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Activity Number:
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350
- Bayesian Modeling and Simulation
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Type:
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Contributed
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Date/Time:
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Wednesday, August 5, 2020 : 10:00 AM to 2:00 PM
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Sponsor:
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Section on Statistical Computing
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Abstract #312909
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Title:
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Bayesian Model Diagnostics with Order Restrictions on Cell Probabilities
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Author(s):
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Xinyu Chen*
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Companies:
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Worcester Polytechnic Institute
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Keywords:
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Bayesian computation; LPML; Multinomial counts; Small areas; Unimodal order restrictions
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Abstract:
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We study Bayesian diagnostics for multinomial counts from small areas. Within each area, the cell probabilities are ordered (e.g. unimodal ordering). Specifically we consider Bayesian diagnostics for a multinomial Dirichlet model with order restriction which shares a common effect among areas and make model diagnostics for it. The log pseudo marginal likelihood (LPML) is a well-known Bayesian criterion for comparing models. Since the order restriction significantly increases the difficulty, we develop an algorithm to compute LPML. We use a special- designed importance function to increase the efficiency of Monte Carlo integration, thereby gaining a higher precision for estimations of LPML. The proposed methodology is applied to a case study of body mass index (BMI).
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Authors who are presenting talks have a * after their name.
