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Estimating cross-validatory predictive p-values with integrated importance sampling for disease mapping models.

Longhai Li1, Cindy X Feng2, Shi Qiu1

  • 1Department of Mathematics and Statistics, University of Saskatchewan, 106 Wiggins Rd, Saskatoon, S7N5E6, SK, Canada.

Statistics in Medicine
|March 16, 2017
PubMed
Summary
This summary is machine-generated.

This study introduces integrated importance sampling (iIS) to efficiently estimate leave-one-out cross-validatory (LOOCV) predictive p-values for disease mapping. The new method accurately identifies divergent risk regions without computationally intensive re-analysis.

Keywords:
MCMCcross-validationdisease mappingghosting methodimportance samplingposterior predictive p-value

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Area of Science:

  • Biostatistics
  • Epidemiology
  • Spatial Analysis

Background:

  • Disease mapping requires identifying regions with unusually high or low disease risk.
  • Leave-one-out cross-validatory (LOOCV) model assessment is the standard for estimating predictive p-values to flag these divergent regions.
  • Traditional LOOCV is computationally intensive due to repeated Markov chain Monte Carlo (MCMC) analyses.

Purpose of the Study:

  • To introduce a novel, computationally efficient method for estimating LOOCV predictive p-values.
  • To provide an alternative to traditional, time-consuming LOOCV in disease mapping.
  • To accurately flag divergent disease risk regions.

Main Methods:

  • Developed integrated importance sampling (iIS) to estimate LOOCV predictive p-values using existing MCMC samples.
  • Integrated away latent variables associated with test observations without referencing the actual observation.
  • Compared iIS against posterior predictive checking, ordinary importance sampling, and the ghosting method using two disease mapping datasets.

Main Results:

  • The predictive p-values estimated using iIS were nearly identical to those from actual LOOCV.
  • iIS demonstrated superior performance compared to three existing methods in disease mapping analyses.
  • The proposed iIS method offers a computationally efficient and accurate approach for disease risk assessment.

Conclusions:

  • Integrated importance sampling (iIS) provides an efficient and accurate method for estimating LOOCV predictive p-values in disease mapping.
  • iIS significantly reduces the computational burden associated with traditional LOOCV.
  • This method enhances the ability to identify and flag divergent disease risk regions effectively.