Archive for vaccine

use data that does not need statistics

Posted in Books, Kids, Statistics with tags , , , , on March 2, 2021 by xi'an

simplified Bayesian analysis

Posted in Statistics with tags , , , , , , , , , , , , on February 10, 2021 by xi'an

A colleague from Dauphine sent me a paper by Carlo Graziani on a Bayesian analysis of vaccine efficiency, asking for my opinion. The Bayesian side is quite simple: given two Poisson observations, N~P(μ) and M~P(ν), there exists a reparameterisation of (μ,ν) into

e=1-μ/rν  and  λ=ν(1+(1-e)r)=μ+ν

vaccine efficiency and expectation of N+M, respectively, when r is the vaccine-to-placebo ratio of person-times at risk, ie the ratio of the numbers of participants in each group. Reparameterisation such that the likelihood factorises into a function of e and a function of λ. Using a product prior for this parameterisation leads to a posterior on e times a posterior on λ. This is a nice remark, which may have been made earlier (as for instance another approach to infer about e while treating λ as a nuisance parameter is to condition on N+M). The paper then proposes as an application of this remark an analysis of the results of three SARS-Cov-2 vaccines, meaning using the pairs (N,M) for each vaccine and deriving credible intervals, which sounds more like an exercise in basic Bayesian inference than a fundamental step in assessing the efficiency of the vaccines…

Advances in scalable Bayesian computation [day #4]

Posted in Books, Mountains, pictures, R, Statistics, University life with tags , , , , , , , , , , , , , , , , , on March 7, 2014 by xi'an

polyptych painting within the TransCanada Pipeline Pavilion, Banff Centre, Banff, March 21, 2012Final day of our workshop Advances in Scalable Bayesian Computation already, since tomorrow morning is an open research time ½ day! Another “perfect day in paradise”, with the Banff Centre campus covered by a fine snow blanket, still falling…, and making work in an office of BIRS a dream-like moment.

Still looking for a daily theme, parallelisation could be the right candidate, even though other talks this week went into parallelisation issues, incl. Steve’s talk yesterday. Indeed, Anthony Lee gave a talk this morning on interactive sequential Monte Carlo, where he motivated the setting by a formal parallel structure. Then, Darren Wilkinson surveyed the parallelisation issues in Monte Carlo, MCMC, SMC and ABC settings, before arguing in favour of a functional language called Scala. (Neat entries to those topics can be found on Darren’s blog.) And in the afternoon session, Sylvia Frühwirth-Schnatter exposed her approach to the (embarrassingly) parallel problem, in the spirit of Steve’s , David Dunson’s and Scott’s (a paper posted on the day I arrived in Chamonix and hence I missed!). There was plenty to learn from that talk (do not miss the Yin-Yang moment at 25 mn!), but it also helped me to break a difficulty I had with the consensus Bayes representation for two weeks (more on that later!). And, even though Marc Suchard mostly talked about flu and trees in a very pleasant and broad talk, he also had a slide on parallelisation to fit the theme! Although unrelated with parallelism,  Nicolas Chopin’s talk was on sequential quasi-Monte Carlo algorithms: while I had heard previous versions of this talk in Chamonix and BigMC, I found it full of exciting stuff. And it clearly got the room truly puzzled by this possibility, in a positive way! Similarly, Alex Lenkoski spoke about extreme rain events in Norway with no trace of parallelism, but the general idea behind the examples was to question the notion of the calibrated Bayesian (with possible connections with the cut models).

This has been a wonderful week and I am sure the participants got as much as I did from the talks and the informal exchanges. Thanks to BIRS for the sponsorship and the superb organisation of the week (and to the Banff Centre for providing such a paradisical environment). I feel very privileged to have benefited from this support, even though I deadly hope to be back in Banff within a few years.