Hamiltonian Monte Carlo sampling in Bayesian empirical likelihood computation

Evaluation of spatial Bayesian Empirical Likelihood models in analysis of small area data

Bayesian empirical likelihood (BEL) models are becoming increasingly popular as an attractive alternative to fully parametric models. However, they have only recently been applied to spatial data analysis for small area estimation. This study considers the development of spatial BEL models using two popular conditional autoregressive (CAR) priors, namely BYM and Leroux priors. The performance of the proposed models is compared with their parametric counterparts and with existing spatial BEL models using independent Gaussian priors and generalised Moran basis priors. The models are applied to two benchmark spatial datasets, simulation study and COVID-19 data. The results indicate promising opportunities for these models to capture new insights into spatial data. Specifically, the spatial BEL models outperform the parametric spatial models when the underlying distributional assumptions of data appear to be violated.

A unified Bayesian framework for exact inference of area under the receiver operating characteristic curve

The area under the receiver operating characteristic curve is a widely used measure for evaluating the performance of a diagnostic test. Common approaches for inference on area under the receiver operating characteristic curve are usually based upon approximation. For example, the normal approximation based inference tends to suffer from the problem of low accuracy for small sample size. Frequentist empirical likelihood based approaches for area under the receiver operating characteristic curve estimation may perform better, but are usually conducted through approximation in order to reduce the computational burden, thus the inference is not exact. By contrast, we proposed an exact inferential procedure by adapting the empirical likelihood into a Bayesian framework and draw inference from the posterior samples of the area under the receiver operating characteristic curve obtained via a Gibbs sampler. The full conditional distributions within the Gibbs sampler only involve empirical likelihoods with linear constraints, which greatly simplify the computation. To further enhance the applicability and flexibility of the Bayesian empirical likelihood, we extend our method to the estimation of partial area under the receiver operating characteristic curve, comparison of multiple tests, and the doubly robust estimation of area under the receiver operating characteristic curve in the presence of missing test results. Simulation studies confirm the desirable performance of the proposed methods, and a real application is presented to illustrate its usefulness.

Enhanced empirical likelihood estimation of incubation period of COVID-19 by integrating published information

Since the outbreak of the new coronavirus disease (COVID‐19), a large number of scientific studies and data analysis reports have been published in the International Journal of Medicine and Statistics. Taking the estimation of the incubation period as an example, we propose a low‐cost method to integrate external research results and available internal data together. By using empirical likelihood method, we can effectively incorporate summarized information even if it may be derived from a misspecified model. Taking the possible uncertainty in summarized information into account, we augment a logarithm of the normal density in the log empirical likelihood. We show that the augmented log‐empirical likelihood can produce enhanced estimates for the underlying parameters compared with the method without utilizing auxiliary information. Moreover, the Wilks' theorem is proved to be true. We illustrate our methodology by analyzing a COVID‐19 incubation period data set retrieved from Zhejiang Province and summarized information from a similar study in Shenzhen, China.

A unified approach for synthesizing population-level covariate effect information in semiparametric estimation with survival data

There has been a growing interest in developing methodologies to combine information from public domains to improve efficiency in the analysis of relatively small-scale studies that collect more detailed patient-level information. The auxiliary information is usually given in the form of summary statistics or regression coefficients. Thus, the question arises as to how to incorporate the summary information in the model estimation procedure. In this article, we consider statistical analysis of right-censored survival data when additional information about the covariate effects evaluated in a reduced Cox model is available. Recognizing that such external information can be summarized using population moments, we present a unified framework by employing the generalized method of moments to combine information from different sources for the analysis of survival data. The proposed estimator can be shown to be consistent and asymptotically normal; moreover, it is more efficient than the maximum partial likelihood estimator. We also consider incorporating uncertainty of the external information in the inference procedure. Simulation studies show that, by incorporating the additional summary information, the proposed estimators enjoy a substantial gain in efficiency over the conventional approach. A data analysis of a pancreatic cancer cohort study is presented to illustrate the methods and theory.