Better together? Statistical learning in models made of modules

In modern applications, statisticians are faced with integrating heterogeneous data modalities relevant for an inference, prediction, or decision problem. In such circumstances, it is convenient to use a graphical model to represent the statistical dependencies, via a set of connected "modules", each relating to a specific data modality, and drawing on specific domain expertise in their development. In principle, given data, the conventional statistical update then allows for coherent uncertainty quantification and information propagation through and across the modules. However, misspecification of any module can contaminate the estimate and update of others, often in unpredictable ways. In various settings, particularly when certain modules are trusted more than others, practitioners have preferred to avoid learning with the full model in favor of approaches that restrict the information propagation between modules, for example by restricting propagation to only particular directions along the edges of the graph. In this article, we investigate why these modular approaches might be preferable to the full model in misspecified settings. We propose principled criteria to choose between modular and full-model approaches. The question arises in many applied settings, including large stochastic dynamical systems, meta-analysis, epidemiological models, air pollution models, pharmacokinetics-pharmacodynamics, and causal inference with propensity scores.

[1]  Lawrence C McCandless,et al.  The International Journal of Biostatistics CAUSAL INFERENCE Cutting Feedback in Bayesian Regression Adjustment for the Propensity Score , 2011 .

[2]  Wim Wiegerinck,et al.  Dynamically combining climate models to “supermodel” the tropical Pacific , 2016 .

[3]  J LunnDavid,et al.  WinBUGS A Bayesian modelling framework , 2000 .

[4]  Ulrich K. Müller RISK OF BAYESIAN INFERENCE IN MISSPECIFIED MODELS, AND THE SANDWICH COVARIANCE MATRIX , 2013 .

[5]  A. Beskos,et al.  On the stability of sequential Monte Carlo methods in high dimensions , 2011, 1103.3965.

[6]  Martyn Plummer Cuts in Bayesian graphical models , 2015, Stat. Comput..

[7]  A. O'Hagan,et al.  Fractional Bayes factors for model comparison , 1995 .

[8]  Paul Fearnhead,et al.  An Adaptive Sequential Monte Carlo Sampler , 2010, 1005.1193.

[9]  松野 太郎 Climate system dynamics and modelling , 1995 .

[10]  J. Berger,et al.  The Intrinsic Bayes Factor for Model Selection and Prediction , 1996 .

[11]  Beat Neuenschwander,et al.  Combining MCMC with ‘sequential’ PKPD modelling , 2009, Journal of Pharmacokinetics and Pharmacodynamics.

[12]  Pier Giovanni Bissiri,et al.  A general framework for updating belief distributions , 2013, Journal of the Royal Statistical Society. Series B, Statistical methodology.

[13]  John O'Leary,et al.  Unbiased Markov chain Monte Carlo with couplings , 2017, 1708.03625.

[14]  Eloise E Kaizar,et al.  Incorporating Both Randomized and Observational Data into a Single Analysis , 2015 .

[15]  James O. Berger,et al.  Modularization in Bayesian analysis, with emphasis on analysis of computer models , 2009 .

[16]  M. Stephens,et al.  Modeling linkage disequilibrium and identifying recombination hotspots using single-nucleotide polymorphism data. , 2003, Genetics.

[17]  Marcello Pagano,et al.  Estimating the prevalence of transmitted HIV drug resistance using pooled samples , 2016, Statistical methods in medical research.

[18]  David Ruppert,et al.  Hierarchical Adaptive Regression Kernels for Regression With Functional Predictors , 2013, Journal of computational and graphical statistics : a joint publication of American Statistical Association, Institute of Mathematical Statistics, Interface Foundation of North America.

[19]  P. Moral,et al.  On adaptive resampling strategies for sequential Monte Carlo methods , 2012, 1203.0464.

[20]  Jean-Michel Brankart,et al.  Characterization of mixing errors in a coupled physical biogeochemical model of the North Atlantic: implications for nonlinear estimation using Gaussian anamorphosis , 2010 .

[21]  A. Raftery,et al.  Strictly Proper Scoring Rules, Prediction, and Estimation , 2007 .

[22]  Monica Musio,et al.  Bayesian Model Selection Based on Proper Scoring Rules , 2014, 1409.5291.

[23]  D. Rubin,et al.  Reducing Bias in Observational Studies Using Subclassification on the Propensity Score , 1984 .

[24]  Amber Dance,et al.  News Feature: Building benchtop human models , 2015, Proceedings of the National Academy of Sciences.

[25]  Van Der Vaart,et al.  The Bernstein-Von-Mises theorem under misspecification , 2012 .

[26]  Yan Zhou,et al.  Toward Automatic Model Comparison: An Adaptive Sequential Monte Carlo Approach , 2016 .

[27]  Murali Haran,et al.  Inferring likelihoods and climate system characteristics from climate models and multiple tracers , 2012 .

[28]  N. Chopin A sequential particle filter method for static models , 2002 .

[29]  J Wakefield,et al.  Errors‐in‐Variables in Joint Population Pharmacokinetic/Pharmacodynamic Modeling , 2001, Biometrics.

[30]  David J. Lunn,et al.  Fully Bayesian hierarchical modelling in two stages, with application to meta-analysis , 2013, Journal of the Royal Statistical Society. Series C, Applied statistics.

[31]  P. Moral,et al.  Sequential Monte Carlo samplers , 2002, cond-mat/0212648.

[32]  Nikolaus Schweizer Non-asymptotic Error Bounds for Sequential MCMC and Stability of Feynman-Kac Propagators , 2012, 1204.2382.

[33]  C. Holmes,et al.  Assigning a value to a power likelihood in a general Bayesian model , 2017, 1701.08515.

[34]  Alan Hastings,et al.  Ecosystem models for fisheries management: finding the sweet spot , 2016 .

[35]  A. Beskos,et al.  Error Bounds and Normalising Constants for Sequential Monte Carlo Samplers in High Dimensions , 2014, Advances in Applied Probability.

[36]  Kevin M. Murphy,et al.  Estimation and Inference in Two-Step Econometric Models , 1985 .

[37]  Adrian Pagan,et al.  Econometric Issues in the Analysis of Regressions with Generated Regressors. , 1984 .

[38]  Christian P. Robert,et al.  The Bayesian choice : from decision-theoretic foundations to computational implementation , 2007 .

[39]  N. Whiteley Sequential Monte Carlo Samplers: Error Bounds and Insensitivity to Initial Conditions , 2011, 1103.3970.

[40]  James R. Gattiker,et al.  Comment on article by Sansó et al. [MR2383247] , 2008 .

[41]  Tong Zhang From ɛ-entropy to KL-entropy: Analysis of minimum information complexity density estimation , 2006, math/0702653.

[42]  K. Fennel,et al.  Sensitivity and uncertainty analysis of model hypoxia estimates for the Texas-Louisiana shelf , 2013 .

[43]  W. Newey,et al.  Large sample estimation and hypothesis testing , 1986 .

[44]  Sylvia Richardson,et al.  A Bayesian model of time activity data to investigate health effect of air pollution in time series studies , 2011 .

[45]  Christophe Fraser,et al.  Quantifying Transmission Heterogeneity Using Both Pathogen Phylogenies and Incidence Time Series , 2017, Molecular biology and evolution.

[46]  A. Zellner Optimal Information Processing and Bayes's Theorem , 1988 .

[47]  A. P. Dawid,et al.  Present position and potential developments: some personal views , 1984 .

[48]  B. Sansó,et al.  Inferring climate system properties using a computer model , 2008 .

[49]  Corwin M Zigler,et al.  Uncertainty in Propensity Score Estimation: Bayesian Methods for Variable Selection and Model-Averaged Causal Effects , 2014, Journal of the American Statistical Association.

[50]  Corwin M. Zigler,et al.  The Central Role of Bayes’ Theorem for Joint Estimation of Causal Effects and Propensity Scores , 2013, The American statistician.

[51]  Martyn Plummer,et al.  International Correlation between Human Papillomavirus Prevalence and Cervical Cancer Incidence , 2008, Cancer Epidemiology Biomarkers & Prevention.

[52]  S. Lauritzen,et al.  Proper local scoring rules , 2011, 1101.5011.

[53]  Pierre F. J. Lermusiaux,et al.  Lagoon of Venice ecosystem: Seasonal dynamics and environmental guidance with uncertainty analyses and error subspace data assimilation , 2009 .

[54]  Corwin M Zigler,et al.  Model Feedback in Bayesian Propensity Score Estimation , 2013, Biometrics.

[55]  Andrew Thomas,et al.  WinBUGS - A Bayesian modelling framework: Concepts, structure, and extensibility , 2000, Stat. Comput..