Bayesian Approach Dealing with Mixture Model Problems
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In this dissertation, we focus on two research topics related to mixture models. The first topic is Adaptive Rejection Metropolis Simulated Annealing for Detecting Global Maximum Regions, and the second topic is Bayesian Model Selection for Nonlinear Mixed Effects Model. In the first topic, we consider a finite mixture model, which is used to fit the data from heterogeneous populations for many applications. An Expectation Maximization (EM) algorithm and Markov Chain Monte Carlo (MCMC) are two popular methods to estimate parameters in a finite mixture model. However, both of the methods may converge to local maximum regions rather than the global maximum when multiple local maxima exist. In this dissertation, we propose a new approach, Adaptive Rejection Metropolis Simulated Annealing (ARMS annealing), to improve the EM algorithm and MCMC methods. Combining simulated annealing (SA) and adaptive rejection metropolis sampling (ARMS), ARMS annealing generate a set of proper starting points which help to reach all possible modes. ARMS uses a piecewise linear envelope function for a proposal distribution. Under the SA framework, we start with a set of proposal distributions, which are constructed by ARMS, and this method finds a set of proper starting points, which help to detect separate modes. We refer to this approach as ARMS annealing. By combining together ARMS annealing with the EM algorithm and with the Bayesian approach, respectively, we have proposed two approaches: an EM ARMS annealing algorithm and a Bayesian ARMS annealing approach. EM ARMS annealing implement the EM algorithm by using a set of starting points proposed by ARMS annealing. ARMS annealing also helps MCMC approaches determine starting points. Both approaches capture the global maximum region and estimate the parameters accurately. An illustrative example uses a survey data on the number of charitable donations. The second topic is related to the nonlinear mixed effects model (NLME). Typically a parametric NLME model requires strong assumptions which make the model less flexible and often are not satisfied in real applications. To allow the NLME model to have more flexible assumptions, we present three semiparametric Bayesian NLME models, constructed with Dirichlet process (DP) priors. Dirichlet process models often refer to an infinite mixture model. We propose a unified approach, the penalized posterior Bayes factor, for the purpose of model comparison. Using simulation studies, we compare the performance of two of the three semiparametric hierarchical Bayesian approaches with that of the parametric Bayesian approach. Simulation results suggest that our penalized posterior Bayes factor is a robust method for comparing hierarchical parametric and semiparametric models. An application to gastric emptying studies is used to demonstrate the advantage of our estimation and evaluation approaches.
- Doctoral Dissertations