Approximate Bayesian computation (ABC) has become one of the major tools of likelihood-free statistical inference in complex mathematical models. Simultaneously, stochastic differential equations (SDEs) have developed to an established tool for modelling time-dependent, real-world phenomena with underlying random effects. When applying ABC to stochastic models, two major difficulties arise: First, the derivation of effective summary statistics and proper distances is particularly challenging, since simulations from the stochastic process under the same parameter configuration result in different trajectories. Second, exact simulation schemes to generate trajectories from the stochastic model are rarely available, requiring the derivation of suitable numerical methods for the synthetic data generation. To obtain summaries that are less sensitive to the intrinsic stochasticity of the model, we propose to build up the statistical method (e.g. the choice of the summary statistics) on the underlying structural properties of the model. Here, we focus on the existence of an invariant measure and we map the data to their estimated invariant density and invariant spectral density. Then, to ensure that these model properties are kept in the synthetic data generation, we adopt measure-preserving numerical splitting schemes. The derived property-based and measure-preserving ABC method is illustrated on the broad class of partially observed Hamiltonian type SDEs, both with simulated data and with real electroencephalography data. The derived summaries are particularly robust to the model simulation, and this fact, combined with the proposed reliable numerical scheme, yields accurate ABC inference. In contrast, the inference returned using standard numerical methods (Euler–Maruyama discretisation) fails. The proposed ingredients can be incorporated into any type of ABC algorithm and directly applied to all SDEs that are characterised by an invariant distribution and for which a measure-preserving numerical method can be derived.
ABSTRACT We split the components corresponding to the disability-free survival probability, and the disability survival probability. Our analysis is conducted for men and women separately, for age groups over 64 years. We discuss the estimation of a multiple state model under several scenarios when only a single survey of cross-sectional data is available. The conclusions are used to discuss the disability level of the Spanish elderly population and are helpful to develop welfare programs and insurance products. 相似文献
In this article, a new Pólya urn model is introduced and studied; in particular, a strong law of large numbers and two central limit theorems are proved. This urn generalizes a model studied in Berti et al. (2004
Berti , P. ,
Pratelli , L. ,
Rigo , P. ( 2004 ). Limit theorems for a class of identically distributed random variables . Ann. Probab. 32 ( 3A ): 2029 – 2052 .[Google Scholar]), May et al. (2005
May , C. ,
Paganoni , A. M. ,
Secchi , P. ( 2005 ). On a two-color generalized Pólya urn . Metron 63 ( 1 ): 115 – 134 .[Google Scholar]), and in Crimaldi (2007
Crimaldi , I. ( 2007 ). Almost sure conditional convergence for a generalized Pólya urn. Submitted. Available at: http://amsacta.cib.unibo.it/archive/00002468[Google Scholar]), and it has natural applications in clinical trials. Indeed, the model includes both delayed and missing (or null) responses. Moreover, a connection with the conditional identity in distribution of Berti et al. (2004
Berti , P. ,
Pratelli , L. ,
Rigo , P. ( 2004 ). Limit theorems for a class of identically distributed random variables . Ann. Probab. 32 ( 3A ): 2029 – 2052 .[Google Scholar]) is given. 相似文献
Markov Chain Monte Carlo (MCMC) is the most common method used in multiple imputation. However, it is not unbiased when it is applied to imputations of categorical variables. The literature has considered the problem for binary variables with only two levels. In this article, we consider more general situations. We not only evaluate the bias associated with the imputation of categorical variables using the MCMC method, but also introduce a method to correct the bias. A simulation study is conducted and an application is provided to demonstrate the advantages of using the correction factors proposed in this article. 相似文献
This cross sectional study examined the factors associated with social workers' involvement in end-of-life (EOL) planning using a random sample of NASW members in health and aging. Of the 390 social workers who worked in EOL planning, the majority were involved in health care proxy discussions and counseling with patients. Respondents tended to see barriers to proxy completion as client-related. However, some system barriers were correlated with overall involvement. Factors that predicted social workers' involvement with the health care proxy included age, attitudes, perceptions of barriers, and perceived physician support. Social workers need to attend to the systems in which they operate as well as to client concerns. 相似文献
This paper presents limit distributions for the score and likelihood-ratio (L.R.) statistic for testing a composite hypothesis involving the mean of the offspring distribution of the Bienaymé-Galton-Watson branching process with immigration (BPWI) when the process is subcritical, critical or supercritical. The BPWI is shown to be a member of a certain Markovian exponential family. 相似文献