We consider parameter estimation for the spread of the Neolithic incipient farming across Europe using radiocarbon dates. We model the arrival time of farming at radiocarbon-dated, early Neolithic sites by a numerical solution to an advancing wavefront. We allow for (technical) uncertainty in the radiocarbon data, lack-of-fit of the deterministic model and use a Gaussian process to smooth spatial deviations from the model. Inference for the parameters in the wavefront model is complicated by the computational cost required to produce a single numerical solution. We therefore employ Gaussian process emulators for the arrival time of the advancing wavefront at each radiocarbon-dated site. We validate our model using predictive simulations.

We propose a method to merge several paleoclimate time series into one that exhibits a consensus on the features of the individual times series. The paleoclimate time series can be noisy, nonuniformly sampled and the dates at which the paleoclimate is reconstructed can have errors. Bayesian inference is used to model the various sources of uncertainty and smoothing of the posterior distribution of the consensus is used to capture its credible features in different time scales. The technique is demonstrated by analyzing a collection of six Holocene temperature reconstructions from Finnish Lapland based on various biological proxies. Although the paper focuses on paleoclimate time series, the proposed method can be applied in other contexts where one seeks to infer features that are jointly supported by an ensemble of irregularly sampled noisy time series.

Phenomena such as air pollution levels are of greatest interest when observations are large, but standard prediction methods are not specifically designed for large observations. We propose a method, rooted in extreme value theory, which approximates the conditional distribution of an unobserved component of a random vector given large observed values. Specifically, for $\mathbf{Z}=(Z_{1},\ldots,Z_{d})^{T}$ and $\mathbf{Z}_{-d}=(Z_{1},\ldots,Z_{d-1})^{T}$, the method approximates the conditional distribution of $[Z_{d}|\mathbf{Z}_{-d}=\mathbf{z}_{-d}]$ when $\|\mathbf{z}_{-d}\|>r_{*}$. The approach is based on the assumption that $\mathbf{Z}$ is a multivariate regularly varying random vector of dimension $d$. The conditional distribution approximation relies on knowledge of the angular measure of $\mathbf{Z}$, which provides explicit structure for dependence in the distribution’s tail. As the method produces a predictive distribution rather than just a point predictor, one can answer any question posed about the quantity being predicted, and, in particular, one can assess how well the extreme behavior is represented.

Using a fitted model for the angular measure, we apply our method to nitrogen dioxide measurements in metropolitan Washington DC. We obtain a predictive distribution for the air pollutant at a location given the air pollutant’s measurements at four nearby locations and given that the norm of the vector of the observed measurements is large.

Extreme environmental phenomena such as major precipitation events manifestly exhibit spatial dependence. Max-stable processes are a class of asymptotically-justified models that are capable of representing spatial dependence among extreme values. While these models satisfy modeling requirements, they are limited in their utility because their corresponding joint likelihoods are unknown for more than a trivial number of spatial locations, preventing, in particular, Bayesian analyses. In this paper, we propose a new random effects model to account for spatial dependence. We show that our specification of the random effect distribution leads to a max-stable process that has the popular Gaussian extreme value process (GEVP) as a limiting case. The proposed model is used to analyze the yearly maximum precipitation from a regional climate model.

Precipitation is a complex physical process that varies in space and time. Predictions and interpolations at unobserved times and/or locations help to solve important problems in many areas. In this paper, we present a hierarchical Bayesian model for spatio-temporal data and apply it to obtain short term predictions of rainfall. The model incorporates physical knowledge about the underlying processes that determine rainfall, such as advection, diffusion and convection. It is based on a temporal autoregressive convolution with spatially colored and temporally white innovations. By linking the advection parameter of the convolution kernel to an external wind vector, the model is temporally nonstationary. Further, it allows for nonseparable and anisotropic covariance structures. With the help of the Voronoi tessellation, we construct a natural parametrization, that is, space as well as time resolution consistent, for data lying on irregular grid points. In the application, the statistical model combines forecasts of three other meteorological variables obtained from a numerical weather prediction model with past precipitation observations. The model is then used to predict three-hourly precipitation over 24 hours. It performs better than a separable, stationary and isotropic version, and it performs comparably to a deterministic numerical weather prediction model for precipitation and has the advantage that it quantifies prediction uncertainty.

Directional data arise in various contexts such as oceanography (wave directions) and meteorology (wind directions), as well as with measurements on a periodic scale (weekdays, hours, etc.). Our contribution is to introduce a model-based approach to handle periodic data in the case of measurements taken at spatial locations, anticipating structured dependence between these measurements. We formulate a wrapped Gaussian spatial process model for this setting, induced from a customary linear Gaussian process.

We build a hierarchical model to handle this situation and show that the fitting of such a model is possible using standard Markov chain Monte Carlo methods. Our approach enables spatial interpolation (and can accommodate measurement error). We illustrate with a set of wave direction data from the Adriatic coast of Italy, generated through a complex computer model.

This paper develops methodology that provides a toolbox for routinely fitting complex models to realistic spatial point pattern data. We consider models that are based on log-Gaussian Cox processes and include local interaction in these by considering constructed covariates. This enables us to use integrated nested Laplace approximation and to considerably speed up the inferential task. In addition, methods for model comparison and model assessment facilitate the modelling process. The performance of the approach is assessed in a simulation study. To demonstrate the versatility of the approach, models are fitted to two rather different examples, a large rainforest data set with covariates and a point pattern with multiple marks.

Time series of cell size evolution in unicellular marine algae (division Haptophyta; Coccolithus lineage), covering 57 million years, are studied by a system of linear stochastic differential equations of hierarchical structure. The data consists of size measurements of fossilized calcite platelets (coccoliths) that cover the living cell, found in deep-sea sediment cores from six sites in the world oceans and dated to irregular points in time. To accommodate biological theory of populations tracking their fitness optima, and to allow potentially interpretable correlations in time and space, the model framework allows for an upper layer of partially observed site-specific population means, a layer of site-specific theoretical fitness optima and a bottom layer representing environmental and ecological processes. While the modeled process has many components, it is Gaussian and analytically tractable. A total of 710 model specifications within this framework are compared and inference is drawn with respect to model structure, evolutionary speed and the effect of global temperature.

In this paper we describe two bootstrap methods for massive data sets. Naive applications of common resampling methodology are often impractical for massive data sets due to computational burden and due to complex patterns of inhomogeneity. In contrast, the proposed methods exploit certain structural properties of a large class of massive data sets to break up the original problem into a set of simpler subproblems, solve each subproblem separately where the data exhibit approximate uniformity and where computational complexity can be reduced to a manageable level, and then combine the results through certain analytical considerations. The validity of the proposed methods is proved and their finite sample properties are studied through a moderately large simulation study. The methodology is illustrated with a real data example from Transportation Engineering, which motivated the development of the proposed methods.

Motivated by the need for accurate traffic flow prediction in transportation management, we propose a functional data method to analyze traffic flow patterns and predict future traffic flow. In this study we approach the problem by sampling traffic flow trajectories from a mixture of stochastic processes. The proposed functional mixture prediction approach combines functional prediction with probabilistic functional classification to take distinct traffic flow patterns into account. The probabilistic classification procedure, which incorporates functional clustering and discrimination, hinges on subspace projection. The proposed methods not only assist in predicting traffic flow trajectories, but also identify distinct patterns in daily traffic flow of typical temporal trends and variabilities. The proposed methodology is widely applicable in analysis and prediction of longitudinally recorded functional data.

Deeds, or charters, dealing with property rights, provide a continuous documentation which can be used by historians to study the evolution of social, economic and political changes. This study is concerned with charters (written in Latin) dating from the tenth through early fourteenth centuries in England. Of these, at least one million were left undated, largely due to administrative changes introduced by William the Conqueror in 1066. Correctly dating such charters is of vital importance in the study of English medieval history. This paper is concerned with computer-automated statistical methods for dating such document collections, with the goal of reducing the considerable efforts required to date them manually and of improving the accuracy of assigned dates. Proposed methods are based on such data as the variation over time of word and phrase usage, and on measures of distance between documents. The extensive (and dated) Documents of Early England Data Set (DEEDS) maintained at the University of Toronto was used for this purpose.

In some settings involving recurrent events, the occurrence of one event may produce a temporary increase in the event intensity; we refer to this phenomenon as a transient carryover effect. This paper provides models and tests for carryover effect. Motivation for our work comes from events associated with chronic health conditions, and we consider two studies involving asthma attacks in children in some detail. We consider how carryover effects can be modeled and assessed, and note some difficulties in the context of heterogeneous groups of individuals. We give a simple intuitive test for no carryover effect and examine its properties. In addition, we demonstrate the need for detailed modeling in trying to deconstruct the dynamics of recurrent events.

In high throughput settings we inspect a great many candidate variables (e.g., genes) searching for associations with a primary variable (e.g., a phenotype). High throughput hypothesis testing can be made difficult by the presence of systemic effects and other latent variables. It is well known that those variables alter the level of tests and induce correlations between tests. They also change the relative ordering of significance levels among hypotheses. Poor rankings lead to wasteful and ineffective follow-up studies. The problem becomes acute for latent variables that are correlated with the primary variable. We propose a two-stage analysis to counter the effects of latent variables on the ranking of hypotheses. Our method, called LEAPP, statistically isolates the latent variables from the primary one. In simulations, it gives better ordering of hypotheses than competing methods such as SVA and EIGENSTRAT. For an illustration, we turn to data from the AGEMAP study relating gene expression to age for 16 tissues in the mouse. LEAPP generates rankings with greater consistency across tissues than the rankings attained by the other methods.

Studies of smoking behavior commonly use the time-line follow-back (TLFB) method, or periodic retrospective recall, to gather data on daily cigarette consumption. TLFB is considered adequate for identifying periods of abstinence and lapse but not for measurement of daily cigarette consumption, thanks to substantial recall and digit preference biases. With the development of the hand-held electronic diary (ED), it has become possible to collect cigarette consumption data using ecological momentary assessment (EMA), or the instantaneous recording of each cigarette as it is smoked. EMA data, because they do not rely on retrospective recall, are thought to more accurately measure cigarette consumption. In this article we present an analysis of consumption data collected simultaneously by both methods from 236 active smokers in the pre-quit phase of a smoking cessation study. We define a statistical model that describes the genesis of the TLFB records as a two-stage process of mis-remembering and rounding, including fixed and random effects at each stage. We use Bayesian methods to estimate the model, and we evaluate its adequacy by studying histograms of imputed values of the latent remembered cigarette count. Our analysis suggests that both mis-remembering and heaping contribute substantially to the distortion of self-reported cigarette counts. Higher nicotine dependence, white ethnicity and male sex are associated with greater remembered smoking given the EMA count. The model is potentially useful in other applications where it is desirable to understand the process by which subjects remember and report true observations.

New generation in vitro high-throughput screening (HTS) assays for the assessment of engineered nanomaterials provide an opportunity to learn how these particles interact at the cellular level, particularly in relation to injury pathways. These types of assays are often characterized by small sample sizes, high measurement error and high dimensionality, as multiple cytotoxicity outcomes are measured across an array of doses and durations of exposure. In this paper we propose a probability model for the toxicity profiling of engineered nanomaterials. A hierarchical structure is used to account for the multivariate nature of the data by modeling dependence between outcomes and thereby combining information across cytotoxicity pathways. In this framework we are able to provide a flexible surface-response model that provides inference and generalizations of various classical risk assessment parameters. We discuss applications of this model to data on eight nanoparticles evaluated in relation to four cytotoxicity parameters.

We introduce the optimal obstacle placement with disambiguations problem wherein the goal is to place true obstacles in an environment cluttered with false obstacles so as to maximize the total traversal length of a navigating agent (NAVA). Prior to the traversal, the NAVA is given location information and probabilistic estimates of each disk-shaped hindrance (hereinafter referred to as disk) being a true obstacle. The NAVA can disambiguate a disk’s status only when situated on its boundary. There exists an obstacle placing agent (OPA) that locates obstacles prior to the NAVA’s traversal. The goal of the OPA is to place true obstacles in between the clutter in such a way that the NAVA’s traversal length is maximized in a game-theoretic sense. We assume the OPA knows the clutter spatial distribution type, but not the exact locations of clutter disks. We analyze the traversal length using repeated measures analysis of variance for various obstacle number, obstacle placing scheme and clutter spatial distribution type combinations in order to identify the optimal combination. Our results indicate that as the clutter becomes more regular (clustered), the NAVA’s traversal length gets longer (shorter). On the other hand, the traversal length tends to follow a concave-down trend as the number of obstacles increases. We also provide a case study on a real-world maritime minefield data set.

Mass spectrometry provides a high-throughput approach to identify proteins in biological samples. A key step in the analysis of mass spectrometry data is to identify the peptide sequence that, most probably, gave rise to each observed spectrum. This is often tackled using a database search: each observed spectrum is compared against a large number of theoretical “expected” spectra predicted from candidate peptide sequences in a database, and the best match is identified using some heuristic scoring criterion. Here we provide a more principled, likelihood-based, scoring criterion for this problem. Specifically, we introduce a probabilistic model that allows one to assess, for each theoretical spectrum, the probability that it would produce the observed spectrum. This probabilistic model takes account of peak locations and intensities, in both observed and theoretical spectra, which enables incorporation of detailed knowledge of chemical plausibility in peptide identification. Besides placing peptide scoring on a sounder theoretical footing, the likelihood-based score also has important practical benefits: it provides natural measures for assessing the uncertainty of each identification, and in comparisons on benchmark data it produced more accurate peptide identifications than other methods, including SEQUEST. Although we focus here on peptide identification, our scoring rule could easily be integrated into any downstream analyses that require peptide-spectrum match scores.

The sampling frame in most social science surveys excludes members of certain groups, known as hard-to-reach groups. These groups, or subpopulations, may be difficult to access (the homeless, e.g.), camouflaged by stigma (individuals with HIV/AIDS), or both (commercial sex workers). Even basic demographic information about these groups is typically unknown, especially in many developing nations. We present statistical models which leverage social network structure to estimate demographic characteristics of these subpopulations using Aggregated relational data (ARD), or questions of the form “How many X’s do you know?” Unlike other network-based techniques for reaching these groups, ARD require no special sampling strategy and are easily incorporated into standard surveys. ARD also do not require respondents to reveal their own group membership. We propose a Bayesian hierarchical model for estimating the demographic characteristics of hard-to-reach groups, or latent demographic profiles, using ARD. We propose two estimation techniques. First, we propose a Markov-chain Monte Carlo algorithm for existing data or cases where the full posterior distribution is of interest. For cases when new data can be collected, we propose guidelines and, based on these guidelines, propose a simple estimate motivated by a missing data approach. Using data from McCarty et al. [Human Organization 60 (2001) 28–39], we estimate the age and gender profiles of six hard-to-reach groups, such as individuals who have HIV, women who were raped, and homeless persons. We also evaluate our simple estimates using simulation studies.

We present a framework for generating multiple imputations for continuous data when the missing data mechanism is unknown. Imputations are generated from more than one imputation model in order to incorporate uncertainty regarding the missing data mechanism. Parameter estimates based on the different imputation models are combined using rules for nested multiple imputation. Through the use of simulation, we investigate the impact of missing data mechanism uncertainty on post-imputation inferences and show that incorporating this uncertainty can increase the coverage of parameter estimates. We apply our method to a longitudinal clinical trial of low-income women with depression where nonignorably missing data were a concern. We show that different assumptions regarding the missing data mechanism can have a substantial impact on inferences. Our method provides a simple approach for formalizing subjective notions regarding nonresponse so that they can be easily stated, communicated and compared.

A new type of nonstationary Gaussian process model is developed for approximating computationally expensive functions. The new model is a composite of two Gaussian processes, where the first one captures the smooth global trend and the second one models local details. The new predictor also incorporates a flexible variance model, which makes it more capable of approximating surfaces with varying volatility. Compared to the commonly used stationary Gaussian process model, the new predictor is numerically more stable and can more accurately approximate complex surfaces when the experimental design is sparse. In addition, the new model can also improve the prediction intervals by quantifying the change of local variability associated with the response. Advantages of the new predictor are demonstrated using several examples.

This research examines the simultaneous influences of height and weight on longitudinally measured systolic and diastolic blood pressure in children. Previous studies have shown that both height and weight are positively associated with blood pressure. In children, however, the concurrent increases of height and weight have made it all but impossible to discern the effect of height from that of weight. To better understand these influences, we propose to examine the joint effect of height and weight on blood pressure. Bivariate thin plate spline surfaces are used to accommodate the potentially nonlinear effects as well as the interaction between height and weight. Moreover, we consider a joint model for paired blood pressure measures, that is, systolic and diastolic blood pressure, to account for the underlying correlation between the two measures within the same individual. The bivariate spline surfaces are allowed to vary across different groups of interest. We have developed related model fitting and inference procedures. The proposed method is used to analyze data from a real clinical investigation.

For many neurological disorders, prediction of disease state is an important clinical aim. Neuroimaging provides detailed information about brain structure and function from which such predictions may be statistically derived. A multinomial logit model with Gaussian process priors is proposed to: (i) predict disease state based on whole-brain neuroimaging data and (ii) analyze the relative informativeness of different image modalities and brain regions. Advanced Markov chain Monte Carlo methods are employed to perform posterior inference over the model. This paper reports a statistical assessment of multiple neuroimaging modalities applied to the discrimination of three Parkinsonian neurological disorders from one another and healthy controls, showing promising predictive performance of disease states when compared to nonprobabilistic classifiers based on multiple modalities. The statistical analysis also quantifies the relative importance of different neuroimaging measures and brain regions in discriminating between these diseases and suggests that for prediction there is little benefit in acquiring multiple neuroimaging sequences. Finally, the predictive capability of different brain regions is found to be in accordance with the regional pathology of the diseases as reported in the clinical literature.

Functional magnetic resonance imaging (fMRI) is now a well-established technique for studying the brain. However, in many situations, such as when data are acquired in a resting state, it is difficult to know whether the data are truly stationary or if level shifts have occurred. To this end, change-point detection in sequences of functional data is examined where the functional observations are dependent and where the distributions of change-points from multiple subjects are required. Of particular interest is the case where the change-point is an epidemic change—a change occurs and then the observations return to baseline at a later time. The case where the covariance can be decomposed as a tensor product is considered with particular attention to the power analysis for detection. This is of interest in the application to fMRI, where the estimation of a full covariance structure for the three-dimensional image is not computationally feasible. Using the developed methods, a large study of resting state fMRI data is conducted to determine whether the subjects undertaking the resting scan have nonstationarities present in their time courses. It is found that a sizeable proportion of the subjects studied are not stationary. The change-point distribution for those subjects is empirically determined, as well as its theoretical properties examined.

Ranking a vector of alternatives on the basis of a series of paired comparisons is a relevant topic in many instances. A popular example is ranking contestants in sport tournaments. To this purpose, paired comparison models such as the Bradley–Terry model are often used. This paper suggests fitting paired comparison models with a lasso-type procedure that forces contestants with similar abilities to be classified into the same group. Benefits of the proposed method are easier interpretation of rankings and a significant improvement of the quality of predictions with respect to the standard maximum likelihood fitting. Numerical aspects of the proposed method are discussed in detail. The methodology is illustrated through ranking of the teams of the National Football League 2010–2011 and the American College Hockey Men’s Division I 2009–2010.

The parametric bootstrap can be used for the efficient computation of Bayes posterior distributions. Importance sampling formulas take on an easy form relating to the deviance in exponential families and are particularly simple starting from Jeffreys invariant prior. Because of the i.i.d. nature of bootstrap sampling, familiar formulas describe the computational accuracy of the Bayes estimates. Besides computational methods, the theory provides a connection between Bayesian and frequentist analysis. Efficient algorithms for the frequentist accuracy of Bayesian inferences are developed and demonstrated in a model selection example.