Brunero Liseo

A hierarchical Bayesian approach to record linkage and population size problems

We propose and illustrate a hierarchical Bayesian approach for matching statistical records observed on different occasions. We show how this model can be profitably adopted both in record linkage problems and in capture--recapture setups, where the size of a finite population is the real object of interest. There are at least two important differences between the proposed model-based approach and the current practice in record linkage. First, the statistical model is built up on the actually observed categorical variables and no reduction (to 0--1 comparisons) of the available information takes place. Second, the hierarchical structure of the model allows a two-way propagation of the uncertainty between the parameter estimation step and the matching procedure so that no plug-in estimates are used and the correct uncertainty is accounted for both in estimating the population size and in performing the record linkage. We illustrate and motivate our proposal through a real data example and simulations.

A default Bayesian test for the number of components in a mixture

Abstract In the last few years, there has been an increasing interest for default Bayes methods for hypothesis testing and model selection. The availability of such methods is potentially very useful in mixture models, where the elicitation process on the (unknown number of) parameters is usually rather difficult. Two recent yet already popular approaches, namely intrinsic Bayes factor (J. Amer. Statist. Assoc. 91 (1996) 109) and fractional Bayes factor (J. Roy. Statist. Soc. Ser. B 57 (1995) 99), have been proven quite successful in generating sensible prior distributions, to compute actual Bayes factors. From a theoretical viewpoint, the application of these methods to a mixture model selection problem involves two difficulties. The first is the choice of a “good” default prior for the mixture. The second problem is related to the fact that, for improper default priors, the prior predictive distribution of the data need not exist; In this paper, we argue that the problem of choosing among mixture models can be reduced to the problem of comparing models with simpler structures. It is shown that these simpler models can be compared via standard default Bayesian methods.

Computational Aspects of Bayesian Spectral Density Estimation

Gaussian time-series models are often specified through their spectral density. Such models present several computational challenges, in particular because of the nonsparse nature of the covariance matrix. We derive a fast approximation of the likelihood for such models. We propose to sample from the approximate posterior (i.e., the prior times the approximate likelihood), and then to recover the exact posterior through importance sampling. We show that the variance of the importance sampling weights vanishes as the sample size goes to infinity. We explain why the approximate posterior may typically be multimodal, and we derive a Sequential Monte Carlo sampler based on an annealing sequence to sample from that target distribution. Performance of the overall approach is evaluated on simulated and real datasets. In addition, for one real-world dataset, we provide some numerical evidence that a Bayesian approach to semiparametric estimation of spectral density may provide more reasonable results than its frequentist counterparts. The article comes with supplementary materials, available online, that contain an Appendix with a proof of our main Theorem, a Python package that implements the proposed procedure, and the Ethernet dataset.

Block unimodality for multivariate Bayesian robustness

The development of Bayesian robustness has been growing in the last decade. The theory has extensively dealt with the univariate parameter case. Among the vast amount of proposals in the literature, only a few of them have a straightforward extension to the multivariate case. In this paper we consider the multidimensional version of the class of e-contaminated prior distributions, with unimodal contaminations. In the multivariate case there is not a unique definition of unimodality and ones choice must be based on statistical ground. Here we propose the use of the block unimodal distributions, which proved to be very suitable for modelling situations where the coordinates of the parameter ϑ are deemed, a priori, weakly correlated.

Accounting for matching uncertainty in two stage capture–recapture experiments using photographic measurements of natural marks

We propose a Bayesian hierarchical modeling approach for estimating the size of a closed population from data obtained by identifying individuals through photographs of natural markings. We assume that noisy measurements of a set of distinctive features are available for each individual present in a photographic catalogue. To estimate the population size from two catalogues obtained during two different sampling occasions, we embed the standard two-stage

Prior Distributions for Objective Bayesian Analysis

M_t

Robustness Issues in Bayesian Model Selection

capture–recapture model for closed population into a multivariate normal data matching model that identifies the common individuals across the catalogues. In addition to estimating the population size while accounting for the matching process uncertainty, this hierarchical modelling approach allows to identify the common individuals by using the information provided by the capture–recapture model. This way, our model also represents a novel and reliable tool able to reduce the amount of effort researchers have to expend in matching individuals. We illustrate and motivate the proposed approach via a real data set of photo-identification of narwhals. Moreover, we compare our method with a set of possible alternative approaches by using both the empirical data set and a simulation study.

A note on a counterexample against the likelihood principle

Motivated by a real data set deriving from a study on the genetic determinants of the behavior of Mycobacterium tuberculosis (MTB) hosted in macrophage, we take advantage of the presence of control spots and illustrate modelling issues for background correction and the ensuing empirical findings resulting from a Bayesian hierarchical approach to the problem of detecting differentially expressed genes. We prove the usefulness of a fully integrated approach where background correction and normalization are embedded in a single model-based framework, creating a new tailored model to account for the peculiar features of DNA array data where null expressions are planned by design. We also advocate the use of an alternative normalization device resulting from a suitable reparameterization. The new model is validated by using both simulated and our MTB data. This work suggests that the presence of a substantial fraction of exact null expressions might be the effect of an imperfect background calibration and shows how this can be suitably re-calibrated with the information coming from control spots. The proposed idea can be extended to all experiments in which a subset of genes whose expression levels can be ascribed mainly to background noise is planned by design.