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Yueming Shen

Publications and source records attributed to Yueming Shen.

3 recordsLinked to original sources

Discovering Spatial Patterns of Readmission Risk Using a Bayesian Competing Risks Model with Spatially Varying Coefficients

Time-to-event models are commonly used to study associations between risk factors and disease outcomes in the setting of electronic health records (EHR). In recent years, focus has intensified on social determinants of health, highlighting the need for methods that account for patients' locations. We propose a Bayesian approach for introducing point-referenced spatial effects into a competing risks proportional hazards model. Our method leverages Gaussian process (GP) priors for spatially varying intercept and slope. To improve computational efficiency under a large number of spatial locations, we implemented a Hilbert space low-rank approximation of the GP. We modeled the baseline hazard curves as piecewise constant, and introduced a novel multiplicative gamma process prior to induce shrinkage and smoothing. A loss-based clustering method was then used on the spatial random effects to identify high-risk regions. We demonstrate the utility of this method through simulation and a real-world analysis of EHR data from Duke Hospital to study readmission risk of elderly patients with upper extremity fractures. Our results showed that the proposed method improved inference efficiency and provided valuable insights for downstream policy decisions.

stat.AP

Asymptotically well-calibrated Bayesian $p$-value using the Kolmogorov-Smirnov statistic

The posterior predictive $p$-value (ppp) is widely used in Bayesian model evaluation. However, due to double use of the data, the ppp may not be a valid $p$-value even in large samples: The asymptotic null distribution of the ppp can be non-uniform unless the underlying test statistic satisfies certain well-calibration conditions. Such conditions have been studied in the literature for asymptotically normal test statistics. We extend this line of work by establishing well-calibration conditions for test statistics that are not necessarily asymptotically normal. In particular, we show that Kolmogorov-Smirnov (KS)-type test statistics satisfy these conditions, such that their ppps are asymptotically well-calibrated Bayesian $p$-values. KS-type statistics are versatile, omnibus, and sensitive to model misspecifications. They apply to i.i.d. real-valued data, as well as non-identically distributed observations under regression models. Numerical experiments demonstrate that such $p$-values are well behaved in finite samples and can effectively detect a wide range of alternative models.

math.ST

Linear algorithms on Steiner domination of trees

A set of vertices $W$ in a connected graph $G$ is called a Steiner dominating set if $W$ is both Steiner and dominating set. The Steiner domination number $\gamma_{st}(G)$ is the minimum cardinality of a Steiner dominating set of $G$. A linear algorithm is proposed in this paper for finding a minimum Steiner dominating set for a tree $T$.

math.CO