Bayesian updating of atmospheric dispersion after a nuclear accident

Summary.  We consider a Bayesian forecasting system to predict the dispersal of contamination on a large scale grid in the event of an accidental release of radioactivity. The statistical model is built on a physical model for atmospheric dispersion and transport called MATCH. Our spatiotemporal model is a dynamic linear model where the state parameters are the (essentially, deterministic) predictions of MATCH; the distributions of these are updated sequentially in the light of monitoring data. One of the distinguishing features of the model is that the number of these parameters is very large (typically several hundreds of thousands) and we discuss practical issues arising in its implementation as a realtime model. Our procedures have been checked against a variational approach which is used widely in the atmospheric sciences. The results of the model are applied to test data from a tracer experiment.     

Semiparametric estimation of the duration of immunity from infectious disease time series: influenza as a case-study

Summary.  An important epidemiological problem is to estimate the decay through time of immunity following infection. For this purpose, we propose a semiparametric time series epidemic model that is based on the mechanism of the susceptible–infected–recovered–susceptible system to analyse complex time series data. We develop an estimation method for the model. Simulations show that the approach proposed can capture the non-linearity of epidemics as well as estimate the decay of immunity. We apply our approach to influenza in France and the Netherlands and show a rapid decline in immunity following infection, which agrees with recent spatiotemporal analyses.     

Robust Estimation of a Spatiotemporal Model with Structural Change

A spatiotemporal model is postulated and estimated using a procedure that infuses the forward search algorithm and maximum likelihood estimation into the backfitting framework. The forward search algorithm filters the effect of temporary structural change in the estimation of covariate and spatial parameters. Simulation studies illustrate capability of the method in producing robust estimates of the parameters even in the presence of structural change. The method provides good model fit even for small sample sizes in short time series data and good predictions for a wide range of lengths of contamination periods and levels of severity of contamination.     

A Multistate Transition Model for Osteoarthritis Pain Change

Pain severity of knees is assessed using an ordinal scale in patients with musculoskeletal diseases and often changes over time. Assessment of the effect of a particular risk factor on the change in pain severity will shed light on our understanding of biological mechanisms and provide guidance for rational clinical intervention for recurrent pain. The multistate transition model allows transitions between several different states of pain severity and estimates the transitional intensity using an extension of the Cox proportional hazards model. Using data from a longitudinal study, we applied this model to assess the relation of two psychological factors to the change in knee pain severity over time among patients with osteoarthritis and demonstrated that the multistate transition model can be a valuable tool for rheumatic disease studies.     

Bayesian compartmental model for an infectious disease with dynamic states of infection

Population-level proportions of individuals that fall at different points in the spectrum [of disease severity], from asymptomatic infection to severe disease, are often difficult to observe, but estimating these quantities can provide information about the nature and severity of the disease in a particular population. Logistic and multinomial regression techniques are often applied to infectious disease modeling of large populations and are suited to identifying variables associated with a particular disease or disease state. However, they are less appropriate for estimating infection state prevalence over time because they do not naturally accommodate known disease dynamics like duration of time an individual is infectious, heterogeneity in the risk of acquiring infection, and patterns of seasonality. We propose a Bayesian compartmental model to estimate latent infection state prevalence over time that easily incorporates known disease dynamics. We demonstrate how and why a stochastic compartmental model is a better approach for determining infection state proportions than multinomial regression is by using a novel method for estimating Bayes factors for models with high-dimensional parameter spaces. We provide an example using visceral leishmaniasis in Brazil and present an empirically-adjusted reproductive number for the infection.     

A Bayesian kriged Kalman model for short-term forecasting of air pollution levels

Summary.  Short-term forecasts of air pollution levels in big cities are now reported in news-papers and other media outlets. Studies indicate that even short-term exposure to high levels of an air pollutant called atmospheric particulate matter can lead to long-term health effects. Data are typically observed at fixed monitoring stations throughout a study region of interest at different time points. Statistical spatiotemporal models are appropriate for modelling these data. We consider short-term forecasting of these spatiotemporal processes by using a Bayesian kriged Kalman filtering model. The spatial prediction surface of the model is built by using the well-known method of kriging for optimum spatial prediction and the temporal effects are analysed by using the models underlying the Kalman filtering method. The full Bayesian model is implemented by using Markov chain Monte Carlo techniques which enable us to obtain the optimal Bayesian forecasts in time and space. A new cross-validation method based on the Mahalanobis distance between the forecasts and observed data is also developed to assess the forecasting performance of the model implemented.     

Bayesian Inference for a Stochastic Epidemic Model with Uncertain Numbers of Susceptibles of Several Types

A stochastic epidemic model with several kinds of susceptible is used to analyse temporal disease outbreak data from a Bayesian perspective. Prior distributions are used to model uncertainty in the actual numbers of susceptibles initially present. The posterior distribution of the parameters of the model is explored via Markov chain Monte Carlo methods. The methods are illustrated using two datasets, and the results are compared where possible to results obtained by previous analyses.     

Simulation and extremal analysis of hurricane events

In regions affected by tropical storms the damage caused by hurricane winds can be catastrophic. Consequently, accurate estimates of hurricane activity in such regions are vital. Unfortunately, the severity of events means that wind speed data are scarce and unreliable, even by standards which are usual for extreme value analysis. In contrast, records of atmospheric pressures are more complete. This suggests a two-stage approach: the development of a model describing spatiotemporal patterns of wind field behaviour for hurricane events; then the simulation of such events, using meteorological climate models, to obtain a realization of associated wind speeds whose extremal characteristics are summarized. This is not a new idea, but we apply careful statistical modelling for each aspect of the model development and simulation, taking the Gulf and Atlantic coastlines of the USA as our study area. Moreover, we address for the first time the issue of spatial dependence in extremes of hurricane events, which we find to have substantial implications for regional risk assessments.     

Non-stationary spatiotemporal analysis of karst water levels

Summary.  We consider non-stationary spatiotemporal modelling in an investigation into karst water levels in western Hungary. A strong feature of the data set is the extraction of large amounts of water from mines, which caused the water levels to reduce until about 1990 when the mining ceased, and then the levels increased quickly. We discuss some traditional hydrogeological models which might be considered to be appropriate for this situation, and various alternative stochastic models. In particular, a separable space–time covariance model is proposed which is then deformed in time to account for the non-stationary nature of the lagged correlations between sites. Suitable covariance functions are investigated and then the models are fitted by using weighted least squares and cross-validation. Forecasting and prediction are carried out by using spatiotemporal kriging. We assess the performance of the method with one-step-ahead forecasting and make comparisons with naïve estimators. We also consider spatiotemporal prediction at a set of new sites. The new model performs favourably compared with the deterministic model and the naïve estimators, and the deformation by time shifting is worthwhile.     

A Nonstationary Cylinder–Based Model Describing Group Dispersal in a Fragmented Habitat

□ A doubly nonstationary cylinder-based model is built to describe the dispersal of a population from a point source. In this model, each cylinder represents a fraction of the population, i.e., a group. Two contexts are considered: The dispersal can occur in a uniform habitat or in a fragmented habitat described by a conditional Boolean model. After the construction of the models, we investigate their properties: the first and second order moments, the probability that the population vanishes, and the distribution of the spatial extent of the population.     

Inference in disease transmission experiments by using stochastic epidemic models

Summary.  The paper extends the susceptible–exposed–infective–removed model to handle heterogeneity introduced by spatially arranged populations, biologically plausible distributional assumptions and incorporation of observations from additional diagnostic tests. These extensions are motivated by a desire to analyse disease transmission experiments in a more detailed fashion than before. Such experiments are performed by veterinarians to gain knowledge about the dynamics of an infectious disease. By fitting our spatial susceptible–exposed–infective–removed with diagnostic testing model to data for a specific disease and production environment a valuable decision support tool is obtained, e.g. when evaluating on-farm control measures. Partial observability of the epidemic process is an inherent problem when trying to estimate model parameters from experimental data. We therefore extend existing work on Markov chain Monte Carlo estimation in partially observable epidemics to the multitype epidemic set-up of our model. Throughout the paper, data from a Belgian classical swine fever virus transmission experiment are used as a motivating example.     

An unconditional space–time scan statistic for ZIP‐distributed data

A scan statistic is proposed for the prospective monitoring of spatiotemporal count data with an excess of zeros. The method that is based on an outbreak model for the zero‐inflated Poisson distribution is shown to be superior to traditional scan statistics based on the Poisson distribution in the presence of structural zeros. The spatial accuracy and the detection timeliness of the proposed scan statistic are investigated by means of simulation, and an application on the weekly cases of Campylobacteriosis in Germany illustrates how the scan statistic could be used to detect emerging disease outbreaks. An implementation of the method is provided in the open‐source R package scanstatistics available on the Comprehensive R Archive Network.     

Investigating emergent nested geographic structure in consumer purchases: a Bayesian dynamic multi-scale spatiotemporal modeling approach

Spatial modeling of consumer response data has gained increased interest recently in the marketing literature. In this paper, we extend the (spatial) multi-scale model by incorporating both spatial and temporal dimensions in the dynamic multi-scale spatiotemporal modeling approach. Our empirical application with a US company’s catalog purchase data for the period 1997–2001 reveals a nested geographic market structure that spans geopolitical boundaries such as state borders. This structure identifies spatial clusters of consumers who exhibit similar spatiotemporal behavior, thus pointing to the importance of emergent geographic structure, emergent nested structure and dynamic patterns in multi-resolution methods. The multi-scale model also has better performance in estimation and prediction compared with several spatial and spatiotemporal models and uses a scalable and computationally efficient Markov chain Monte Carlo method that makes it suitable for analyzing large spatiotemporal consumer purchase datasets.KEYWORDS: Clustering, dynamic linear models, empirical Bayes methods, Markov chain Monte Carlo methods, multi-scale modeling, spatial models     

Modeling of rates over a hierarchical health administrative structure

Identifying the distribution of the incidence rate of a disease over a region is a prediction problem where area‐specific random effects are to be estimated. The authors consider the inclusion of such effects at different levels of a hierarchical health administrative structure. They develop inference procedures for this type of multi‐level model and show that the predicted rates are approximately weighted sums of the crude rates obtained by pooling data on each level of the hierarchy. Their techniques are illustrated using infant mortality data from British Columbia.     

Adaptively varying-coefficient spatiotemporal models

Summary.  We propose an adaptive varying-coefficient spatiotemporal model for data that are observed irregularly over space and regularly in time. The model is capable of catching possible non-linearity (both in space and in time) and non-stationarity (in space) by allowing the auto-regressive coefficients to vary with both spatial location and an unknown index variable. We suggest a two-step procedure to estimate both the coefficient functions and the index variable, which is readily implemented and can be computed even for large spatiotemporal data sets. Our theoretical results indicate that, in the presence of the so-called nugget effect, the errors in the estimation may be reduced via the spatial smoothing—the second step in the estimation procedure proposed. The simulation results reinforce this finding. As an illustration, we apply the methodology to a data set of sea level pressure in the North Sea.     

Evaluation of Bayesian multiple stage estimation under spatial CAR model variants

In this study, an evaluation of Bayesian hierarchical models is made based on simulation scenarios to compare single-stage and multi-stage Bayesian estimations. Simulated datasets of lung cancer disease counts for men aged 65 and older across 44 wards in the London Health Authority were analysed using a range of spatially structured random effect components. The goals of this study are to determine which of these single-stage models perform best given a certain simulating model, how estimation methods (single- vs. multi-stage) compare in yielding posterior estimates of fixed effects in the presence of spatially structured random effects, and finally which of two spatial prior models – the Leroux or ICAR model, perform best in a multi-stage context under different assumptions concerning spatial correlation. Among the fitted single-stage models without covariates, we found that when there is low amount of variability in the distribution of disease counts, the BYM model is relatively robust to misspecification in terms of DIC, while the Leroux model is the least robust to misspecification. When these models were fit to data generated from models with covariates, we found that when there was one set of covariates – either spatially correlated or non-spatially correlated, changing the values of the fixed coefficients affected the ability of either the Leroux or ICAR model to fit the data well in terms of DIC. When there were multiple sets of spatially correlated covariates in the simulating model, however, we could not distinguish the goodness of fit to the data between these single-stage models. We found that the multi-stage modelling process via the Leroux and ICAR models generally reduced the variance of the posterior estimated fixed effects for data generated from models with covariates and a UH term compared to analogous single-stage models. Finally, we found the multi-stage Leroux model compares favourably to the multi-stage ICAR model in terms of DIC. We conclude that the mutli-stage Leroux model should be seriously considered in applications of Bayesian disease mapping when an investigator desires to fit a model with both fixed effects and spatially structured random effects to Poisson count data.     

Predicting treatment efficacy via quantitative magnetic resonance imaging: a Bayesian joint model

The prognosis for patients with high grade gliomas is poor, with a median survival of 1 year. Treatment efficacy assessment is typically unavailable until 5-6 months post diagnosis. Investigators hypothesize that quantitative magnetic resonance imaging can assess treatment efficacy 3 weeks after therapy starts, thereby allowing salvage treatments to begin earlier. The purpose of this work is to build a predictive model of treatment efficacy by using quantitative magnetic resonance imaging data and to assess its performance. The outcome is 1-year survival status. We propose a joint, two-stage Bayesian model. In stage I, we smooth the image data with a multivariate spatiotemporal pairwise difference prior. We propose four summary statistics that are functionals of posterior parameters from the first-stage model. In stage II, these statistics enter a generalized non-linear model as predictors of survival status. We use the probit link and a multivariate adaptive regression spline basis. Gibbs sampling and reversible jump Markov chain Monte Carlo methods are applied iteratively between the two stages to estimate the posterior distribution. Through both simulation studies and model performance comparisons we find that we can achieve higher overall correct classification rates by accounting for the spatiotemporal correlation in the images and by allowing for a more complex and flexible decision boundary provided by the generalized non-linear model.