PC 2020

Introduction
Methodology
Data for application
Results
Conclusions and Recommendations
Bayesian Modelling of Incidence of Certain

Diseases in the Philippines using different Priors
for Global and Local Smoothing
Stephen Jun Villejo
School of Statistics, University of the Philippines Diliman
October 1, 2020
Stephen Jun Villejo Bayesian Modelling of Incidence of Certain Diseases in the Philipp
Introduction
Methodology
Results
Outline
3 Data for application

1 Introduction 4 Results
Introduction
CAR BYM Model
Objectives
Leroux Model
2 Methodology CAR Dissimilarity Model
Conditionally (Binary)
Autoregressive Models CAR Dissimilarity Model
Hierarchical Spatial Model (Non-binary)
Prior specifications CAR localised model
Bayesian computation (G = 3))
Model goodness-of-fit and 5 Conclusions and
convergence Recommendations
Introduction
Methodology
Introduction
Objectives
Results
Introduction
Disease mapping is a
primary goal in
epidemiology.
Disease maps enable us to
visualize the degree,
magnitude, and intensity of
the disease.
Efficient disease maps can
be automated to provide
real-time outbreak alerts for
surveillance of diseases.
Introduction
Methodology
Introduction
Objectives
Results
Introduction
Bayesian methods have become a commonplace in

epidemiology and are becoming widely accepted in public
health practice.
Some advantages with using Bayesian approaches: having
direct estimates of disease risks of the areas, and having
reliable and robust estimates even if some areas only have few
cases.
The spatial prior structure in the Bayesian model performs
smoothing of the estimates.
Introduction
Methodology
Introduction
Objectives
Results
Introduction
Careful tuning is needed to avoid undersmoothing and over

smoothing.
Different prior structures will induce different levels of
smoothing, either global or local, in the study region.
The most commonly used prior structure is the conditional
autoregressive (CAR) model and its extensions due to their
ease of implementation.
Introduction
Methodology
Introduction
Objectives
Results
Objectives of the Lecture
The following are the objectives of this lecture:

1 To present the development of conditionally autoregressive
(CAR) models and their use in spatial modelling
2 To introduce commonly used spatial prior structures based on
the CAR model
3 To compare the performance of global smoothing and local
smoothing models on actual data of incidence of dengue in
the Philippines
4 To produce dengue disease maps and identify low-risk and
high-risk areas
Introduction Conditionally Autoregressive Models
Methodology Hierarchical Spatial Model
Data for application Prior specifications
Results Bayesian computation
Conclusions and Recommendations Model goodness-of-fit and convergence
Conditionally Autoregressive Models

The conditionally autoregressive (CAR) model was introduced
by Besag (1974) three decades ago.
Suppose we have Y1 , Y2 , ..., Yn defined as the measurements
on n areal units.
Instead of working with the joint distribution, we model
exclusively the n corresponding full conditional distributions.
We assume that the full conditional distribution of Yi depends
only upon its neighbors. Let δi denote the set of neighbors of
area i. So we have:
p(yi |yj , j 6= i) = p(yi |yj , j ∈ δi ).
The notion of using local specification to determine a joint

distribution is referred to as Markov random field (MRF).
Brook’s Lemma (Brook, 1964) enables us to constructively

retrieve the unique joint distribution given the full
conditionals.
The Hammersley-Clifford Theorem (Besag, 1974)
demonstrates that if we have an MRF, the unique joint
distribution achieves a spatial structure.
It is first postulated that
X
Yi |yj , j 6= i ∼ N bij yj , τi2 , i = 1, ..., n.
j
Via Brook’s Lemma, the form of the joint distribution is given

by
n 1 o
p(y1 , ..., yn ) ∝ exp − yT D−1 (I − B)y
2
where B = {bij }, D is a diagonal matrix with Dii = τi2 .
The given form suggests a joint multivariate normal
distribution with mean 0 and variance matrix
Σy = [D−1 (I − B)]−1 . D−1 (I − B) should be a symmetric
matrix. The conditions needed to satisfy symmetry is ∀i, j,
bij bji
2
= 2.
τi τj
We first formalize the so-called proximity matrix, W.

The entries wij of W spatially connects areas i and j in some
fashion.
We can define wij = 1 if i and j share some common
boundary.
Alternatively, wij could reflect ”distance” between units.
Customarily wii is set to 0.
The matrix W provides the mechanism for introducing spatial
structure into our formal modelling later.
wij τ2
and τi2 =
P
We set bij = , where wi+ = j wij .
wi+ wi+
This will yield
X w y τ2
ij j
Yi |yj , j 6= i ∼ N , , i = 1, ..., n.
wi+ wi+
j
The joint distribution of Y1 , ..., Yn is now

n 1 o
f (y1 , ..., yn ) ∝ exp − 2 yT (Dw − W)y
2τ
where Dw is a diagonal matrix with ith diagonal element wi+ .
Σ−1
y = Dw − W is singular and so Σy does not exist.
The model above is also called the intrinsically autoregressive
(IAR) model.
One solution to the impropriety of the joint distribution above
is to incorporate a new parameter ρ and define
Σ−1 −1
y = Dw − ρW to make Σy nonsingular.
Given the new specification Σ−1

y = Dw − ρW, the full
conditionals are now given by
X w y τ2
ij j
yi |yj , j 6= i ∼ N ρ , .
wi+ wi+
j
In the case where a CAR model is applied to spatial random

effects, an improper choice may actually enable wider scope
for posterior spatial pattern.
Hierarchical Model for Disease Mapping
Our study region S is partitioned into K non-overlapping areal

units S = {S1 , . . . , SK }.
Our vector of outcomes is Y = (Y1 , . . . , YK ).
Define xk as the vector of covariates for the kth areal unit.
The spatial structure component is ψ = (ψ1 , . . . , ψK ).
The proposed three-stage hierarchical model is given by
Yk |ηk ∼ Po(Ek ηk )
log(ηk ) = xT
k β + ψk
ψ ∼ g (.|θψ )
β ∼ N(µβ , Σβ )
Ek is the expected number of cases of disease in area k, ηk is

the true relative risk of disease in area k.
The model coefficients and ψk are interpreted on the risk
scale rather than on the absolute scale.
The maximum likelihood estimate of ηk is the standardized
incidence ratio (SIR)
Yk
η̂k ≡ SIRk =
Ek

A starting point for computing Ek is
P !
k yk X nk
Ek = nk r¯ ≡ nk P ≡ yk P
n
k k k nk k
r¯ is the overall disease rate in the entire study region, nk is

the number of persons at risk for the disease in area k
A better approach for computing Ek is to use age- and
sex-adjusted rates for the disease.
Suppose nkj is the number of persons in group j in area k,
and rj is the overall disease rate in group j. Ek is computed as
X
Ek = nkj rj
j
Globally Smooth CAR models
BYM CAR model

The Besag-York-Mollie (BYM) CAR model decomposes ψk
into spatially autocorrelated and independent random effects.
ψk = φk + θk
PK !
w φ τ 2
ki i
φk |φ−k , W, τ 2 ∼ N Pi=1K
, PK
i=1 wki i=1 wki
θk ∼ N(0, σ 2 )
τ 2 ∼ Inverse-Gamma(a1 , b1 )
σ 2 ∼ Inverse-Gamma(a2 , b2 )
BYM CAR model

θk captures the area-specific heterogeneity and is modelled
using an exchangeable normal prior.
φk captures the spatial association of the outcomes and is
postulated to follow the intrinsically autoregressive model.
The two random effects components cannot be individually
identified - only their sum is identifiable.
The BYM model is also referred to as the convolution model.
Leroux CAR model

Leroux et al. (2000) proposed the following alternative CAR
prior:
ψ k = φk
PK !
ρ w φ τ 2
ki i
φk |φ−k , W, τ 2 , ρ ∼ N P i=1 , P
ρ K w
i=1 ki + 1−ρ ρ K
i=1 wki + 1 − ρ
τ 2 ∼ Inverse-Gamma(a, b)
ρ ∼ Uniform(0, 1)
Locally Smooth CAR models
CAR dissimilarity model

This was proposed by Lee and Mitchell (2012) to capture
localised spatial autocorrelation and identifying boundaries in
the random effects surface.
The model is based on the Leroux CAR model with ρ = 0.99.
The elements of W corresponding to adjacent areal units are
treated as random quantities, rather than assuming they are
fixed at one.
If wkj is estimated as one, then (φk , φj ) are spatially
autocorrelated, whereas if wkj is estimated as zero then no
smoothing is imparted between (φk , φj ) as they are modelled
as conditionally independent.

CAR dissimilarity model
Each wkj is modelled using q non-negative dissimilarity
metrics zkj = (zkj1 , . . . , zkjq ) between adjacent units (Sk , Sj ).
Binary model
(
1 if exp(− qi=1 zkji αi ) ≥ 0.5 and k ∼ j
P
wkj (α) =
0 otherwise
αi ∼ Uniform(0, Mi ) for i = 1, . . . q
Non-binary model
q
X
wkj (α) = exp − zkji αi
i=1
αi ∼ Uniform(0, 50) for i = 1, . . . , q.

CAR localised model
Lee and Sarran (2015) proposed to augment the set of
spatially smooth random effects with a cluster model. The
model is given by:
ψk = φk + λZk
PK !
w φ τ 2
ki i
φk |φ−k , W, τ 2 ∼ N Pi=1
K
, PK
w
i=1 ki i=1 wki
τ 2 ∼ Inverse-Gamma(a, b)
λZk ∼ Uniform(λZk −1 , λZk +1 ) for Zk = 1, . . . , G
exp(−δ(Zk − G ∗ )2 )
f (Zk ) = PG
∗ 2
r =1 exp(−δ(r − G ) )
δ ∼ Uniform(1, M)
CAR localised model

The cluster means (λ1 , . . . , λG ) are ordered so that
λ1 < λ2 < . . . < λG , which prevents the label switching
problem.
Lee and Sarran (2015) recommends setting G to be a small
odd number, such as 3 or 5.
The clustering is purely non-spatial, and it is the CAR prior on
the φk that accounts for spatial autocorrelation.
Bayesian Computation
Given the data model f (y|θ), prior distribution π(θ|λ), and

hyperpriors h(λ), Bayesian inferences are based on the
posterior distribution:
R
p(y, θ) f (y|θ)π(θ|λ)h(λ)dλ
p(θ|y) = =R
p(y) f (y|θ)π(θ|λ)h(λ)dθdλ
All models are fitted Markov Chain Monte Carlo (MCMC)

methods.
MCMC methods work by producing not a closed form for the

posterior distribution, but a sample of values
{θ (t) , g = 1, . . . , T } from this distribution.
MCMC algorithms produce the (correlated) values
{θ (t) , g = 1, . . . , T } as iterative draws from a particular
Markov chain, the stationary distribution of which is the same
as the posterior.
The convergence of the Markov chain to the correct
stationary distribution can be guaranteed for an enormously
broad class of posteriors.
The basic MCMC algorithms are the Gibbs sampling and

Metropolis algorithm.
Under mild regularity conditions, θ (t) converges in distribution to a

draw from the true joint posterior p(θ|y).
All models are fitted via a combination of Gibbs sampling and

Metropolis type steps.
The Metropolis steps for the random effects and the
regression parameters use the Metropolis adjusted Langevin
algorithm (Roberts and Rosenthal, 1998).
Run a few (say, m = 3 or 5) parallel sampling chains,

initialized at widely disparate starting locations that are
overdispersed.
Run the chain long enough and discard the first t0 iterations.
This is called the burn-in period.
To reduce the correlation between consecutive values of the
Markov chain, thin the Markov chain by taking one value of
the sample every δ (e.g, δ = 10).
Correlation between iterations needs to be checked as it could
signal lack of convergence to the target distribution.
Model goodness-of-fit
Moran’s I on residuals
Moran’s I is a standard statistic to measure strength of spatial
association among areal units.
Deviance Information Criterion (DIC)
DIC is a somewhat Bayesian version of AIC.
Watanabe-Akaike Information Criterion (WAIC)
WAIC is a more fully Bayesian approach.
It is helpful for models with hierarchical and mixture structures
in which the number of parameters increases with sample size.
Convergence diagnosis
Plot the m thinned sampling chains on a common set of axes
and observe if there is a good amount of ”overlapping” or
”mixing”. This is called a trace plot.
Figure: Trace plot of two chains run with different starting values
Convergence diagnosis
Geweke’s convergence diagnostic

Geweke (1992) proposed a convergence diagnostic for Markov
chains based on a test for equality of the means of the first
and last part of a Markov chain.
Gelman-Rubin scale reduction factor
Running m chains for 2T iterations each, we try to see
whether the variation within the chains for a given parameter
of interest θ approximately equals the total variation across
the chains during the latter T iterations.
A value less than 1 is suggestive of convergence.
Introduction
Methodology
Results
We apply the techniques on

the incidence of Dengue in
the Philippines.
We implement the technique
on mainland Luzon only.
Figure: Map of Luzon
Introduction
Methodology
Results
The following variables were

considered as covariates in the
models:
households with access to
improved water supply
households with complete
basic sanitation facilities
climate data - temperature,
rainfall, relative humidity
Figure: PAGASA stations in Luzon
Introduction CAR BYM Model
Methodology Leroux Model
Data for application CAR Dissimilarity Model (Binary)
Results CAR Dissimilarity Model (Non-binary)
Conclusions and Recommendations CAR localised model (G = 3))
CAR BYM Model
Three chains were run, with 4 million iterations each.

The burn-in period is 3 million, and the samples were thinned
using δ = 15.
Table: MCMC estimates of BYM parameters

Parameter 50% 2.5% 97.5% Geweke Gelman
β0 -0.1467 -0.1725 -0.1219 -1.434 1
τ2 0.8184 0.3507 1.5421 1.137 1
σ2 0.0403 0.0045 0.2225 -1.044 1.02
All the scale reduction factors are less than 1.1. ψ̂1 has a
Geweke statistic greater than 1.96.
CAR BYM Model
Figure: Trace plot and estimated sampling distribution of βˆ0
CAR BYM Model
Figure: Trace plot and estimated sampling distribution of ψ̂1
CAR BYM Model
Figure: Trace plot and estimated sampling distribution of ψ̂2
CAR BYM Model
Figure: Plot of η̂i = exp{β̂0 + ψ̂i }. Figure: Plot of the MLEs of SIR.
CAR BYM Model
Figure: BYM relative risks and MLE of SIR, and the corresponding 95%
confidence/equal-tailed interval.
Leroux Model

The burn-in period is 700K, and the samples were thinned
using δ = 10.
Table: MCMC estimates of Leroux parameters

β0 -0.2114 -0.2240 -0.1988 1.107 1
τ2 0.8906 0.5709 1.5421 -0.3483 1
ρ 0.7780 0.4551 0.9629 0.9388 1
All the scale reduction factors for ψi are less than 1.1. The
Geweke statistics also suggest convergence.
Leroux Model
Leroux Model
Figure: Trace plot and estimated sampling distribution of τ̂ 2
Leroux Model
Figure: Trace plot and estimated sampling distribution of φ̂1
Leroux Model
Figure: Plot of η̂i = exp{β̂0 + ψ̂i }. Figure: Plot of the MLEs of SIR.
Leroux Model
Figure: Leroux relative risks and MLE of SIR, and the corresponding 95%
confidence/equal-tailed interval.
CAR Dissimilarity Model (Binary)

The burn-in period is 1.7 million, and the samples were
thinned using δ = 15.
Dissimilarity metrics: average elevation and % in lowest
income quantile.
Table: MCMC estimates of CAR Dissimilarity model parameters

Parameter 50% 2.5% 97.5% Geweke alpha.min
β0 -0.2117 -0.2245 -0.1991 -0.5297 .
τ2 0.5741 0.3562 1.0052 1.141 .
α1 0.0101 0.0009 0.0199 -0.0248 0.0075
α2 0.0529 0.0238 0.0844 -0.5984 0.0195
All the scale reduction factors for ψi are less than 1.1. Geweke
statistics for ψ18 and ψ5 do not suggest convergence.

The following areas were predicted to
have wij = 0:
Figure: Plot of η̂i = exp{β̂0 + ψ̂i }.
Aurora and Isabela
Aurora and Nueva Vizcaya
Aurora and Quirino
Kalinga and Cagayan
Kalinga and Isabela
Quezon and Camarines Norte
Quezon and Camarines Sur
Nueva Vizcaya and Ifugao
Nueva Vizcaya and Nueva Ecija
Figure: Dissimilarity (binary) model relative risks and MLE of SIR, and
the corresponding 95% confidence/equal-tailed interval.
CAR Dissimilarity Model (Non-binary)
Figure: Dissimilarity (non-binary) model relative risks and MLE of SIR,

and the corresponding 95% confidence/equal-tailed interval.
CAR localised model (G = 3)

The burn-in period is 1.7 million, and the samples were
thinned using δ = 15.
Table: MCMC estimates of CAR Dissimilarity model parameters

λ1 -1.7109 -1.7636 -1.6588 -1.7255 1
λ2 -0.1038 -0.1172 -0.0903 0.9925 1
λ3 0.7702 0.7550 0.7850 0.4246 1
τ2 0.3751 0.2404 0.6321 -1.123 1
δ 1.3000 1.0155 1.9310 -0.113 1
All the scale reduction factors for ψi are less than 1.1. Geweke
statistics for ψ9 , ψ11 and ψ33 do not suggest convergence.
Figure: Trace plot and estimated sampling distribution of λ̂2
Figure: Trace plot and estimated sampling distribution of λ̂3
Figure: Dissimilarity (non-binary) model relative risks and MLE of SIR,

and the corresponding 95% confidence/equal-tailed interval.
Figure: Plot of η̂i = exp{β̂0 + ψ̂i }. Cluster 3: Kalinga,

Benguet, Cagayan, La
Union, Metro Manila, Nueva
Vizcaya, Quirino
Cluster 1: Albay, Camarines
Norte/Sur, Mindoro
Occidental/Oriental,
Sorsogon
Cluster 2: All other
provinces
Comparison of the models
Table: CAR BYM Model

Chain DIC WAIC Moran’s test Time
Chain 1 397.34 433.86 0.8121 401.7 s
Chain 2 396.87 436.53 0.7871 432.1 s
Chain 3 397.40 435.24 0.7531 368.3 s
Table: Leroux Model

Chain 1 391.99 405.75 0.7626 380 s
Chain 2 391.16 403.69 0.7946 378.5 s
Chain 3 392.05 407.09 0.7671 398.5 s
Table: CAR Dissimilarity Model (binary)

Chain 1 392.24 406.01 0.8781 621.7 s
Chain 2 392.65 407.34 0.8426 565 s
Chain 3 392.62 409.09 0.8701 569 s
Table: CAR Dissimilarity Model (non-binary)

Chain 1 392.33 409.49 0.8421 633.2 s
Chain 2 393.73 416.94 0.8466 663.7 s
Chain 3 393.53 416.25 0.8131 679 s
Table: CAR localised model

Chain 1 401.42 462.60 0.923 497.4 s
Chain 2 401.73 460.41 0.9045 494 s
Chain 3 401.14 458.01 0.9085 496.4 s
Introduction
Methodology
Results
The MLE estimates and the relative risks estimates based on

the hierarchical model are very much comparable. However,
the obtained interval estimates for the relative risks are
narrower using the Bayesian model.
The Leroux model is the optimal model among the four using
the DIC and WAIC criteria. Nonetheless, the CAR
dissimilarity model has almost the same goodnes-of-fit values
as the Leroux model.
The obtained disease maps from using globally smooth and
locally smooth priors are very comparable.
The disease map clearly shows several areas with high risk for
the disease.
Introduction
Methodology
Results
The spatial model can be easily extended to a spatio-temporal

model by adding a time component in the model.
MCMC can be very painfully slow especially for
highly-parameterized models. An alternative approach for
Bayesian computation is using approximation methods such as
the Integrated Nested Laplace Approximation (INLA).
To include geostatistical covariates such as climate data,
models for spatially misaligned data should be used.
Introduction
Methodology
Results
References
Besag, J. (1974). Spatial interaction and the statistical analysis of lattice
systems. Journal of the Royal Statistical Society B, 36: 192-236.
Brook, D. (1964). On the distinction between the conditional probability
and the joint probability approaches in the specification of
nearest-neighbour system. Biometrika, 51: 481-483.
Leoroux, B., Lei, X., and Breslow, N. (2000) Estimation of disease rates
in small areas: a new mixed model for spatial dependence. In: Halloran
ME, Berry D (eds). Statistical models in epidemiology, the environment,
and clinical trials. New York: Springer, 1135-178.
Lee, D., Mitchell R. (2012) Air Pollution and Health in Scotland: A
Multicity Study. Biostatistics, 10:409-423
Lee, D., Sarran, C. (2015). Controlling for unmeasured confounding and
spatial misalignment in long-term air pollution and health studies.
Environmentrics, 26:477-487
Geweke, J. (1992) Evaluating the accuracy of sampling-based approaches
to the calculation of posterior moments. In In Bayesian Statistics pp
169-193. University Press.
Introduction
Methodology
Results
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Introduction

Bayesian Modelling of Incidence of Certain

Stephen Jun Villejo

School of Statistics, University of the Philippines Diliman

3 Data for application

Bayesian methods have become a commonplace in

Careful tuning is needed to avoid undersmoothing and over

Objectives of the Lecture

The following are the objectives of this lecture:

Conditionally Autoregressive Models

p(yi |yj , j 6= i) = p(yi |yj , j ∈ δi ).

The notion of using local specification to determine a joint

Conditionally Autoregressive Models

Brook’s Lemma (Brook, 1964) enables us to constructively

Conditionally Autoregressive Models

Via Brook’s Lemma, the form of the joint distribution is given

Conditionally Autoregressive Models

We first formalize the so-called proximity matrix, W.

Conditionally Autoregressive Models

The joint distribution of Y1 , ..., Yn is now

Conditionally Autoregressive Models

Conditionally Autoregressive Models

Given the new specification Σ−1

In the case where a CAR model is applied to spatial random

Hierarchical Model for Disease Mapping

Our study region S is partitioned into K non-overlapping areal

Hierarchical Model for Disease Mapping

Ek is the expected number of cases of disease in area k, ηk is

Hierarchical Model for Disease Mapping

r¯ is the overall disease rate in the entire study region, nk is

Globally Smooth CAR models

BYM CAR model

Globally Smooth CAR models

BYM CAR model

Globally Smooth CAR models

Leroux CAR model

Locally Smooth CAR models

CAR dissimilarity model

Locally Smooth CAR models

Locally Smooth CAR models

Locally Smooth CAR models

CAR localised model

Given the data model f (y|θ), prior distribution π(θ|λ), and

All models are fitted Markov Chain Monte Carlo (MCMC)

MCMC methods work by producing not a closed form for the

The basic MCMC algorithms are the Gibbs sampling and

Under mild regularity conditions, θ (t) converges in distribution to a

All models are fitted via a combination of Gibbs sampling and

Run a few (say, m = 3 or 5) parallel sampling chains,

Geweke’s convergence diagnostic

Data for application

We apply the techniques on

Figure: Map of Luzon

Data for application

The following variables were

CAR BYM Model

Three chains were run, with 4 million iterations each.

Table: MCMC estimates of BYM parameters

CAR BYM Model

Figure: Trace plot and estimated sampling distribution of βˆ0

CAR BYM Model

Figure: Trace plot and estimated sampling distribution of ψ̂1

CAR BYM Model