Paul Damien

A multivariate Poisson-lognormal regression model for prediction of crash counts by severity, using Bayesian methods

Numerous efforts have been devoted to investigating crash occurrence as related to roadway design features, environmental factors and traffic conditions. However, most of the research has relied on univariate count models; that is, traffic crash counts at different levels of severity are estimated separately, which may neglect shared information in unobserved error terms, reduce efficiency in parameter estimates, and lead to potential biases in sample databases. This paper offers a multivariate Poisson-lognormal (MVPLN) specification that simultaneously models crash counts by injury severity. The MVPLN specification allows for a more general correlation structure as well as overdispersion. This approach addresses several questions that are difficult to answer when estimating crash counts separately. Thanks to recent advances in crash modeling and Bayesian statistics, parameter estimation is done within the Bayesian paradigm, using a Gibbs Sampler and the Metropolis-Hastings (M-H) algorithms for crashes on Washington State rural two-lane highways. Estimation results from the MVPLN approach show statistically significant correlations between crash counts at different levels of injury severity. The non-zero diagonal elements suggest overdispersion in crash counts at all levels of severity. The results lend themselves to several recommendations for highway safety treatments and design policies. For example, wide lanes and shoulders are key for reducing crash frequencies, as are longer vertical curves.

Bayesian Nonparametric Inference for Random Distributions and Related Functions

In recent years, Bayesian nonparametric inference, both theoretical and computational, has witnessed considerable advances. However, these advances have not received a full critical and comparative analysis of their scope, impact and limitations in statistical modelling; many aspects of the theory and methods remain a mystery to practitioners and many open questions remain. In this paper, we discuss and illustrate the rich modelling and analytic possibilities that are available to the statistician within the Bayesian nonparametric and/or semiparametric framework.

Data Envelopment Analysis and its Use in Banking

Data envelopment analysis (DEA) is a linear-programming-based method for assessing the performance of homogeneous organizational units and is increasingly being used in banking. The unit of assessment is normally the bank branch. Studies are mostly centered on deriving a summary measure of the efficiency of each unit, on estimating targets of performance for the unit, and on identifying role-model units of good operating practice. Additional uses for DEA in banking include the measurement of efficiency in light of resource and output prices, the estimation of operating budgets that are conducive to efficiency, the assessment of financial risk at bank-branch level, and the measurement of the impact of managerial change initiatives on productivity.

Sampling Truncated Normal, Beta and Gamma Densities

We consider the Bayesian analysis of constrained parameter and truncated data problems within a Gibbs sampling framework and concentrate on sampling truncated densities that arise as full conditional densities within the context of the Gibbs sampler. In particular, we restrict attention to the normal, beta, and gamma densities. We demonstrate that, in many instances, it is possible to introduce a latent variable which facilitates an easy solution to the problem. We also discuss a novel approach to sampling truncated densities via a “black-box” algorithm, based on the latent variable idea, valid outside of the context of a Gibbs sampler.

Algorithmic guided screening of drug combinations of arbitrary size for activity against cancer cells

The standard treatment for most advanced cancers is multidrug therapy. Unfortunately, combinations in the clinic often do not perform as predicted. Therefore, to complement identifying rational drug combinations based on biological assumptions, we hypothesized that a functional screen of drug combinations, without limits on combination sizes, will aid the identification of effective drug cocktails. Given the myriad possible cocktails and inspired by examples of search algorithms in diverse fields outside of medicine, we developed a novel, efficient search strategy called Medicinal Algorithmic Combinatorial Screen (MACS). Such algorithms work by enriching for the fitness of cocktails, as defined by specific attributes through successive generations. Because assessment of synergy was not feasible, we developed a novel alternative fitness function based on the level of inhibition and the number of drugs. Using a WST-1 assay on the A549 cell line, through MACS, we screened 72 combinations of arbitrary size formed from a 19-drug pool across four generations. Fenretinide, suberoylanilide hydroxamic acid, and bortezomib (FSB) was the fittest. FSB performed up to 4.18 SD above the mean of a random set of cocktails or “too well” to have been found by chance, supporting the utility of the MACS strategy. Validation studies showed FSB was inhibitory in all 7 other NSCLC cell lines tested. It was also synergistic in A549, the one cell line in which this was evaluated. These results suggest that when guided by MACS, screening larger drug combinations may be feasible as a first step in combination drug discovery in a relatively small number of experiments. [Mol Cancer Ther 2009;8(3):521–32]

Bayesian Nonparametric and Covariate Analysis of Failure Time Data

A Bayesian analysis of the semi-parametric regression model of Cox (1972) is given. The cumulative hazard function is modelled as a beta process. The posterior distribution of the regression parameters and the survival function are obtained using a combination of recent Monte Carlo methods. An illustrative analysis within the context of survival time data is given.

A Full Bayesian Non‐parametric Analysis Involving a Neutral to the Right Process

Implementation of a full Bayesian non-parametric analysis involving neutral to the right processes (apart from the special case of the Dirichlet process) has been difficult for two reasons: first, the posterior distributions are complex and therefore only Bayes estimates (posterior expectations) have previously been presented; secondly, it is difficult to obtain an interpretation for the parameters of a neutral to the right process. In this paper we extend Ferguson & Phadia (1979) by presenting a general method for specifying the prior mean and variance of a neutral to the right process, providing the interpretation of the parameters. Additionally, we provide the basis for a full Bayesian analysis, via simulation, from the posterior process using a hybrid of new algorithms that is applicable to a large class of neutral to the right processes (Ferguson & Phadia only provide posterior means). The ideas are exemplified through illustrative analyses.

Sampling Methods For Bayesian Nonparametric Inference Involving Stochastic Processes

An algorithm for simulating the class of neutral to the right processes is described. The mixture of Dirichlet processes (MDP) model has proved to be successful in a variety of contexts. A new sampling method, using auxiliary variables, for MDP models is developed and exemplified.

On Priors With a Kullback-Leibler Property

In this paper, we highlight properties of Bayesian models in which the prior puts positive mass on all Kullback–Leibler neighborhoods of all densities. These properties are concerned with model choice via the Bayes factor, density estimation and the maximization of expected utility for decision problems. In four illustrations we focus on the Bayes factor and show that whatever models are being compared, the [log(Bayes factor)]/[sample size] converges to a non-random number which has a nice interpretation. A parametric versus semiparametric model comparison provides a fifth illustration.

Simulating school closure policies for cost effective pandemic decision making

BackgroundAround the globe, school closures were used sporadically to mitigate the 2009 H1N1 influenza pandemic. However, such closures can detrimentally impact economic and social life.MethodsHere, we couple a decision analytic approach with a mathematical model of influenza transmission to estimate the impact of school closures in terms of epidemiological and cost effectiveness. Our method assumes that the transmissibility and the severity of the disease are uncertain, and evaluates several closure and reopening strategies that cover a range of thresholds in school-aged prevalence (SAP) and closure durations.ResultsAssuming a willingness to pay per quality adjusted life-year (QALY) threshold equal to the US per capita GDP (