arXiv subjects

Virgilio Gómez-Rubio

Publications and source records attributed to Virgilio Gómez-Rubio.

24 records · Page 2Linked to original sources

arXiv2019

Missing data analysis and imputation via latent Gaussian Markov random fields

In this paper we recast the problem of missing values in the covariates of a regression model as a latent Gaussian Markov random field (GMRF) model in a fully Bayesian framework. Our proposed approach is based on the definition of the covariate imputation sub-model as a latent effect with a GMRF structure. We show how this formulation works for continuous covariates and provide some insight on how this could be extended to categorical covariates. The resulting Bayesian hierarchical model naturally fits within the integrated nested Laplace approximation (INLA) framework, which we use for model fitting. Hence, our work fills an important gap in the INLA methodology as it allows to treat models with missing values in the covariates. As in any other fully Bayesian framework, by relying on INLA for model fitting it is possible to formulate a joint model for the data, the imputed covariates and their missingness mechanism. In this way, we are able to tackle the more general problem of assessing the missingness mechanism by conducting a sensitivity analysis on the different alternatives to model the non-observed covariates. Finally, we illustrate the proposed approach with two examples on modeling health risk factors and disease mapping. Here, we rely on two different imputation mechanisms based on a typical multiple linear regression and a spatial model, respectively. Given the speed of model fitting with INLA we are able to fit joint models in a short time, and to easily conduct sensitivity analyses.

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arXiv2019

Bayesian model averaging with the integrated nested Laplace approximation

The integrated nested Laplace approximation (INLA) for Bayesian inference is an efficient approach to estimate the posterior marginal distributions of the parameters and latent effects of Bayesian hierarchical models that can be expressed as latent Gaussian Markov random fields (GMRF). The representation as a GMRF allows the associated software R-INLA to estimate the posterior marginals in a fraction of the time as typical Markov chain Monte Carlo algorithms. INLA can be extended by means of Bayesian model averaging (BMA) to increase the number of models that it can fit to conditional latent GMRF. In this paper we review the use of BMA with INLA and propose a new example on spatial econometrics models.

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arXiv2019

Correlated functional models with derivative information for modeling MFS data on rock art paintings

Microfading Spectrometry (MFS) is a method for assessing light sensitivity color (spectral) variations of cultural heritage objects. Each measured point on the surface gives rise to a time-series of stochastic observations that represents color fading over time. Color degradation is expected to be non-decreasing as a function of time and stabilize eventually. These properties can be expressed in terms of the derivatives of the functions. In this work, we propose spatially correlated splines-based time-varying functions and their derivatives for modeling and predicting MFS data collected on the surface of rock art paintings. The correlation among the splines models is modeled using Gaussian process priors over the spline coefficients across time-series. A multivariate covariance function in a Gaussian process allows the use of trichromatic image color variables jointly with spatial locations as inputs to evaluate the correlation among time-series, and demonstrated the colorimetric variables as useful for predicting new color fading time-series. Furthermore, modeling the derivative of the model and its sign demonstrated to be beneficial in terms of both predictive performance and application-specific interpretability.

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arXiv2018

Approximate Bayesian inference for mixture cure models

Cure models in survival analysis deal with populations in which a part of the individuals cannot experience the event of interest. Mixture cure models consider the target population as a mixture of susceptible and non-susceptible individuals. The statistical analysis of these models focuses on examining the probability of cure (incidence model) and inferring on the time-to-event in the susceptible subpopulation (latency model). Bayesian inference on mixture cure models has typically relied upon Markov chain Monte Carlo (MCMC) methods. The integrated nested Laplace approximation (INLA) is a recent and attractive approach for doing Bayesian inference. INLA in its natural definition cannot fit mixture models but recent research has new proposals that combine INLA and MCMC methods to extend its applicability to them (Bivand et al., 2014, Gómez-Rubio et al., 2017, Gómez-Rubio and Rue, 2018}. This paper focuses on the implementation of INLA in mixture cure models. A general mixture cure survival model with covariate information for the latency and the incidence model within a general scenario with censored and non-censored information is discussed. The fact that non-censored individuals undoubtedly belong to the uncured population is a valuable information that was incorporated in the inferential process.

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arXiv2017

Markov Chain Monte Carlo with the Integrated Nested Laplace Approximation

The Integrated Nested Laplace Approximation (INLA) has established itself as a widely used method for approximate inference on Bayesian hierarchical models which can be represented as a latent Gaussian model (LGM). INLA is based on producing an accurate approximation to the posterior marginal distributions of the parameters in the model and some other quantities of interest by using repeated approximations to intermediate distributions and integrals that appear in the computation of the posterior marginals. INLA focuses on models whose latent effects are a Gaussian Markov random field (GMRF). For this reason, we have explored alternative ways of expanding the number of possible models that can be fitted using the INLA methodology. In this paper, we present a novel approach that combines INLA and Markov chain Monte Carlo (MCMC). The aim is to consider a wider range of models that cannot be fitted with INLA unless some of the parameters of the model have been fixed. Hence, conditioning on these parameters the model could be fitted with the R-INLA package. We show how new values of these parameters can be drawn from their posterior by using conditional models fitted with INLA and standard MCMC algorithms, such as Metropolis-Hastings. Hence, this will extend the use of INLA to fit models that can be expressed as a conditional LGM. Also, this new approach can be used to build simpler MCMC samplers for complex models as it allows sampling only on a limited number parameters in the model. We will demonstrate how our approach can extend the class of models that could benefit from INLA, and how the R-INLA package will ease its implementation. We will go through simple examples of this new approach before we discuss more advanced problems with datasets taken from relevant literature.

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arXiv2017

Spatial Models with the Integrated Nested Laplace Approximation within Markov Chain Monte Carlo

The Integrated Nested Laplace Approximation (INLA) is a convenient way to obtain approximations to the posterior marginals for parameters in Bayesian hierarchical models when the latent effects can be expressed as a Gaussian Markov Random Field (GMRF). In addition, its implementation in the R-INLA package for the R statistical software provides an easy way to fit models using INLA in practice. R-INLA implements a number of widely used latent models, including several spatial models. In addition, R-INLA can fit models in a fraction of the time than other computer intensive methods (e.g. Markov Chain Monte Carlo) take to fit the same model. Although INLA provides a fast approximation to the marginals of the model parameters, it is difficult to use it with models not implemented in R-INLA. It is also difficult to make multivariate posterior inference on the parameters of the model as INLA focuses on the posterior marginals and not the joint posterior distribution. In this paper we describe how to use INLA within the Metropolis-Hastings algorithm to fit spatial models and estimate the joint posterior distribution of a reduced number of parameters. We will illustrate the benefits of this new method with two examples on spatial econometrics and disease mapping where complex spatial models with several spatial structures need to be fitted.

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