Advanced Search
MyIDEAS: Login to save this article or follow this journal

Classification loss function for parameter ensembles in Bayesian hierarchical models

Contents:

Author Info

  • Ginestet, Cedric E.
  • Best, Nicky G.
  • Richardson, Sylvia
Registered author(s):

    Abstract

    In this note, we consider the problem of classifying the elements of a parameter ensemble from a Bayesian hierarchical model as above or below a given threshold, C. Two threshold classification losses (TCLs)–termed balanced TCL and p-weighted TCL, respectively–are formulated. The p-weighted TCL can be used to prioritize the minimization of false positives over false negatives or the converse. We prove that, as a special case of a more general result, the p-weighted and balanced TCLs are optimized by the ensembles of unit-specific posterior (1−p)-quantiles and posterior medians, respectively. In addition, we also relate these classification loss functions on parameter ensembles to the concepts of posterior sensitivity and specificity. Finally, we discuss the potential applications of balanced and p-weighted TCLs in Bayesian hierarchical models, and how TCLs could be used to extend existing loss functions currently used for point estimation in parameter ensembles.

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL: http://www.sciencedirect.com/science/article/pii/S016771521100407X
    Download Restriction: Full text for ScienceDirect subscribers only

    As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

    Bibliographic Info

    Article provided by Elsevier in its journal Statistics & Probability Letters.

    Volume (Year): 82 (2012)
    Issue (Month): 4 ()
    Pages: 859-863

    as in new window
    Handle: RePEc:eee:stapro:v:82:y:2012:i:4:p:859-863

    Contact details of provider:
    Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description

    Order Information:
    Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
    Web: https://shop.elsevier.com/order?id=505573&ref=505573_01_ooc_1&version=01

    Related research

    Keywords: Classification; Decision theory; Epidemiology; Sensitivity; Specificity;

    References

    No references listed on IDEAS
    You can help add them by filling out this form.

    Citations

    Lists

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    Statistics

    Access and download statistics

    Corrections

    When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:82:y:2012:i:4:p:859-863. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.