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含存活分率之貝氏迴歸模式李涵君 Unknown Date (has links)
當母體中有部份對象因被治癒或免疫而不會失敗時,需考慮這群對象所佔的比率,即存活分率。本文主要在探討如何以貝氏方法對含存活分率之治癒率模式進行分析,並特別針對兩種含存活分率的迴歸模式,分別是Weibull迴歸模式以及對數邏輯斯迴歸模式,導出概似函數與各參數之完全條件後驗分配及其性質。由於聯合後驗分配相當複雜,各參數之邊際後驗分配之解析形式很難表達出。所以,我們採用了馬可夫鏈蒙地卡羅方法(MCMC)中的Gibbs抽樣法及Metropolis法,模擬產生參數值,以進行貝氏分析。實證部份,我們分析了黑色素皮膚癌的資料,這是由美國Eastern Cooperative Oncology Group所進行的第三階段臨床試驗研究。有關模式選取的部份,我們先分別求出各對象在每個模式之下的條件預測指標(CPO),再據以算出各模式的對數擬邊際概似函數值(LPML),以比較各模式之適合性。 / When we face the problem that part of subjects have been cured or are immune so they never fail, we need to consider the fraction of this group among the whole population, which is the so called survival fraction. This article discuss that how to analyze cure rate models containing survival fraction based on Bayesian method. Two cure rate models containing survival fraction are focused; one is based on the Weibull regression model and the other is based on the log-logistic regression model. Then, we derive likelihood functions and full conditional posterior distributions under these two models. Since joint posterior distributions are both complicated, and marginal posterior distributions don’t have closed form, we take Gibbs sampling and Metropolis sampling of Markov Monte Carlo chain method to simulate parameter values. We illustrate how to conduct Bayesian analysis by using the data from a melanoma clinical trial in the third stage conducted by Eastern Cooperative Oncology Group. To do model selection, we compute the conditional predictive ordinate (CPO) for every subject under each model, then the goodness is determined by the comparing the value of log of pseudomarginal likelihood (LPML) of each model.
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Computational Bayesian techniques applied to cosmologyHee, Sonke January 2018 (has links)
This thesis presents work around 3 themes: dark energy, gravitational waves and Bayesian inference. Both dark energy and gravitational wave physics are not yet well constrained. They present interesting challenges for Bayesian inference, which attempts to quantify our knowledge of the universe given our astrophysical data. A dark energy equation of state reconstruction analysis finds that the data favours the vacuum dark energy equation of state $w {=} -1$ model. Deviations from vacuum dark energy are shown to favour the super-negative ‘phantom’ dark energy regime of $w {< } -1$, but at low statistical significance. The constraining power of various datasets is quantified, finding that data constraints peak around redshift $z = 0.2$ due to baryonic acoustic oscillation and supernovae data constraints, whilst cosmic microwave background radiation and Lyman-$\alpha$ forest constraints are less significant. Specific models with a conformal time symmetry in the Friedmann equation and with an additional dark energy component are tested and shown to be competitive to the vacuum dark energy model by Bayesian model selection analysis: that they are not ruled out is believed to be largely due to poor data quality for deciding between existing models. Recent detections of gravitational waves by the LIGO collaboration enable the first gravitational wave tests of general relativity. An existing test in the literature is used and sped up significantly by a novel method developed in this thesis. The test computes posterior odds ratios, and the new method is shown to compute these accurately and efficiently. Compared to computing evidences, the method presented provides an approximate 100 times reduction in the number of likelihood calculations required to compute evidences at a given accuracy. Further testing may identify a significant advance in Bayesian model selection using nested sampling, as the method is completely general and straightforward to implement. We note that efficiency gains are not guaranteed and may be problem specific: further research is needed.
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