next day deaths fell outside the IHME prediction intervals as much as 70% of the time, in comparison to the expected value of 5%. In addition, we note that the performance of the initial model does not improve with shorter forecast horizons. Regarding the updated models, our analyses indicate that the later models do not show any improvement in the accuracy of the point estimate predictions. In fact, there is some evidence that this accuracy has actually decreased over the initial models. Moreover, when considering the updated models, while we observe a larger percentage of states having actual values lying inside the 95% prediction intervals (PI), our analysis suggests that this observation may be attributed to the widening of the PIs. The width of these intervals calls into question the usefulness of the predictions to drive policy making and resource allocation.

stat.OT↗

arXiv2018

Ecological Regression with Partial Identification

Ecological inference (EI) is the process of learning about individual behavior from aggregate data. We study a partially identified linear contextual effects model for EI and describe how to estimate the district level parameter averaging over many precincts in the presence of the non-identified parameter of the contextual effect. This may be regarded as a first attempt in this venerable literature to limit the scope of the key form of non-identifiability in EI. To study the operating characteristics of our model, we have amassed the largest collection of data with known ground truth ever applied to evaluate solutions to the EI problem. We collect and study 459 datasets from a variety of fields including public health, political science, and sociology. The datasets contain a total of 2,370,854 geographic units (e.g., precincts), with an average of 5,165 geographic units per dataset. Our replication data are publicly available via the Harvard Dataverse (Jiang et al. 2018) and may serve as a useful resource for future researchers. For all real data sets in our collection that fit our proposed rules, our approach reduces the width of the Duncan and Davis (1953) deterministic bound, on average, by about 45\%, while still capturing the true district level parameter in excess of 97\% of the time. .

stat.AP↗

arXiv2013

Hierarchical Mixtures-of-Experts for Exponential Family Regression Models with Generalized Linear Mean Functions: A Survey of Approximation and Consistency Results

We investigate a class of hierarchical mixtures-of-experts (HME) models where exponential family regression models with generalized linear mean functions of the form psi(ga+fx^Tfgb) are mixed. Here psi(...) is the inverse link function. Suppose the true response y follows an exponential family regression model with mean function belonging to a class of smooth functions of the form psi(h(fx)) where h(...)in W_2^infty (a Sobolev class over [0,1]^{s}). It is shown that the HME probability density functions can approximate the true density, at a rate of O(m^{-2/s}) in L_p norm, and at a rate of O(m^{-4/s}) in Kullback-Leibler divergence. These rates can be achieved within the family of HME structures with no more than s-layers, where s is the dimension of the predictor fx. It is also shown that likelihood-based inference based on HME is consistent in recovering the truth, in the sense that as the sample size n and the number of experts m both increase, the mean square error of the predicted mean response goes to zero. Conditions for such results to hold are stated and discussed.

cs.LG↗

arXiv2011

From EM to Data Augmentation: The Emergence of MCMC Bayesian Computation in the 1980s

It was known from Metropolis et al. [J. Chem. Phys. 21 (1953) 1087--1092] that one can sample from a distribution by performing Monte Carlo simulation from a Markov chain whose equilibrium distribution is equal to the target distribution. However, it took several decades before the statistical community embraced Markov chain Monte Carlo (MCMC) as a general computational tool in Bayesian inference. The usual reasons that are advanced to explain why statisticians were slow to catch on to the method include lack of computing power and unfamiliarity with the early dynamic Monte Carlo papers in the statistical physics literature. We argue that there was a deeper reason, namely, that the structure of problems in the statistical mechanics and those in the standard statistical literature are different. To make the methods usable in standard Bayesian problems, one had to exploit the power that comes from the introduction of judiciously chosen auxiliary variables and collective moves. This paper examines the development in the critical period 1980--1990, when the ideas of Markov chain simulation from the statistical physics literature and the latent variable formulation in maximum likelihood computation (i.e., EM algorithm) came together to spark the widespread application of MCMC methods in Bayesian computation.

stat.ME↗

arXiv2008

Gibbs posterior for variable selection in high-dimensional classification and data mining

In the popular approach of "Bayesian variable selection" (BVS), one uses prior and posterior distributions to select a subset of candidate variables to enter the model. A completely new direction will be considered here to study BVS with a Gibbs posterior originating in statistical mechanics. The Gibbs posterior is constructed from a risk function of practical interest (such as the classification error) and aims at minimizing a risk function without modeling the data probabilistically. This can improve the performance over the usual Bayesian approach, which depends on a probability model which may be misspecified. Conditions will be provided to achieve good risk performance, even in the presence of high dimensionality, when the number of candidate variables "$K$" can be much larger than the sample size "$n$." In addition, we develop a convenient Markov chain Monte Carlo algorithm to implement BVS with the Gibbs posterior.

stat.ME↗