Aug 10: Andrew Gelman: Hierarchical modeling and prior information: an example from toxicology

CENTER FOR LANGUAGE AND SPEECH PROCESSING
Summer 2011 Plenary Lecture Series

Andrew Gelman, “Hierarchical modeling and prior information: an example from toxicology”
Columbia University

Wednesday, August 10, 2011, 10:30 a.m.

Hackerman Hall, room B17

We describe a general approach using Bayesian analysis for the estimation of parameters in physiological pharmacokinetic models. The chief statistical difficulty in estimation with these models is that any physiological model that is even approximately realistic will have a large number of parameters, often comparable to the number of observations in a typical pharmacokinetic experiment (e.g., 28 measurements and 15 parameters for each subject). In addition, the parameters are generally poorly identified, as in the well-known ill-conditioned problem of estimating a mixture of declining exponentials Our modeling includes (a)hierarchical population modeling, which allows partial pooling of information among different experimental subjects; (b) a pharmacokinetic model including compartments for well-perfused tissues, poorly perfused tissues, fat, and the liver; and (c) informative prior distributions for population parameters, which is possible because the parameters represent real physiological variables. We discuss how to estimate the models using Bayesian posterior simulation, a method that automatically includes the uncertainty inherent in estimating such a large number of parameters. We also discuss how to check model fit and sensitivity to the prior distribution using posterior predictive simulation.

BIOGRAPHY

Andrew Gelman is a professor of statistics and political science and director of the Applied Statistics Center at Columbia University. He has received the Outstanding Statistical Application award from the American Statistical Association, the award for best article published in the American Political Science Review, and the Council of Presidents of Statistical Societies award for outstanding contributions by a person under the age of 40. His books include Bayesian Data Analysis (with John Carlin, Hal Stern, and Don Rubin), Teaching Statistics: A Bag of Tricks (with Deb Nolan), Data Analysis Using Regression and Multilevel/Hierarchical Models (with Jennifer Hill), and, most recently, Red State, Blue State, Rich State, Poor State: Why Americans Vote the Way They Do (with David Park, Boris Shor, Joe Bafumi, and Jeronimo Cortina).

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