Background: When assessing the association between a factor X and a subsequent outcome Y in observational studies, the question that arises is what are the variables to adjust for to reduce bias due to confounding for causal inference on the effect of X on Y. Disregarding such factors is often a source of overestimation because these variables may affect both X and Y. On the other hand, adjustment for such variables can also be a source of underestimation because such variables may be the causal consequence of X and part of the mechanism that leads from X to Y. Methods: In this paper, we present a simple method to compute control variables in the presence of age at onset data on both X and a set of other variables. Using these age at onset data, control variables are computed that adjust only for conditions that occur prior to X. This strategy can be used in prospective as well as in survival analysis. Our method is motivated by an argument based on the counterfactual model of a causal effect. Results: The procedure is exemplified by examining of the relation between panic attack and the subsequent incidence of MDD. Conclusions: The results reveal that the adjustment for all other variables, irrespective of their temporal relation to X, can yield a false negative result (despite unconsidered confounders and other sources of bias).

Background: When assessing the association between a factor X and a subsequent outcome Y in observational studies, the question that arises is what are the variables to adjust for to reduce bias due to confounding for causal inference on the effect of X on Y. Disregarding such factors is often a source of overestimation because these variables may affect both X and Y. On the other hand, adjustment for such variables can also be a source of underestimation because such variables may be the causal consequence of X and part of the mechanism that leads from X to Y. Methods: In this paper, we present a simple method to compute control variables in the presence of age at onset data on both X and a set of other variables. Using these age at onset data, control variables are computed that adjust only for conditions that occur prior to X. This strategy can be used in prospective as well as in survival analysis. Our method is motivated by an argument based on the counterfactual model of a causal effect. Results: The procedure is exemplified by examining of the relation between panic attack and the subsequent incidence of MDD. Conclusions: The results reveal that the adjustment for all other variables, irrespective of their temporal relation to X, can yield a false negative result (despite unconsidered confounders and other sources of bias).

In the study of perceptual decision making, it has been widely assumed that random fluctuations of motion stimuli are irrelevant for a participant’s choice. Recently, evidence was presented that these random fluctuations have a measurable effect on the relationship between neuronal and behavioral variability, the so-called choice probability. Here, we test, in a behavioral experiment, whether stochastic motion stimuli influence the choices of human participants. Our results show that for specific stochastic motion stimuli, participants indeed make biased choices, where the bias is consistent over participants. Using a computational model, we show that this consistent choice bias is caused by subtle motion information contained in the motion noise. We discuss the implications of this finding for future studies of perceptual decision making. Specifically, we suggest that future experiments should be complemented with a stimulus-informed modeling approach to control for the effects of apparent decision evidence in random stimuli.

A software concept is described combining computer graphics and artificial intelligence to support practical graphic systems to check, correct or generate their spatiotemporal objects with the help of knowledge-based inferences. The unified approach is demonstrated at four quite different applications. / Ein Softwarekonzept wird beschrieben, das Computergrafik und Künstliche Intelligenz kombiniert, um praktische Grafiksysteme beim Überprüfen, Korrigieren oder Generieren ihrer raumzeitlichen Objekte mit Hilfe von wissensbasierten Inferenzen zu unterstützen. Das einheitliche Verfahren wird an vier ganz unterschiedlichen Anwendungen demonstriert.

Die biotechnologischen Entwicklungen der letzten Jahre ermöglichen eine immer detailliertere Untersuchung von genetischen und molekularen Markern mit multiplen komplexen Traits. Allerdings liefern vorhandene statistische Methoden für diese komplexen Analysen oft keine valide Inferenz. Das erste Ziel der vorliegenden Arbeit ist, zwei neue statistische Methoden für Assoziationsstudien von genetischen Markern mit multiplen Phänotypen zu entwickeln, effizient und robust zu implementieren, und im Vergleich zu existierenden statistischen Methoden zu evaluieren. Der erste Ansatz, C-JAMP (Copula-based Joint Analysis of Multiple Phenotypes), ermöglicht die Assoziation von genetischen Varianten mit multiplen Traits in einem gemeinsamen Copula Modell zu untersuchen. Der zweite Ansatz, CIEE (Causal Inference using Estimating Equations), ermöglicht direkte genetische Effekte zu schätzen und testen. C-JAMP wird in dieser Arbeit für Assoziationsstudien von seltenen genetischen Varianten mit quantitativen Traits evaluiert, und CIEE für Assoziationsstudien von häufigen genetischen Varianten mit quantitativen Traits und Ereigniszeiten. Die Ergebnisse von umfangreichen Simulationsstudien zeigen, dass beide Methoden unverzerrte und effiziente Parameterschätzer liefern und die statistische Power von Assoziationstests im Vergleich zu existierenden Methoden erhöhen können - welche ihrerseits oft keine valide Inferenz liefern. Für das zweite Ziel dieser Arbeit, neue genetische und transkriptomische Marker für kardiometabolische Traits zu identifizieren, werden zwei Studien mit genom- und transkriptomweiten Daten mit C-JAMP und CIEE analysiert. In den Analysen werden mehrere neue Kandidatenmarker und -gene für Blutdruck und Adipositas identifiziert. Dies unterstreicht den Wert, neue statistische Methoden zu entwickeln, evaluieren, und implementieren. Für beide entwickelten Methoden sind R Pakete verfügbar, die ihre Anwendung in zukünftigen Studien ermöglichen. / In recent years, the biotechnological advancements have allowed to investigate associations of genetic and molecular markers with multiple complex phenotypes in much greater depth. However, for the analysis of such complex datasets, available statistical methods often don’t yield valid inference. The first aim of this thesis is to develop two novel statistical methods for association analyses of genetic markers with multiple phenotypes, to implement them in a computationally efficient and robust manner so that they can be used for large-scale analyses, and evaluate them in comparison to existing statistical approaches under realistic scenarios. The first approach, called the copula-based joint analysis of multiple phenotypes (C-JAMP) method, allows investigating genetic associations with multiple traits in a joint copula model and is evaluated for genetic association analyses of rare genetic variants with quantitative traits. The second approach, called the causal inference using estimating equations (CIEE) method, allows estimating and testing direct genetic effects in directed acyclic graphs, and is evaluated for association analyses of common genetic variants with quantitative and time-to-event traits. The results of extensive simulation studies show that both approaches yield unbiased and efficient parameter estimators and can improve the power of association tests in comparison to existing approaches, which yield invalid inference in many scenarios. For the second goal of this thesis, to identify novel genetic and transcriptomic markers associated with cardiometabolic traits, C-JAMP and CIEE are applied in two large-scale studies including genome- and transcriptome-wide data. In the analyses, several novel candidate markers and genes are identified, which highlights the merit of developing, evaluating, and implementing novel statistical approaches. R packages are available for both methods and enable their application in future studies.

No description available.

Bayesian inference occurs when prior knowledge about uncertain parameters in mathematical models is merged with new observational data related to the model outcome. In this thesis we focus on models given by partial differential equations where the uncertain parameters are coefficient functions belonging to infinite dimensional function spaces. The result of the Bayesian inference is then a well-defined posterior probability measure on a function space describing the updated knowledge about the uncertain coefficient. For decision making and post-processing it is often required to sample or integrate wit resprect to the posterior measure. This calls for sampling or numerical methods which are suitable for infinite dimensional spaces. In this work we focus on Kalman filter techniques based on ensembles or polynomial chaos expansions as well as Markov chain Monte Carlo methods. We analyze the Kalman filters by proving convergence and discussing their applicability in the context of Bayesian inference. Moreover, we develop and study an improved dimension-independent Metropolis-Hastings algorithm. Here, we show geometric ergodicity of the new method by a spectral gap approach using a novel comparison result for spectral gaps. Besides that, we observe and further analyze the robustness of the proposed algorithm with respect to decreasing observational noise. This robustness is another desirable property of numerical methods for Bayesian inference. The work concludes with the application of the discussed methods to a real-world groundwater flow problem illustrating, in particular, the Bayesian approach for uncertainty quantification in practice. / Bayessche Inferenz besteht daraus, vorhandenes a-priori Wissen über unsichere Parameter in mathematischen Modellen mit neuen Beobachtungen messbarer Modellgrößen zusammenzuführen. In dieser Dissertation beschäftigen wir uns mit Modellen, die durch partielle Differentialgleichungen beschrieben sind. Die unbekannten Parameter sind dabei Koeffizientenfunktionen, die aus einem unendlich dimensionalen Funktionenraum kommen. Das Resultat der Bayesschen Inferenz ist dann eine wohldefinierte a-posteriori Wahrscheinlichkeitsverteilung auf diesem Funktionenraum, welche das aktualisierte Wissen über den unsicheren Koeffizienten beschreibt. Für Entscheidungsverfahren oder Postprocessing ist es oft notwendig die a-posteriori Verteilung zu simulieren oder bzgl. dieser zu integrieren. Dies verlangt nach numerischen Verfahren, welche sich zur Simulation in unendlich dimensionalen Räumen eignen. In dieser Arbeit betrachten wir Kalmanfiltertechniken, die auf Ensembles oder polynomiellen Chaosentwicklungen basieren, sowie Markowketten-Monte-Carlo-Methoden. Wir analysieren die erwähnte Kalmanfilter, indem wir deren Konvergenz zeigen und ihre Anwendbarkeit im Kontext Bayesscher Inferenz diskutieren. Weiterhin entwickeln und studieren wir einen verbesserten dimensionsunabhängigen Metropolis-Hastings-Algorithmus. Hierbei weisen wir geometrische Ergodizität mit Hilfe eines neuen Resultates zum Vergleich der Spektrallücken von Markowketten nach. Zusätzlich beobachten und analysieren wir die Robustheit der neuen Methode bzgl. eines fallenden Beobachtungsfehlers. Diese Robustheit ist eine weitere wünschenswerte Eigenschaft numerischer Methoden für Bayessche Inferenz. Den Abschluss der Arbeit bildet die Anwendung der diskutierten Methoden auf ein reales Grundwasserproblem, was insbesondere den Bayesschen Zugang zur Unsicherheitsquantifizierung in der Praxis illustriert.

Probabilistic models of decision making under various forms of uncertainty have been applied in recent years to numerous behavioral and model-based fMRI studies. These studies were highly successful in enabling a better understanding of behavior and delineating the functional properties of brain areas involved in decision making under uncertainty. However, as different studies considered different models of decision making under uncertainty, it is unclear which of these computational models provides the best account of the observed behavioral and neuroimaging data. This is an important issue, as not performing model comparison may tempt researchers to over-interpret results based on a single model. Here we describe how in practice one can compare different behavioral models and test the accuracy of model comparison and parameter estimation of Bayesian and maximum-likelihood based methods. We focus our analysis on two well-established hierarchical probabilistic models that aim at capturing the evolution of beliefs in changing environments: Hierarchical Gaussian Filters and Change Point Models. To our knowledge, these two, well-established models have never been compared on the same data. We demonstrate, using simulated behavioral experiments, that one can accurately disambiguate between these two models, and accurately infer free model parameters and hidden belief trajectories (e.g., posterior expectations, posterior uncertainties, and prediction errors) even when using noisy and highly correlated behavioral measurements. Importantly, we found several advantages of Bayesian inference and Bayesian model comparison compared to often-used Maximum-Likelihood schemes combined with the Bayesian Information Criterion. These results stress the relevance of Bayesian data analysis for model-based neuroimaging studies that investigate human decision making under uncertainty.

Probabilistic models of decision making under various forms of uncertainty have been applied in recent years to numerous behavioral and model-based fMRI studies. These studies were highly successful in enabling a better understanding of behavior and delineating the functional properties of brain areas involved in decision making under uncertainty. However, as different studies considered different models of decision making under uncertainty, it is unclear which of these computational models provides the best account of the observed behavioral and neuroimaging data. This is an important issue, as not performing model comparison may tempt researchers to over-interpret results based on a single model. Here we describe how in practice one can compare different behavioral models and test the accuracy of model comparison and parameter estimation of Bayesian and maximum-likelihood based methods. We focus our analysis on two well-established hierarchical probabilistic models that aim at capturing the evolution of beliefs in changing environments: Hierarchical Gaussian Filters and Change Point Models. To our knowledge, these two, well-established models have never been compared on the same data. We demonstrate, using simulated behavioral experiments, that one can accurately disambiguate between these two models, and accurately infer free model parameters and hidden belief trajectories (e.g., posterior expectations, posterior uncertainties, and prediction errors) even when using noisy and highly correlated behavioral measurements. Importantly, we found several advantages of Bayesian inference and Bayesian model comparison compared to often-used Maximum-Likelihood schemes combined with the Bayesian Information Criterion. These results stress the relevance of Bayesian data analysis for model-based neuroimaging studies that investigate human decision making under uncertainty.

Bayesian inference occurs when prior knowledge about uncertain parameters in mathematical models is merged with new observational data related to the model outcome. In this thesis we focus on models given by partial differential equations where the uncertain parameters are coefficient functions belonging to infinite dimensional function spaces. The result of the Bayesian inference is then a well-defined posterior probability measure on a function space describing the updated knowledge about the uncertain coefficient. For decision making and post-processing it is often required to sample or integrate wit resprect to the posterior measure. This calls for sampling or numerical methods which are suitable for infinite dimensional spaces. In this work we focus on Kalman filter techniques based on ensembles or polynomial chaos expansions as well as Markov chain Monte Carlo methods. We analyze the Kalman filters by proving convergence and discussing their applicability in the context of Bayesian inference. Moreover, we develop and study an improved dimension-independent Metropolis-Hastings algorithm. Here, we show geometric ergodicity of the new method by a spectral gap approach using a novel comparison result for spectral gaps. Besides that, we observe and further analyze the robustness of the proposed algorithm with respect to decreasing observational noise. This robustness is another desirable property of numerical methods for Bayesian inference. The work concludes with the application of the discussed methods to a real-world groundwater flow problem illustrating, in particular, the Bayesian approach for uncertainty quantification in practice. / Bayessche Inferenz besteht daraus, vorhandenes a-priori Wissen über unsichere Parameter in mathematischen Modellen mit neuen Beobachtungen messbarer Modellgrößen zusammenzuführen. In dieser Dissertation beschäftigen wir uns mit Modellen, die durch partielle Differentialgleichungen beschrieben sind. Die unbekannten Parameter sind dabei Koeffizientenfunktionen, die aus einem unendlich dimensionalen Funktionenraum kommen. Das Resultat der Bayesschen Inferenz ist dann eine wohldefinierte a-posteriori Wahrscheinlichkeitsverteilung auf diesem Funktionenraum, welche das aktualisierte Wissen über den unsicheren Koeffizienten beschreibt. Für Entscheidungsverfahren oder Postprocessing ist es oft notwendig die a-posteriori Verteilung zu simulieren oder bzgl. dieser zu integrieren. Dies verlangt nach numerischen Verfahren, welche sich zur Simulation in unendlich dimensionalen Räumen eignen. In dieser Arbeit betrachten wir Kalmanfiltertechniken, die auf Ensembles oder polynomiellen Chaosentwicklungen basieren, sowie Markowketten-Monte-Carlo-Methoden. Wir analysieren die erwähnte Kalmanfilter, indem wir deren Konvergenz zeigen und ihre Anwendbarkeit im Kontext Bayesscher Inferenz diskutieren. Weiterhin entwickeln und studieren wir einen verbesserten dimensionsunabhängigen Metropolis-Hastings-Algorithmus. Hierbei weisen wir geometrische Ergodizität mit Hilfe eines neuen Resultates zum Vergleich der Spektrallücken von Markowketten nach. Zusätzlich beobachten und analysieren wir die Robustheit der neuen Methode bzgl. eines fallenden Beobachtungsfehlers. Diese Robustheit ist eine weitere wünschenswerte Eigenschaft numerischer Methoden für Bayessche Inferenz. Den Abschluss der Arbeit bildet die Anwendung der diskutierten Methoden auf ein reales Grundwasserproblem, was insbesondere den Bayesschen Zugang zur Unsicherheitsquantifizierung in der Praxis illustriert.