论文标题

贝叶斯离散条件转换模型

Bayesian Discrete Conditional Transformation Models

论文作者

Carlan, Manuel, Kneib, Thomas

论文摘要

我们提出了一个新型的贝叶斯模型框架,用于基于响应的条件转换,用于离散序数和计数数据。条件转换函数与先验选择的参考分布一起从数据估算。对于计数响应,所产生的转换模型是新颖的,因为它是一种贝叶斯完全参数但无分布的方法,可以另外考虑具有添加剂转换功能规范的多余零。对于顺序的分类响应,我们的累积链路变换模型允许包含线性和非线性协变量效应,这些效应可以使得类别特定于类别,从而导致(非)比例的赔率或危害模型等,具体取决于参考分布的选择。推断是通过通用模块化的马尔可夫链蒙特卡洛算法进行的,其中多元高斯先验强制执行特定特性,例如对功能效应的平滑度。为了说明贝叶斯离散有条件转化模型的多功能性,提出了在存在多余的零和治疗森林健康类别中的专利引用计数中的应用。

We propose a novel Bayesian model framework for discrete ordinal and count data based on conditional transformations of the responses. The conditional transformation function is estimated from the data in conjunction with an a priori chosen reference distribution. For count responses, the resulting transformation model is novel in the sense that it is a Bayesian fully parametric yet distribution-free approach that can additionally account for excess zeros with additive transformation function specifications. For ordinal categoric responses, our cumulative link transformation model allows the inclusion of linear and nonlinear covariate effects that can additionally be made category-specific, resulting in (non-)proportional odds or hazards models and more, depending on the choice of the reference distribution. Inference is conducted by a generic modular Markov chain Monte Carlo algorithm where multivariate Gaussian priors enforce specific properties such as smoothness on the functional effects. To illustrate the versatility of Bayesian discrete conditional transformation models, applications to counts of patent citations in the presence of excess zeros and on treating forest health categories in a discrete partial proportional odds model are presented.

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